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Models for Risk Management - ACTL5301
Students studying

 
Faculty: Australian School of Business
 
 
School:  Actuarial Studies Unit
 
 
Course Outline: ACTL5301 Course Outline
 
 
Campus: Kensington Campus
 
 
Career: Postgraduate
 
 
Units of Credit: 6
 
 
EFTSL: 0.12500 (more info)
 
 
Indicative Contact Hours per Week: 3
 
 
Enrolment Requirements:
 
 
Prerequisite: ACLT5101 and ACTL5106
 
 
Equivalent: MFIN6401
 
 
Fee Band: 3 (more info)
 
 
Further Information: See Class Timetable
 
 

Description

This course covers the models used in insurance and reinsurance for frequency and severity of losses for both individual risks and portfolios of risks. Included is the modeling of dependencies amongst risks and links to credit and operational risk models. Topics include: individual and collective risk models; loss distributions; estimation techniques for loss models; GLM's; extreme values and tails of losses; copulas and modeling dependency.

Enrolment requires school approval.

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© The University of New South Wales (CRICOS Provider No.: 00098G), 2004-2011. The information contained in this Handbook is indicative only. While every effort is made to keep this information up-to-date, the University reserves the right to discontinue or vary arrangements, programs and courses at any time without notice and at its discretion. While the University will try to avoid or minimise any inconvenience, changes may also be made to programs, courses and staff after enrolment. The University may also set limits on the number of students in a course.