AS 316/516 (in .pdf) (Spring 2006)

AS 316/516 Syllabus

Overview

Klugman, Part A

Klugman, Part B

Klugman, Part D

Distribution Parameters

Frequentist Point Estimation

Frequentist Interval Estimation

Percentile Estimation/Goodness-of-Fit

Characterizing Claim Amount Distributions

Effects of Deductibles and Policy Limits

Claim Frequency Distributions/Central Limit Theorem

Total Claim Cost Model

Limited Fluctuation Credibility

Bayesian Estimation/Credibility

Buhlmann Credibility

Bayesian vs. Buhlmann Credibility

Categorical Parameter Space

Statistical Simulation

Assignment 1 - January 23, 2006

Assignment 2 - February 6, 2006

Assignment 3 - February 16, 2006

Assignment 4 - March 1, 2006

Assignment 5 - March 27, 2006

Assignment 6 - April 7, 2006

Assignment 7 - April 24, 2006


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