Note: This is the 2023–2024 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .
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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 2023-2024 academic year.
Instructors: There are no professors associated with this course for the 2023-2024 academic year.
