MAT 528 - Probability Models for Actuarial Science
College of Arts and Sciences 3 credit(s) IrregularlyApplied probability focusing on distributions for actuarial applications. Conditional expectation. Moment generating functions. Limit theorems. Loss and Survival models. Parametric and Non-Parametric estimation. Model assessment. Benefit reserves and risk measures. Additional work required of graduate students. PREREQ: MAT 521