WClasses
ACTSC 961 - Mathematical Methods of Loss Reserving
Macro methods of runoff analysis: chain-ladder, least squares, separation, payment per claim incurred. Stochastic methods: Reid's method, see-saw, payment per unit of risk, autoregressive models, Kalman filter.
Prerequisites
Corequisites
None
Antirequisites
None
Offerings
Spring 2009 [1095]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 4403 | 9 / 25 | 13:00 - 14:20 | M,W | MC 6007 | Lianfeng Zhang |