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ACTSC 961Mathematical Methods of Loss Reserving

Units
0.50
Level
Graduate
Faculty
Mathematics
Subject
Actuarial Science

ACTSC 961 as listed in the Winter 2025 Graduate Calendar. The main page has the current version, when it runs, and seats.

Macro methods of runoff analysis: chain-ladder, least squares, separation, payment per claim incurred. Stochastic methods: Reid's method, see-saw, payment per unit of risk, autoregressive models, Kalman filter.

Prerequisites

None listed.

Antirequisites

None listed.

Leads to

No course lists it as a requisite.

Check it elsewhere for Winter 2025

Calendar versions

Graduate Calendar

Older Graduate Calendars

In 42 terms, Fall 2006 to Winter 2024