This course is an introduction to stochastic processes, Markov Chains andtwo-state-models. It is designed for Actuarial Science and focuses on risk modelling and survival analysis. Students will gain exposure to past exam questions related to these topics and will become familiar with the application of R for CS1 and CS2. Students will learn how to use correlograms and partial autocorrelation functions to analyse time series processes. Finally, they will be introduced to an overview of Risk Models.
Overview
Syllabus
Actuarial Science Subject CS2: Chapter 1: Stochastic Processes.
Full lectures available for all CM &CS subjects..
CS2: Chapter 2: Markov Chains- Part 1.
CS2: Chapter 2: Makov Chains- Part 2.
CS2: Chapter 2: Markov Chains: Past Exam Questions.
CS2: Chapter 2: Markov Chains: Past Exam Questions (Part 2).
CS2: Chapter 3: Two State Model (Relevant for CM1 as well).
CS2: Risk Modelling and Survival Analysis: Overview.
CS2: Expose to Risk: Past Exam Questions.
Getting Started With R for CS1 and CS2.
CS2: Time series- Correlograms, White noise process& PACF.
CS2: Starting with Time Series.
CS2: Risk Models.
Taught by
The Actuarial Guy - Romit
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Reviews
5.0 rating, based on 1 Class Central review
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Tanvi DevrukhkarIt was really nice and good. Insightful course on Risk Modelling and Survival Analysis. Comprehensive content, practical applications. Highly recommended!
