Actuarial Modelling III

选课速读： ACTL 30007《Actuarial Modelling III》是 墨尔本大学 的公开课程页面。当前可确认的信息包括 2 学分，难度 中等。 课程简介摘要：Semester 1 - On Campus This subject aims to provide a grounding in sto。

Semester 1 - On Campus This subject aims to provide a grounding in stochastic modelling techniques that are of particular relevance to actuarial work in general insurance, covering loss distribution with and without risk sharing, calculation of moments and moment generating function of aggregate claims, recursion formulae, effect of reinsurance, individual risk model involving recursion formulae and approximations, modelling dependence by copulas, extreme value theorems and applications, and time series models.