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ACSC611

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(ACSC 511) Generalized Linear Models for Actuaries

Dept of Math & Stats SC - Faculty of Science

Subject

ACSC - Actuarial Science

Description

Description of insurance data, response distributions, exponential family responses and estimation, GLMs, models for count data, categorical and continuous responses. Applications include: personal injury insurance, vehicle insurance, diabetes deaths, third party claims, and degree of vehicle crash. Software for fitting GLMs will be discussed.

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

Antirequisite: Credit for Actuarial Science 611 and 511 will not be allowed.

Course Attributes

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

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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