Selection, calibration, and validation of parametric models for insurance losses; credibility theory; extreme value distributions, multivariate loss models, and their estimation. Antirequisite(s): Prerequisite(s): A minimum mark of 60% in Statistical Sciences 3858A/B. Restricted to students enrolled in any Actuarial Science module, or those registered in the Honors Specialization module in Statistics or the Honors Specialization in Financial Modelling module. Corequisite(s): Pre-or Corequisite(s): Extra Information: 3 lecture hours, 0.5 course. back to top
