Stochastic Analysis of Insurance Portfolios ACMA 820 (4)
Life insurance models. Interest rate models for life insurance: time series, stochastic differential equations, estimation. Portfolios of identical policies. Diversified portfolios. Prerequisite: ACMA 320.
| Section | Instructor | Day/Time | Location |
|---|---|---|---|
|
Gary Parker |
Jan 3 鈥� Apr 8, 2019: Tue, 12:30鈥�2:20 p.m.
|
Burnaby |
|
| G101 |
Jan 3 鈥� Apr 8, 2019: Thu, 12:30鈥�2:20 p.m.
|
Burnaby |