University of Calgary

ACSC 537 - Credibility Theory - Winter 2019

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.

Hours

  • H(3-0)

Notes

  • Actuarial Science 437 or Statistics 437 is strongly recommended as preparation for Actuarial Science 537.

Prerequisite(s)

  • Actuarial Science 327; Statistics 323; and one of Mathematics 311, 313, 367 or 375.

Antirequisite(s)

  • Credit for Actuarial Science 537 and either 533 and 637 will not be allowed.
Syllabus

Sections

This course will be offered next in Fall 2019.
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