MATH 541 Nonlife Actuarial Models (4 credits)

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Offered by: Mathematics and Statistics (Faculty of Science)


Mathematics & Statistics (Sci) : Stochastic models and inference for loss severity and claim frequency distributions; computational techniques for the aggregation of independent risks (Panjer's algorithm, FFT, etc.); risk measures and quantitative risk management applications; models and inference for multivariate data, heavy-tail distributions, and extremes; dynamic risk models based on stochastic processes and ruin theory.

Terms: Fall 2016

Instructors: Marceau, Etienne (Fall)