• Year 4 (Midterm)
  • I SCMA459 Investment Science II
  • Introduction to Derivatives
    • Forward Contracts
    • Futures Contracts
    • Options
    • Payoffs
      • Examples
  • Introduction to Derivative Pricing
    • Arbitrage opportunity
    • Forward price
    • Put-Call parity for European options
    • Upper and lower bounds on European option prices
      • Call option
      • Put option
    • Upper and lower bounds on American option prices
      • Call option
      • Put option
  • Option Strategies
  • Binomial Model
    • Notations
    • Arbitrage-free condition
    • Risk-Neutral Probability (Martingale)
  • 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, \(\mathcal{CP}(\lambda,F_X)\)
  • 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
  • IV SCMA477 Life Contingencies II
  • Benefit Reserves
    • Recursion Relation

UNOFFICIAL notes

UNOFFICIAL notes

2025-09-04

Year 4 (Midterm)

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