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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

STAT810 or STAT806 Prerequisite Information


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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