300-312 Actuarial Modelling I | |
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Note | Students may not gain credit for both 300-312 Actuarial Modelling I and 300-330 Survival Models: Theory and Applications. |
Credit Points | 12.5 |
Coordinator | D C M Dickson |
Prerequisites | 300-204 Financial Mathematics II, 620-202 Statistics and 620-123 Applied Mathematics (Advanced). |
Semester | 1 (view timetable) |
Contact | Three hours of lectures and/or tutorials per week |
Subject Description | Topics include survival models concepts; estimation procedures for lifetime distributions; multiple state models; binomial model of mortality; actuarial applications of Markov processes. |
Generic Skills |
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Assessment | A 2-hour end of semester examination (80%) and up to three assignments totalling not more than 20 pages (20%). |
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