Western University Academic Calendar. - 2018ARCHIVE
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
This Course is Mentioned in the Following Calendar Pages: