Department of Actuarial Studies

ACST357 / ACST862: General Insurance Pricing and Reserving

Lecturer in charge

 Professor Piet de Jong

Availability

D2 - Day; Offered in the second half-year

Unit Outline

Websites

Handbook entry

Coursework unit website - WebCT (Login required) - N/A

Description

This unit examines the use of statistical models in the general insurance context. Applications will include methods of estimating reserves for future insurance payments, generalised linear models and time series models.