MA (ST) 413 Short-Term
Actuarial Models
Fall, 2010 T, Th 3:00pm-4:15pm SAS 2225
http://www4.ncsu.edu/~tpang/MA413/MA413.html
1. Instructor:
Tao Pang Office: SAS Hall 4116
Telephone: 513-2110 Email:
tpang@ncsu.edu
Office hours: Tuesday,
9:30am-11:30am 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—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.
Handouts:
Gamma function and Beta function
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