Please note:

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

Stochastic Analysis of Insurance Portfolios ACMA 820 (4)

Life insurance models. Interest rate models for life insurance: time series, stochastic differential equations, estimation. Portfolios of identical policies. Diversified portfolios. Prerequisite: ACMA 320.