Actuarial Statistics: Stochastic Models
This 6-credits course runs for a quarter, and deals with the study of probability model in the Actuarial Sciences. It assumes an introduction roughly at the level of the course Statistics and Data Analysis in this School.Syllabus and bibliography
- Here it is the syllabus for the present academic year .
Class notes and handouts
There is a set of notes that more or less cover the topics that we deal with in the classroom. These notes are no subsititute for the familiarity with the bibliography cited in the syllabus.- GARÍN, M.A. (2012) Estadística Actuarial: Modelos Estocásticos. Size: 443482 bytes.
Problem sets
In a normal quarter, students do over 5 problem sets, which are assigned approximately with a two week periodicity.- Problem set 1. Tema1.
- Problem set 2. Tema2.
- Problem set 3. Tema3.
- Problem set 4. Tema4.
- Problem set 5. Tema5.
Docence Organization. Euro Credit
The docency of this course is formed with magistral leassons, practical hours and seminars.Previous years exams
This course is usually offered in the first quarter, and the final exam can be taken in June and/or July. Students who do not pass the exam in June can take it again in September.Customarily, the exam is a set of short questions and/or problems.