描述
保单数值;多状态模型;概率公式;马尔可夫多状态模型;养老金数学;收益曲线;利率风险;人寿保险的新发生成本;与股票挂钩的保险;确定性与随机定价;准备金、分红险与万能寿险。
先修课程
- 先修课程:STAT 3661,成绩须为 C+ 或更高;或经学院许可。
条件与方式
- 不得重复修读已改名或不再开设的 STAT 3662(不再开设)以取得附加学分。
- 先修课程:STAT 3661,成绩须为 C+ 或更高;或经学院许可。
- 每周三小时讲座,每周一小时辅导。
原文参考文本
Policy values; multiple state models; formulae for probability; Markov multiple state models; pension mathematics; yield curves; interest rate risk; emerging costs for life insurance; equity linked insurance; deterministic and stochastic pricing; reserving, participating, and universal life insurance.
- Prerequisite(s): STAT 3661 with a grade of C+ or higher; or permission of the School.
- Precludes additional credit for Precludes additional credit for STAT 3662 (no longer offered).
- Lectures three hours a week, tutorial one hour a week.
来源与参考
为帮助您核实信息,保留了日期和来源。为便于阅读提供了翻译;以官方来源为准,查看条件和要求。
来源参考 : https://calendar.carleton.ca/undergrad/courses/STAT/