300-315 Actuarial Statistics

Note

Students may not gain credit for both 300-315 Actuarial Statistics and either 300-331 Modelling in Insurance and Finance I or 620-301 Stochastic Modelling.

Credit Points

12.5

Coordinator

D Pitt

Prerequisites

300-313 Actuarial Modelling II.

Semester

2 (view timetable)

Contact

Three hours of lectures and/ or tutorials per week

Subject Description

Topics include experience rating; claim run-off triangles; generalised linear models; time series and their applications; simulation; decision theory.

Generic Skills

  • High level of development: written communication; problem solving; statistical reasoning; application of theory to practice; interpretation and analysis; synthesis of data and other information; evaluation of data and other information; use of computer software.

Assessment

A 2-hour end-of-semester examination (80%) and up to three assignments totalling not more than 20 pages (20%).



Status:                   Official 2007
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