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ACSC637

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Credibility Theory

Mathematics and Statistics SC - Faculty of Science

Subject

ACSC - Actuarial Science

Description

Limited fluctuation credibility; full and partial credibility; greatest accuracy credibility; Bayesian methodology; credibility premium; Buhlmann model; Buhlmann-Straub model; empirical Bayes method; bonus-malus system.

Prerequisite(s): Admission to a graduate program in Mathematics and Statistics .

Antirequisite(s): Credit for Actuarial Science 637 and 537 will not be allowed.

Course Attributes

Fee Rate Group(Domestic) - A, Fee Rate Group(International) -B, GFC Hours (3-0)

Courses may consist of a Lecture, Lab, Tutorial, and/or Seminar. Students will be required to register in each component that is required for the course as indicated in the schedule of classes. Practicums, internships or other experiential learning modalities are typically indicated as a Lab component.

Component

LEC

Units

3

Repeat for Credit

No

Subject code

ACSC
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