Subject:
Actuarial Science (ACTSC)
Catalog number:
966
Unit weight:
0.50
Meet type:
LEC
Cross-listing(s):
N/A
Requisites:
N/A
Description:
Mixed Poisson and nonhomogeneous birth processes for claim counts; analytic, recursive, asymptotic and approximate evaluation of compound distributions for aggregate claims; reliability concepts and analysis of stop-loss moments; applications for inflation, incurred but not reported claims, and infinite server queues. Prerequisites are familiarity with aggregate loss models at the level of ActSc 431/831 or equivalent.
Topic titles:
N/A
Faculty:
Mathematics (MAT)
Academic level:
GRD
Course ID:
011686