2017-2018 Academic Catalog 
    
    Apr 16, 2024  
2017-2018 Academic Catalog [Archived Catalog]

MATH 406 - Statistical Modeling II


Credits: Three (3)
Prerequisite: MATH/ACSC-405
This course covers the content of the actuarial exam C. Topics include constructing empirical models, estimating the parameters of failure time and loss distribution using different methods such as maximum likelihood method of moments, Kaplan-Meier estimator, Nelson- Aalen estimator and kernel density estimators; determining the acceptability of a fitted model, comparing models using graphical procedures, Kolmogorov-Smirnov test; Chi-square goodness of fit test, likelihood ratio test, Schwarz Bayesian criterion, and Akaike Information criterion.
Cross-listed: ACSC-406