WClasses

ACTSC 966 - Aggregate Claims Models

Mixed Poisson and nonhomogeneous birth processes for claim counts; analytic, recursive, asymptotic and approximate evaluation of compound distributions for aggregate claims; reliability concepts and analysis of stop-loss moments; applications for inflation, incurred but not reported claims, and infinite server queues. Prerequisites are familiarity with aggregate loss models at the level of ActSc 431/831 or equivalent.

Prerequisites

Corequisites

None

Antirequisites

None

Offerings

Winter 2024 [1241]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6599	7 / 10	11:30 - 12:50	T,Th

Winter 2023 [1231]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	7978	5 / 15	14:30 - 15:50	M,W	M3 4206	Gord Willmot

Winter 2021 [1211]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 041	8143	3 / 15				Gord Willmot

Winter 2018 [1181]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	7907	11 / 30	08:30 - 09:50	T,Th	M3 3103	Gordon E Willmot

Winter 2016 [1161]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	7881	6 / 25	09:00 - 10:50	M,W	M3 3103	Gordon E Willmot

Spring 2013 [1135]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3641	10 / 25	14:00 - 15:50	T,Th	M3 3103	Gordon E Willmot

Spring 2012 [1125]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3732	0 / 25

Winter 2012 [1121]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5469	0 / 25

Spring 2011 [1115]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	4555	15 / 25	14:30 - 16:20	T,Th	MC 6007	Gordon E Willmot

Winter 2011 [1111]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5473	0 / 25

Winter 2010 [1101]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5549	14 / 25	11:30 - 12:20	M,W,F	MC 6007	Gordon E Willmot

Winter 2009 [1091]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	7597	11 / 25	13:00 - 14:20	T,Th	MC 6007	Jun Cai

Winter 2007 [1071]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5045	12 / 20	09:00 - 10:20	M,W	MC 4064	Gordon E Willmot

Fall 2004 [1049]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	4945	12 / 20	12:30 - 14:20	M,W,M,C		Gordon E Willmot