MA (ST) 413 Short-Term Actuarial Models
Spring, 2009 T, Th 3:00pm-4:15pm HA 370
http://www4.ncsu.edu/~tpang/MA413/MA413.html
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 (3rd Edition) by Klugman, Panjer and Willmot, required.
· Actuarial Mathematics by Bowers, Gerber, Hickman, Jones and Nesbitt, 2nd Ed. /1997, optional.
Extra Office hours:
Wednesday, 04/29/2009 1:00pm-2:30pm.
Final Exam: Thursday, 04/30/2009 1:00pm-4:00pm.
Handouts:
Gamma function and Beta function
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