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 |
|---|---|---|---|
|
Chi-Liang Tsai |
Jan 3 鈥� Apr 10, 2018: Tue, 11:30 a.m.鈥�1:20 p.m.
Jan 3 鈥� Apr 10, 2018: Thu, 11:30 a.m.鈥�12:20 p.m. |
Burnaby Burnaby |
|
| D101 |
Jan 3 鈥� Apr 10, 2018: Wed, 3:30鈥�4:20 p.m.
|
Burnaby |