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MATH 541 Nonlife Actuarial Models (4 unités)

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Nota : Ceci est la version 2019–2020 de l'annuaire électronique. Veuillez mettre à jour l'année dans la barre d'adresse de votre navigateur pour une version plus récente de cette page, ou .

Offered by: Math. et statistique (Sciences)

Vue d'ensemble

Mathématiques et Statistiques (Sci) : Stochastic models and inference for loss severity and claim frequency distributions; computational techniques for the aggregation of independent risks (Panjer's algorithm, FFT, etc.); risk measures and quantitative risk management applications; models and inference for multivariate data, heavy-tail distributions, and extremes; dynamic risk models based on stochastic processes and ruin theory.

Terms: This course is not scheduled for the 2019-2020 academic year.

Instructors: There are no professors associated with this course for the 2019-2020 academic year.

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