Risk measures. Extreme value theory: models and applications. Aggregate models for claims. Regression-based approaches to claims modeling: generalized linear models, linear mixed models. Prerequisite: RISK (or ACMA) 321 with a minimum grade of C. Corequisite: STAT 350. Students with credit for ACMA 421 or RISK 803 may not take this course for further credit.
Risk measures. Extreme value theory: models and applications. Aggregate models for claims. Regression-based approaches to claims modeling: generalized linear models, linear mixed models. Prerequisite: RISK (or ACMA) 321 with a minimum grade of C. Corequisite: STAT 350. Students with credit for ACMA 421 or RISK 803 may not take this course for further credit.
