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ACTSC 964Foundations of Quantitative Risk Management

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: not on the schedule. Spring 2027: schedule not out yet.

Fundamental concepts in quantitative risk management. Topics typically include: risk measures, extreme value theory, multivariate distributions and copulas. This course has a focus on mathematical and statistical techniques. Other topics may be covered at the discretion of the instructor.

Prerequisites

None listed.

Antirequisites

None listed.

Leads to

No course lists it as a requisite.

Discussed on r/uwaterloo

2 posts and comments in 1 thread mention ACTSC 964, 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: “… [[ACTSC859]] [[ACTSC862]] [[ACTSC863]] [[ACTSC936]] [[ACTSC961]] [[ACTSC963]] [[ACTSC964]] [[ACTSC965]] [[ACTSC966]] [[ACTSC970]] [[ACTSC971]] [[ACTSC972]] [[ACTSC973]] [[ACTSC974]] [[ACTSC980]] [[ACTSC991]] [[ACTSC992]] [[ADMGT601]] [[ADMGT602]] [[ADMGT603]] [[ADMGT604]] …”

u/UWCourseLinker: “… 961 - Mathematical Methods of Loss Reserving ACTSC 963 - Insurance Surplus Mathematics ACTSC 964 - Topics in Quantitative Risk Management ACTSC 965 - Extreme Value Theory ACTSC 966 - Aggregate Claims Models ACTSC 970 - Finance 1 ACTSC 971 - Finance 2 ACTSC 972 - Finance 3 ACTSC …”

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Check it elsewhere for Fall 2026

Calendar versions

Graduate Calendar

Older Graduate Calendars

In 42 terms, Fall 2006 to Winter 2024