University of Calgary
ACSC 637 - Credibility Theory - Fall 2023
Limited fluctuation credibility; full and partial credibility; greatest accuracy credibility; Bayesian methodology; credibility premium; Buhlmann model; Buhlmann-Straub model; empirical Bayes method; bonus-malus system.
This course may not be repeated for credit.
This course may not be repeated for credit.
Hours
- H(3-0)
Notes
- Actuarial Science 437 or Statistics 437 is strongly recommended as a prerequisite.
Prerequisite(s)
- Actuarial Science 327; Statistics 323 or Mathematics 323; and one of Mathematics 311 or 313 or 353 or 367 or 375 or 381.
Antirequisite(s)
- Credit for more than one of Actuarial Science 537, 637 and 533 will not be allowed.
Sections
LEC 1 MWF 11:00 - 11:50 SA 219 Wenjun Jiang
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