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To view the Fall 2017 Academic Calendar go to http://www.sfu.ca/students/calendar/2017/fall.html

Loss Models I ACMA 355 (3)

Severity models. Risk measures. Frequency models. Estimation: complete data, modified data, empirical distribution, Nelson-Aalen, ogive, Kaplan-Meier, kernel density, interval. Parametric estimation: method of moments, MLE. Bayesian estimation. Model selection. Covers part of the syllabus for Exam C of the Society of Actuaries and Exam 4 of the Casualty Actuarial Society. Corequisite: STAT 330. Quantitative.