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Course Code (Click for details) Course Title (Click to Sort) Description Prerequisite Exclusion
ACT398H0 Research Excursions

An instructor-supervised group project in an off-campus setting. Details at http://www.artsci.utoronto.ca/current/course/rep. Not eligible for CR/NCR option.
ACT398Y0 Research Excursions

An instructor-supervised group project in an off-campus setting. Details at http://www.artsci.utoronto.ca/current/course/rep. Not eligible for CR/NCR option.
ACT451H1 Loss Models

Loss models policy adjustments, frequency and severity models, compound distributions.

STA257H1
ACT452H1 Loss Models II

Estimation of Loss and Survival Models using complete, censored and truncated data. Product-Limit estimation, empirical estimation, moment and percentile estimation, maximum likelihood estimation and simulation models.

STA261H1, ACT451H1
ACT455H1 Advanced Topics in Actuarial Science

Advanced life contingencies, multiple decrement theory, insurance policy expenses, multi-state transition models, Poisson processes.

ACT348H1; ACT350H1/​ STA347H1
ACT460H1 Stochastic Methods for Actuarial Science

Applications of the lognormal distribution, Brownian motion, geometric Brownian motion, martingales, Itos limma, 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 aplications to P&C insurance.

(Offered in alternate years)

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

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