Note: This is the 2019–2020 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .
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 2019-2020 academic year.
Instructors: There are no professors associated with this course for the 2019-2020 academic year.
