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Loss Models II ACMA 455 (3)

Frequency and severity with coverage modifications: deductibles, policy limit, coinsurance. Aggregate loss models. Conjugate priors, linear exponential family. Credibility models. Estimation: empirical Bayes, nonparametric, semiparametric. Simulations. Stochastic processes: Poisson and compound Poisson processes. Covers part of the syllabus for Exam C of the Society of Actuaries and Exam 4 of the Casualty Actuarial Society. Prerequisite: ACMA 320 and ACMA 355. Quantitative.

Section Instructor Day/Time Location
D100 Chi-Liang Tsai
Tu 11:30 AM – 1:20 PM
Th 11:30 AM – 12:20 PM
AQ 5006, Burnaby
AQ 5006, Burnaby
We 3:30 PM – 4:20 PM
AQ 5007, Burnaby