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Apr 23, 2024
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2017-2018 Academic Catalog [Archived Catalog]
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MATH 506 - Statistical Modeling II Credits: Three (3) Prerequisite: MATH/ACSC 405 This course covers the materials on the professional 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. A presentation of one project is required for the course. Note: This course is for graduate students only Cross-listed: ACSC 506
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