Spring 2018 - ACMA 850 G200
Actuarial Science: Selected Topics (4)
Class Number: 12958
Delivery Method: In Person
Overview
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Course Times + Location:
Jan 3 – Apr 10, 2018: Tue, 2:30–4:20 p.m.
BurnabyJan 3 – Apr 10, 2018: Thu, 2:30–4:20 p.m.
Burnaby
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Instructor:
Chi-Liang Tsai
cltsai@sfu.ca
1 778 782-7044
Office: SC-K10563
Description
COURSE DETAILS:
Course Title: Modelling of Actuarial Risks
Prerequisite:
ACMA 320
Course Outline:
-Asset share and solvency test
-Risk measures and ordering
-Modelling of mortality rates
-Hedging of mortality and longevity risks
-Pricing of mortality-linked securities
Grading
- Assignments 15%
- Final Exam 35%
- Projects 35%
- Reading and Presentation 15%
NOTES:
Above grading is subject to change.
Graduate Studies Notes:
Important dates and deadlines for graduate students are found here: http://www.sfu.ca/dean-gradstudies/current/important_dates/guidelines.html. The deadline to drop a course with a 100% refund is the end of week 2. The deadline to drop with no notation on your transcript is the end of week 3.
Registrar Notes:
SFU’s Academic Integrity web site http://students.sfu.ca/academicintegrity.html is filled with information on what is meant by academic dishonesty, where you can find resources to help with your studies and the consequences of cheating. Check out the site for more information and videos that help explain the issues in plain English.
Each student is responsible for his or her conduct as it affects the University community. Academic dishonesty, in whatever form, is ultimately destructive of the values of the University. Furthermore, it is unfair and discouraging to the majority of students who pursue their studies honestly. Scholarly integrity is required of all members of the University. http://www.sfu.ca/policies/gazette/student/s10-01.html
ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS