24 courses in the 1983–84 Undergraduate Calendar, read from the scanned original. The text comes from OCR, so check the scanned page before relying on a detail.
Professor and Chairman of the Department J.F. Lawless, BSc, MSc, PhD (Waterloo)
Professor and Associate Chairman of the Department
M.E. Thompson, BSc (Toronto), MSc, PhD (Illinois)
Associate Professor and Associate Chairman, Actuarial Science
H.H. Panjer, BA, MA, PhD (Western).
FSA, FCIA
Professors
P.P. Boyle’, PhD (Trinity College, Dublin), FCIA, FIA
W.F. Forbes, BSc, PhD, DSc (London), DIC, ARCS
V.P. Godambe, MSc (Bombay), PhD (London) .
J.D. Kaibfleisch, BSc, MMath, PhD (Waterloo)
J.G. Kalofleisch, BSc (Toronto), MA, PhD (Waterloo).
P.M. Reilly5, VE, BASc (Toronto), DIC, PhD (London), PEng
~K.R. Shah, BA, MA (Bombay), PhD
(indian Statistical Institute) D.A. Sprott’, BA, MA, PhD (Toronto), FRCS, FRPS
Associate Professors
B. Abraham, 8Sc (Kerala), MSc
(Guelph), PhD (Wisconsin)
W.H. Aitken, BA (Toronto), FSA, FCIA.
EA
G.W. Bennett, BSc, BA, PhD (Adelaide)
M.A. Bennett, BA (Nottingham), FSA, FCIA
A. Brender, BSc (McGill), MA, PhD (California-Berkeley), ASA, FSA, FCIA
K.S. Brown2, BMath, PhD (Waterloo)
W.H. Cherry, BSc, PhD (Melbourne)
J.F. Gentleman3, BA, MS (Chicago), PhD (Waterloo)
RJ. MacKay, BSc (Waterloo), MSc, PhD (Toronto)
D.L. McLeish, BSc (Queen's), MSc (Toronto), PhD (McGill)
F.G. Reynolds, BSc, MSc (Manitoba), FSA, FCIA
W.S. Rickert, 8Sc, PhD (Waterloo)
J.C. Robinson, BASc, MASc, PhD (Waterloo)
J.B. Whitney, BA, MA (Western Ontario), PhD (Toronto)
J.C. Young, BASc (Toronto), MSc (Waterloo), PhD (Edinburgh)
Assistant Professors
R.L. Brown, BMath (Waterloo), FSA, FCIA, ACAS
P. Goulden®, 8BMath, MMath, PhD (Waterloo), NSERC University Research Fellow
D.E. Matthews, BA, MA (Western Ontario), PhD (London), DIC
K.P. Sharp, 8A (Cambridge), MA (Berkeley), FCIA, FIA
C.G. Small, BSc (Regina), MSc (Alberta), PhD (Cambridge)
Research Assistant Professor
J.A. Jackson, BS, BCir, MB, MA (Cambridge), Gerontology Research Council Fellow
Adjunct Faculty
H.M. Atrubin, BA (Manitoba), FSA, FCIA
A. Finch, BSc, ARCS, PhD, DSc (London), DIC
J.M. Gani, BSc (London), PhD (ANU), DSc (London), DIC, FAA
J.A. Mereu, BA (Western), FSA, FCIA
Lecturer C. Springer, BSc, MSc (McGill)
Faculty Members of Statistics and Actuarial Science holding cross appointments to.
Psychology
2Recreation
3Computer Science
Faculty Members holding.cross-
appointments to Statistics and Actuarial
Science from.
4Accounting Group
5Chemical Engineering and Management Sciences
8Combinatorics & Optimization
Strategy Board Members
University of Waterloo Faculty of Mathematics
Or. D.C. Baxter Assistant Auditor General Control Evaluation Branch €.G. Burton G. Corlett Vice President, Business Services Noranda Mines Limited D. Eckersley Vice President & Actuary Dominion Life Assurance Company A. Gordon Deputy Minister Ministry of Government Services Ontario S.L. Hartley Senior Vice President, Finance The Molson Companies Ltd. C.A. Hayles Vice President & General Manager Marketing Esso Petroleum Canada R.D. Hossack Partner Currie, Coopers & Lybrand Dr. G.E. Lee-Whiting Head, Theoretical Physics.Branch Chalk River Nuclear Laboratories Atomic Energy of Canada Ltd. R.G. Logan Director External Programs 18M Canada Limited E.L. Pursey : Senior Vice President Canadian imperial Bank of Commerce Dr. C.D. Sadleir Assistant Vice President, Systems Planning Bell Canada D.W. Seaborn Vice President, Technical Systems Division Systemhouse Ltd. G.F. Sekely Director, information Systems Canadian Pacific Limited
The University of Waterloo Strategy Board was established to provide liaison between the Faculty of Mathematics © and knowledgeable representatives from key sectors of the economy. Board meetings are normally held twice a year.
