Academic Calendar - 2018

Western University Academic Calendar. - 2018
Western Main Campus

Actuarial Science 4824A/B

LOSS MODELS II


Selection, calibration, and validation of parametric models for insurance losses; credibility theory; extreme value distributions, multivariate loss models, and their estimation.

Prerequisite(s): A minimum mark of 60% in Statistical Sciences 3858A/B. Restricted to students enrolled in any Actuarial Science module, or those registered in the Honors Specialization module in Statistics or the Honors Specialization in Financial Modelling module.

Extra Information: 3 lecture hours.

Course Weight: 0.50
Breadth: CATEGORY C i  
Subject Code: ACTURSCI

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