ACTSC 454Longevity and Mortality Using Predictive Analytics

Units: 0.50
Faculty: Mathematics
Subject: Actuarial Science

When it runs

Ran in 2 of the last 7 terms. Winter 2027: scheduled, 2 lecture sections. Spring 2027: schedule not out yet.

Kaplan-Meier and Nelson-Aalen estimators for survival functions. Kernel density models. Validation of mortality tables. Estimators for Markov multiple state transition intensities. Longevity models, including deterministic and stochastic models such as Lee-Carter and Cairns-Blake-Dowd.

Prerequisites

Complete all of the following
- Must have completed the following:
  - ACTSC331 - Life Contingencies 2 (0.50)
  - STAT330 - Mathematical Statistics (0.50)
- Enrolled in H-Actuarial Science, JH-Actuarial Science, or H-Mathematical Finance

Antirequisites

None listed.

Leads to

No course lists it as a requisite.

Winter 2027 sections

Enrolment from UW Open Data, which can trail Quest by up to two days. Instructors and rooms: Schedule of Classes.
Section	Class	Enrolled	Meets
LEC 001	5572	0 / 40	MW 10:00–11:20
LEC 701	2215	14 / 9999	Online or by arrangement
TUT 101	7854	0 / 40	F 11:30–12:20

Reviewed on UW Flow

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Discussed on r/uwaterloo

2 posts and comments in 2 threads mention ACTSC 454, March 2023 to December 2024. Quoted word for word, newest first; each reply sits under the post and the comment that started its branch. Search r/uwaterloo for newer posts.

Fall 2023

Oct 30, 2023 ACTSC 454 outline 1 point, 0 comments

u/throwaway9291919ksoq: “Does anyone know what the ACTSC 454 outline is like from the previous semesters? ie. How many assignments, exams etc? Any in person quizzes etc? Thank you!!!”

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Winter 2023

Mar 27, 2023 A course about understanding finance and why ppl don’t chase quant jobs 10 points, 7 comments

“I’ve seen a course called topics in mathematics with application in finance (from an unknown Waterloo of the south impostor school). …”

u/radicaldog1111: “Actsc 221/231 is somewhat similar to what you’ve mentioned. There are also many other actsc courses that are related to mathematical finance”

u/radicaldog1111: “Just looked, there is also actsc372 (corporate finance), actsc271 (intro to investments), actsc445 (quantitative risk management), actsc446 (math of financial markets), actsc454 (predictive analysis), stat374 (quantative foundations for finance) + a handful of other stats …”