Fall 2019 - ACMA 850 G200

Actuarial Science: Selected Topics (4)

Modelling of Actuarial Risks

Class Number: 10146

Delivery Method: In Person

Overview

  • Course Times + Location:

    Mo 2:30 PM – 4:20 PM
    AQ 5008, Burnaby

    We 2:30 PM – 3:20 PM
    AQ 5036, Burnaby

Description

COURSE DETAILS:

Course Title: Modelling of Actuarial Risks

Prerequisite:
ACMA 320


Course Outline:
-Modelling of dependent risks
-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://www.sfu.ca/students/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