- Code STAT3058
- Unit Value 6 units
- Offered by Rsch Sch of Finance, Actuarial Studies & App Stats
- ANU College ANU College of Business and Economics
- Course subject Statistics
- Areas of interest Actuarial Studies
- Academic career UGRD
- Dr Gaurav Khemka
- Mode of delivery In Person
- Co-taught Course
Second Semester 2022
See Future Offerings
This course involves on campus teaching. For students unable to come to campus there will be a remote option. See the Class Summary for more details.
This course continues coverage of techniques for risk modelling beyond those introduced in Risk Modelling 1, with an emphasis on application to insurance portfolios.
Upon successful completion, students will have the knowledge and skills to:
- Describe and calculate measures of investment risk, and how insurance companies reduce risk.
- Describe the properties of compound loss distributions and derive moments of compound distributions, both with and without risk sharing arrangements.
- Describe and apply compound Poisson processes to calculate the probability of ruin for insurance portfolios.
- Describe and apply run-off triangle methods for valuing insurance liabilities.
- Typical assessment may include, but is not restricted to: assignments and exams. (null) [LO null]
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WorkloadStudents are expected to commit at least 10 hours per week to completing the work in this course. This will include at least 3 contact hours per week and up to 7 hours of private study time.
Requisite and Incompatibility
Information about the prescribed textbook will be available via the Class Summary.
Tuition fees are for the academic year indicated at the top of the page.
Commonwealth Support (CSP) Students
If you have been offered a Commonwealth supported place, your fees are set by the Australian Government for each course. At ANU 1 EFTSL is 48 units (normally 8 x 6-unit courses). More information about your student contribution amount for each course at Fees.
- Student Contribution Band:
- Unit value:
- 6 units
If you are a domestic graduate coursework student with a Domestic Tuition Fee (DTF) place or international student you will be required to pay course tuition fees (see below). Course tuition fees are indexed annually. Further information for domestic and international students about tuition and other fees can be found at Fees.
Where there is a unit range displayed for this course, not all unit options below may be available.
- Domestic fee paying students
- International fee paying students
Offerings, Dates and Class Summary Links
ANU utilises MyTimetable to enable students to view the timetable for their enrolled courses, browse, then self-allocate to small teaching activities / tutorials so they can better plan their time. Find out more on the Timetable webpage.
Class summaries, if available, can be accessed by clicking on the View link for the relevant class number.
|Class number||Class start date||Last day to enrol||Census date||Class end date||Mode Of Delivery||Class Summary|
|6402||25 Jul 2022||01 Aug 2022||31 Aug 2022||28 Oct 2022||In Person||View|