Insurance Risk Models

Subject:

Actuarial Science (ACTSC)

Catalog number:

962

Unit weight:

0.50

Meet type:

LEC

Grading basis:

NUM

Cross-listing(s):

N/A

Requisites:

N/A

Description:

This course presents advanced mathematical and computational tools useful to study loss frequency and severity models, and also aggregate claims models. Analytic and recursive evaluation of compound distributions are discussed, as well as generalized linear models for frequency and severity models. Other topics covered include pricing and insurance risk processes.

Topic titles:

N/A

Faculty:

Mathematics (MAT)

Academic level:

GRD

Course ID:

015701