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ACT460H1 Stochastic Methods for Actuarial Science

Applications of the lognormal distribution, Brownian motion, geometric Brownian motion, martingales, Ito's lemma, stochastic differential equations, interest rate models, the Black-Scholes model, volatility, value at risk, conditional tail expectation.

ACT350H1/​STA347H1. (ACT370H1 strongly recommended)

ACT466H1 Credibility and Simulation

Limited fluctuation credibility, Bayesian estimation, Buhlmann credibility, non-parametric credibility methods, inverse transformation simulation method, specialized simulation methods for the normal and lognormal distributions, Monte Carlo methods, the bootstrap method.

ACT451H1; STA261H1, ACT350H1/​STA347H1

ACT470H1 Advanced Pension Mathematics

Topics in pension mathematics; funding methods for pension plans. (Offered in alternate years)

ACT348H1 or permission of instructor

ACT471H1 Topics in Casualty Actuarial Science

Topic for 2016-2017: Advanced Ratemaking Methods for P&C Insurance

This course will cover advanced ratemaking methods for P&C insurance. It includes topics such as commercial insurance pricing, catastrophic pricing, reinsurance pricing and GLM applications to P&C insurance.

(Offered in alternate years)

Not eligible for CR/NCR option.

permission of instructor

ACT473H1 Issues In Actuarial Practice

Case study approach to current issues in life insurance, pension consulting and casualty actuarial practice. The focus of the course will be on communication and presentation. This course is Pass/Fail. Not eligible for Credit/No Credit.  The course is open to students in the specialist program in actuarial science. Students in the major program in actuarial science can enrol into the course...

ACT348H1, ACT349H1

ACT475H1 Insurance Products and Regulation with AXIS

Case studies using leading actuarial application AXIS. Examine key types of insurance products and their pricing and valuation. Review representative developments in insurance regulations in US, Europe and Canada. Other topics include a brief introduction of the use of AI in life insurance.

ACT240H1, ACT245H1, ACT247H1

ACT496H1 Readings in Actuarial Science

Independent study under the direction of a faculty member. Persons wishing to take this course must have the permission of the Undergraduate Secretary and of the prospective supervisor. Not eligible for CR/NCR option.

ACT497H1 Readings in Actuarial Science

Independent study under the direction of a faculty member. Persons wishing to take this course must have the permission of the Undergraduate Secretary and of the prospective supervisor. Not eligible for CR/NCR option.

ACT498Y1 Readings in Actuarial Science

Independent study under the direction of a faculty member. Persons wishing to take this course must have the permission of the Undergraduate Secretary and of the prospective supervisor. Not eligible for CR/NCR option.

ACT499Y1 Readings in Actuarial Science

Independent study under the direction of a faculty member. Persons wishing to take this course must have the permission of the Undergraduate Secretary and of the prospective supervisor. Not eligible for CR/NCR option.

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