• Year 4 (Midterm)
  • I SCMA459 Investment Science II
  • Introduction to Black-Scholes Stock Price Modeling
    • Wiener Process (Brownian Motion)
      • Arithmetic Wiener process
      • Geometric Wiener process
    • Generalized Wiener Process
    • Itô Process
    • Stock Price Modeling
    • Itô Lemma
  • II SCMA470 Risk Analysis and Credibility
  • Basic Probability Concepts
    • Moments
    • Moment Generating Function (MGF)
    • Probability Generating Function (PMF)
    • Model Fitting
      • Pearson chi-square goodness-of-fit statistic
  • Loss Distributions
    • Exponential distribution
    • Gamma distribution
    • Lognormal distribution
    • Pareto distribution
  • Deductibles and Reinsurance
    • Deductibles
    • Excess of Loss Reinsurance
    • Mixed Distribution
  • Collective Risk Model
    • Conditional Expectation and Variance
    • Compound Distribution
      • Compound Poisson, \(\mathcal{CPN}(\lambda,F_X)\)
      • Compound negative binomial, \(\mathcal{CNB}(k,p,F_X)\)
      • Compound binomial, \(\mathcal{CBN}(n,p,F_X)\)
    • Effects of Reinsurance
      • Proportional reinsurance
      • Excess of loss reinsurance
    • Approximations
      • Normal approximation
      • Translated gamma
    • Premium Calculation
  • III SCMA479 Survival Analysis
  • Introduction to Survival Models
    • Hazard rate function
      • Exponential function
  • Estimating Lifetime Distribution
    • Study types
    • Nonparametric method
      • Empirical df
      • Greenwood’s formula
    • Parametric Method
      • Uncensored data
      • Censored data
  • Cox’s Proportional Hazard Model
    • Parametric Regression Model
    • Semi Parametric Model: Cox Proportional Hazard Model
    • Cox Partial Likelihood
    • Hypothesis Testing
      • Likelihood ratio test
      • Wald test
  • IV SCMA477 Life Contingencies II
  • Benefit Reserves
    • Recursion Relation
    • Retrospective Approach
  • Models with Expenses
    • Thiele’s Differential Equation
    • Expense Reserves
    • FPT Reserve
  • Multiple Decrement Model
    • Associated Single Decrement
    • Fractional Age Assumptions
      • UDD in multiple decrement model
      • CF
      • UDD in associated single decrement

UNOFFICIAL notes

UNOFFICIAL notes

2025-10-16

Year 4 (Midterm)

  • SCMA 459 Investment Science II
  • SCMA 470 Risk Analysis and Credibility
  • SCMA 479 Survival Analysis
  • SCMA 477 Life Contingencies II