Course Search

For Course Code, Title and Description
Course Code (Click for details) Course Title (Click to Sort) Description Prerequisite Exclusion
ACT399Y0 Research Excursions

An instructor-supervised group project in an off-campus setting. Details at http://www.artsci.utoronto.ca/current/course/399. Not eligible for CR/NCR option.

ACT451H1 Loss Models

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

STA261H1, ACT348H1, STA347H1 (ACT348H1, STA347H1 can be corequisite with permission of instructor)

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.

ACT348H1, ACT451H1; STA261H1, STA347H1

ACT455H1 Advanced Topics in Actuarial Science

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

ACT348H1; 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.

STA347H1 (required)/ 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, 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 eligibile 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

Examine key types of insurance products and their pricing and valuation. Review representative developments in insurance regulations in US, Europe and Canada. Demonstrate case studies using leading actuarial application AXIS.

ACT240H1, ACT245H1, ACT247H1, ACT348H1