Note: This is the 2012鈥�2013 edition of the eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or click聽here to jump to the newest eCalendar.
Overview
Mathematics & Statistics (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 2012-2013 academic year.
Instructors: There are no professors associated with this course for the 2012-2013 academic year.