1. Instructor:              Dr. Tao Pang                           Office:             Harrelson Hall 226
    Telephone:             513-2110                                   Email:              tpang@ncsu.edu
   Office hours:           T, Th 1:45pm-2:45pm or by appointment.

2. Prerequisites:
MA 421 or equivalent is preferred but not required. However, the student should be familiar with basic probability concepts and distributions. Knowledge of long-term models as developed in MA 412(422)—Long-Term Actuarial Models is not assumed.

3. Textbooks:

·        Loss Models: From Data to Models (2^nd Edition) by Klugman, Panjer and Willmot, required.

·        Actuarial Mathematics by Bowers, Gerber, Hickman, Jones and Nesbitt, 2nd Ed. /1997, optional.

Syllabus

Assignments and Exams

Class Calendar

Handouts:

Gamma function and Beta function

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Errata for Actuarial Mathematics 2nd Edition

Errata for Loss Models 2nd Edition

Society of Actuaries

SOA Professional Exams