西安大略大學(xué)精算學(xué)課程介紹

　　西安大略大學(xué)(University of Western Ontario，簡(jiǎn)稱(chēng)為UWO)，是位于加拿大安大略省倫敦市的一所國(guó)際頂尖的醫(yī)學(xué)博士類(lèi)公立大學(xué)，有超過(guò)一百三十多年的學(xué)術(shù)積累及深厚的人力資源背景，被譽(yù)為“加拿大的哈佛”。它的商科最為出名，是北美案例法教育的兩大發(fā)源地之一。下面讓我們一起來(lái)看下西安大略大學(xué)精算學(xué)課程安排。
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　　第一學(xué)年(秋季入學(xué))
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　　SS 9857: Probability and Statistics (4.5 hours/wk)
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　　AS 9554: Actuarial Finance 1 (8hours/wk)
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　　Corporate Finance---Interest Theory
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　　SS 3859: Reression Analysis (3 hours/wk)
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　　課程內(nèi)容
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　　? Probability and Statistics: introduction to mathematical probability – discrete and continuous random variables; expected value and variance
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　　? Corporate Finance: tools for decision making in business in the presence of uncertainty
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　　? Interest Theory: basic mathematical finance –calculations using simple and compound interest, annuities, bonds
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　　? Regression: statistical modeling of relationships among 2 or more variables
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　　第一學(xué)年(冬季入學(xué))
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　　AS9857 Probability and Statistics for Actuaries
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　　AS3424 Loss models I (3 hours/week)
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　　AS9427 Actuarial Finance II (8 hours/week)
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　　Life Contingencies -- Financial Economics
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　　Summer: Project Course
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　　課程內(nèi)容
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　　? Probability and Statistics: Introduction to mathematical statistics – likelihood estimation, confidence intervals and hypothesis testing
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　　? Loss Models: Univariate and multivariate probability distributions used to model mortality and other actuarial variables
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　　? Life Contingencies: Life insurance premium and annuity calculations for single individuals
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　　? Financial Economics: capital asset pricing model
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　　第二學(xué)年(秋季入學(xué))
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　　AS9004 Survival Analysis (3 hours/week)
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　　AS4824 Loss models II (3 hours/week)
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　　AS4426 Actuarial practice (3 hours/week)
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　　AS3429 Life Contingencies II (3 hours/week)
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　　課程內(nèi)容
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　　? Survival Analysis: parametric and nonparametric models for lifetime data, including censored and truncated data
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　　? Loss Models II: credibility theory
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　　? Actuarial Practice: experience-based approach
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　　? Life Contingencies: Joint-life annuities, insurance premiums
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　　第二學(xué)年(冬季入學(xué))
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　　AS9005 Advanced Risk Theory (3 hours/week)
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　　AS9007 Advanced Multi-State Models (3 hours/week)
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　　SS4861 Time Series Analysis (3 hours/week)
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　　SS3520 Financial Modeling (3 hours/week)
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　　課程內(nèi)容
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　　? Risk Theory: fects of insurance claims and premiums on company surplus; ruin theory
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　　? Multi-State Models: Markov and semi-Markov models for mortality
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　　? Time Series: Analysis of data that are correlated in time – ARIMA modeling
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　　? Financial Modeling: Brownian and geometric
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　　Brownian motion models for stock return data; financial option and derivative pricing?