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M349T Time series and Survival Model Estimation

Prerequisite and degree relevance:

M339U and M358K (or M378K).

Course description:

This covers 30% of the content of SoA/CAS Exam 4 on actuarial modeling. [M349P (=

M389P) covers another 30%, and M384G covers the remaining 30%.] Topics covered:

time series; forecasting; statistical estimation in survival models. Meets with M389T, the

corresponding proposed graduate-course number. Proposed to offer every other spring

starting in 2001.

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