Course Search

Program Area

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.	STA261H1, ACT348H1, ACT350H1/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, ACT350H1/STA347H1
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 (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, 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