uwloo

ACTSC 624Stochastic Processes for Actuarial Science

Units
0.50
Level
Graduate
Faculty
Mathematics
Subject
Actuarial Science

ACTSC 624 as listed in the Spring 2026 Graduate Calendar. The main page has the current version, when it runs, and seats.

Counting processes; Markov processes and Kolmogorov equations; Brownian motion and geometric Brownian motion; Ito's lemma Monte Carlo simulation.

Prerequisites

Antirequisites

None listed.

Leads to

No course lists it as a requisite.

Check it elsewhere for Spring 2026

Calendar versions

Graduate Calendar

Older Graduate Calendars

In 33 terms, Fall 2009 to Winter 2024