Course Description

Actuarial Science 442a/b Loss Models II

Limited fluctuation credibility, greatest accuracy credibility, empirical Bayes parameter estimation, classical surplus process, adjustment coefficient, probability of ruin, maximal aggregate loss.

Prerequisite: Statistical Sciences 358b. Restricted to students enrolled in 4th year of any Honors program in Actuarial Science or Statistics.
3 lecture hours, half course.


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