ACT466H1
CREDIBILITY AND INTERPOLATION



This page contains links to information relevant to ACT466. Some of the information contained here is in PDF file format. If you are reading this file from CQUEST, you will automatically be able to read PDF files. If you try to read a PDF file from another computer then you may need to download the "Adobe Acrobat Reader". This is free software that can be downloaded from Adobe by clicking here .
Note that WMV media files will deleted after one week.

Course Information

The study notes on the SOA website for Exam C cover material that is already in the Loss Models book. It is not necessary to print out the study notes, but they provide an alternative explanation of the credibility concepts.

Lecture notes will be left on this webpage throughout the term. Media files will be removed about a week after each class.

January 8, 2008 Class
Lecture Notes
 

January 10, 2008 Class
Lecture Notes
 

January 15, 2008 Class
Lecture Notes

Problem Set 1 - Limited Fluctuation Credibility

January 17, 2008 Class
Lecture Notes

January 22, 2008 Class
Lecture Notes

January 24, 2008 Class
Lecture Notes

January 29, 2008 Class
Lecture Notes

January 31, 2008 Class
Lecture Notes

February 5, 2008 Class
Lecture Notes

February 12, 2008 Class
Lecture Notes

February 14, 2008 Class
Lecture Notes

February 26, 2008 Class
Lecture Notes

February 28, 2008 Class
Lecture Notes

March 4, 2008 Class
Lecture Notes

March 6, 2008 Class
Lecture Notes

March 11, 2008 Class
Lecture Notes

March 13, 2008 Class
Lecture Notes

March 18, 2008 Class
Lecture Notes

March 25, 2008 Class
Lecture Notes

March 27, 2008 Class
Lecture Notes

April 1, 2008 Class
Lecture Notes
Media File

April 3, 2008 Class
Lecture Notes
Media File

April 8, 2008 Class
Lecture Notes
Video unavailable

Problem Set 2 - Bayesian Analysis - Discrete Prior
Problem Set 3 - Bayesian Credibility - Discrete Prior
Problem Set 4 - Bayesian Credibility - Continuous Prior
Problem Set 5 - Bayesian Credibility - Table Distributions
Problem Set 6 - Buhlmann Credibility
Problem Set 7 - Empirical Bayes Credibility Methods

Simulation Problem Set 1
Simulation Problem Set 2

Risk Measures Problem Set
 

Here is Term Test 2 with solutions:  Term Test 2, 2008


TERM TEST 3 - Thursday Apr. 10, 10-11AM in the classroom.
The test will cover material on simulation and risk measures.
You are expected to know the main properties of the
Poisson, Binomial, Exponential and Uniform distributions.
References to any other distributions in the
Exam C table will include the information on the distribution.

The course tutor will available in the Stat Aid Centre (SS2133)
on Tuesday, Apr. 8 from 4 to 5 PM.

Here is last year's third term test. This year's
second term test will be similar:   Term Test 3, 2007