UNSW Handbook Course - Insurance Risk Models

Insurance Risk Models - ACTL5106


	Faculty: Faculty of Business
	School: Actuarial Studies Unit
	Course Outline: http://legacy.handbook.unsw.edu.au
	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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