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 Insurance Risk Models - ACTL5106
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 Science students
   
 
School:  Actuarial Studies Unit
 
   
 
Campus: Kensington Campus
 
 
Career: Postgraduate
 
 
Units of Credit: 6
 
 
EFTSL: 0.125 (more info)
 
 
Contact Hours per Week: 3
 
 
Fee Band: 2 (more info)
 
 
Further Information: See Class Timetable
 
  

Description

This course covers the actuarial mathematics, statistics and models used in non-life insurance actuarial practice. Topics covered include: basic concepts of decision theory and Bayesian statistics; loss distributions and reinsurance, risk models including compound Poisson; estimation of aggregate claims distribution; probability of ruin; premium rating and credibility; experience rating systems; and claims reserving for loss run-off data.

Enrolment requires school approval.

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