• Course Code: 01:640:488
  • Semester(s) Offered: Spring
  • Credits: 3
  • Counts toward math major/minor?: Yes
  • Prerequisites: Probability (Math 477)

COURSE DESCRIPTION

This course provides a thorough grounding in property - casualty actuarial mathematics with a strong leaning towards practical applications in the insurance world.

                                                                                                                                      

COURSE OBJECTIVES

The student should be able to explain concepts, recognize notation and solve problems in actuarial mathematics. This course together with Mathematics of Life Contingent Risk Models I covers the majority of the material required by the Society of Actuaries for exam FAM (Fundamentals of Actuarial Mathematics).

The following topics will be covered:

  • Insurance and Reinsurance Coverages
  • Severity, Frequency, and Aggregate Models of Losses
  • Parametric and Non-Parametric Estimation
  • Introduction to Credibility Theory
  • Pricing and Reserving for Short-Term Insurance Coverages