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ACTSC 624Stochastic Processes for Actuarial Science

Units
0.50
Level
Graduate
Faculty
Mathematics
Subject
Actuarial Science

When it runs

  1. F24
  2. W25
  3. S25
  4. F25
  5. W26
  6. S26
  7. F26
  8. W27
  9. S27

Ran in 2 of the last 7 terms. Winter 2027: scheduled, 1 lecture section. Spring 2027: schedule not out yet.

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.

Winter 2027 sections

Enrolment from UW Open Data, which can trail Quest by up to two days. Instructors and rooms: Schedule of Classes.
SectionClassEnrolledMeets
LEC 00157880 / 30MW 10:00–11:50
TUT 10161240 / 30F 10:00–11:50

Discussed on r/uwaterloo

2 posts and comments in 1 thread mention ACTSC 624, October 2017 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 2017

PSA: UWCourseLinker back up, disabled by default, call with [[course code]] 39 points, 31 comments

u/RayDWatson: “… [[ACTSC613]] [[ACTSC614]] [[ACTSC615]] [[ACTSC621]] [[ACTSC622]] [[ACTSC623]] [[ACTSC624]] [[ACTSC625]] [[ACTSC631]] [[ACTSC632]] [[ACTSC633]] [[ACTSC634]] [[ACTSC635]] [[ACTSC690]] [[ACTSC831]] [[ACTSC832]] [[ACTSC833]] [[ACTSC845]] [[ACTSC846]] [[ACTSC853]] [[ACTSC855]] …”

u/UWCourseLinker: “… Mathematics II ACTSC 622 - Life Insurance Mathematics II ACTSC 623 - Applied Statistics ACTSC 624 - Stochastic Processes for Actuarial Science ACTSC 625 - Casualty and Health Insurance Mathematics ACTSC 631 - Financial Mathematics III ACTSC 632 - Life Insurance Mathematics III …”

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Check it elsewhere for Fall 2026

Calendar versions

Graduate Calendar

Older Graduate Calendars

In 33 terms, Fall 2009 to Winter 2024