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Department of Statistical and Actuarial Sciences
Center of Actuarial Excellence (CAE)

Loss Models I

Actuarial Science 9424B

Description: Firstly, we provide students with a good understanding of: methods for modelling the amount of a single loss payment and the number of loss payments, as well as computational approaches for aggregate losses. Secondly, we will discuss various types of risk measures for insurance losses, including Value at risk (VAR), Tail value at risk (TVaR) and ruin probability.

Term: B

Outlines of this course offered in past school years
Course Instructor(s) Outline Term School Year
AS9424B001 Kristina Sendova PDF B 2017/2018
AS9424B001 Kristina Sendova PDF B 2015/2016
AS9424B001 Jiandong Ren PDF B 2014/2015
AS9424B001 Kristina Sendova PDF B 2013/2014