Course Descriptions
Mathematics
Faculty of Mathematics Introductory Notes
1. Courses with the following abbreviations are offered by the Faculty of Mathematics: ACTSC (Actuarial Science), AM (Applied Mathematics), C&O (Combinatorics & Optimization), CS (Computer Science), MATH (nondepartmental faculty courses), MTHEL (Mathematics Elective), PMATH (Pure Mathematics), STAT (Statistics). The course descriptions which follow appear in ascending order by course number within these groups. Uniess otherwise indicated, and provided space is available, these courses are open to students in any UW faculty assuming that stated prerequisites have been met.
2. Courses offered by the Faculty of Mathematics which have been designed with the academic needs and backgrounds of students in other faculties in mind are identified by a note following the course description. These courses appear in the sequence described — above. They are: AM 101, 111; CS 112, 115, 116, 118, 316; MATH 103, 104, 105, 106, 110a/b, 111a/b, 113a/b, 114, 118a/b, 210, 211, 212, 213a/b, 215, 216; STAT 202, 204, 205, 210, 300.
Actuarial Science
Course Descriptions
Courses not offered in the current academic year are listed at the end of this section.
The theory of rates of interest and discount. Annuities and sinking funds with practical applications to mortgage and bond questions. Yield rates. Prereq: At least second year standing. Credit will be granted for only one of ACTSC 221, 231. ACTSC 221 cannot be counted for credit toward a 8Math Honours Actuarial Science degree.
An introduction to the mathematical basis underlying insurance and other types of financial programs including
uncertain future events and discounting.
Prereq: ACTSC 221
Credit will be granted for only one of ACTSC 222, 232. ACTSC 222 cannot be counted for credit toward a BMath Honours Actuarial Science degree.
The theory of rates of interest and discount including the theoretical continuous case of forces of interest and discount. Annuities and sinking funds, including the continuous case. Practical and theoretical applications, primarily to mortgages and bonds. Yield rates.
Prereq: MATH 130b
Credit will be granted for only one of ACTSC 221, 237.
Application of probability to problems
Of life and death including population
theory for the stationary case. The determination of single and annual premiums for insurances and annuities in both the discrete and continuous case. An introduction to actuarial reserves. ..
Prereq: ACTSC 231, MTHEL 305a Credit will be granted for only one of ACTSC 222, 232.
Reserves, company expenses and premium and cash value calculations. Multiple decrement theory. Methods for gross premiums. Dividend formulae. Accidental death and disability benefits. Prereq: ACTSC 232 ‘
insurances and annuities. Simple and compound contingent functions and reversionary annuities. Other special benefits.
Prereq: ACTSC 232
Application of the theory of finite differences to the development of tunction approximations primarily by collocation and osculatory polynomials. Analysis of error in such approximations. Summation formulae. Introduction to data graduation.
Prereq: MATH 130b, 134b
Continuation of ACTSC 337. Approximate integration and differentiation. Iteration. Theory and methods of data graduation.
Prereq: ACTSC 337 ar consent of instructor.
Monte Carlo Theory. Distribution of Aggregate claims. Classification of Risk. Prereq: ACTSC 232
Coreq: STAT 333
Calculations of net premiums and reinsurance premiums. Ruin theory. Utility theory.
Methods of analysis of data to produce raw rates for mortality, morbidity and other tables. ‘
Prereq: ACTSC 232 or consent of instructor. ‘
Topics in demography with emphasis on population projections, mortality theories, and construction of life tables. Prereq: ACTSC 232 or consent of instructor.
The effects of medical and non-medical risk factors on bodily systems are explored to determine the amount and incidence of additional morbidity and mortality. Techniques for expressing the increased risk in premiums and reserves are investigated.
Coreq: MTHEL 305b, ACTSC 331
A further selection of topics on medical and non-medical risks and indemnity. Prereq: ACTSC 451
Theory and practice of pension plan funding. Assumptions, basic actuarial functions and population theory applied to private pensions. Concepts of Normal Costs, Supplemental Liability, Unfunded Liability arising from
Course Descriptions 361
Mathematics
Actuarial Science
individual Accrued Benefit and Projected Benefit cost methods. Prereqg: ACTSC 332 or consent of instructor.
Group and other generalized cost methods for Pension plans. Effects of early retirements, plan design and actuarial assumptions on Pension costé. Cost forecasts applied to private and public pension plans - in particular to the CPP.
Prereq: ACTSC 453 or consent of instructor.
Topics in insurance financial reporting including amortization of gains, the Canadian method of actuarial reserves, investment and currency reserves, and the analysis of gains and losses. Prereq: ACTSC 331 or consent of instructor.
Taxation of life insurance, insurance companies and employee benefits. Prereq: ACTSC 332, MTHEL 305a/b
Topics in Canadian and American insurance Law.
Prereq: ACTSC 331, MTHEL 305a/b
Topics in casualty insurance chosen from areas such as coverages, ratemaking and underwriting.
Prereq: ACTSC 232
Not Offered 1983-84.
-ACTSC 391 Topics in Actuarial
Mathematics
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