Quantitative Methods for Risk Analysis - ACST885
This unit explores the use of statistical models in insurance: loss distributions with and without risk sharing, compound distributions and their applications in risk modelling, introduction to copulas, extreme value theory. The concepts underlying time series models and actuarial applications of time series models are also studied.
| Credit Points: | 4 |
| When Offered: | S2 Day - Session 2, North Ryde, Day |
| Staff Contact(s): | Professor David Pitt |
| Prerequisites: | |
| Corequisites: | |
| NCCW(s): | ACST861 |
| Unit Designation(s): | |
| Assessed As: | Graded |
| Offered By: | Department of Actuarial Studies and Business Analytics Faculty of Business and Economics |
Course structures, including unit offerings, are subject to change.
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