西安大略大学精算学课程介绍

　　西安大略大学(University of Western Ontario，简称为UWO)，是位于加拿大安大略省伦敦市的一所国际顶尖的医学博士类公立大学，有超过一百三十多年的学术积累及深厚的人力资源背景，被誉为“加拿大的哈佛”。它的商科最为出名，是北美案例法教育的两大发源地之一。下面让我们一起来看下西安大略大学精算学课程安排。
 

　　第一学年(秋季入学)
 

　　SS 9857: Probability and Statistics (4.5 hours/wk)
 

　　AS 9554: Actuarial Finance 1 (8hours/wk)
 

　　Corporate Finance---Interest Theory
 

　　SS 3859: Reression Analysis (3 hours/wk)
 

　　课程内容
 

　　• Probability and Statistics: introduction to mathematical probability – discrete and continuous random variables; expected value and variance
 

　　• Corporate Finance: tools for decision making in business in the presence of uncertainty
 

　　• Interest Theory: basic mathematical finance –calculations using simple and compound interest, annuities, bonds
 

　　• Regression: statistical modeling of relationships among 2 or more variables
 

　　第一学年(冬季入学)
 

　　AS9857 Probability and Statistics for Actuaries
 

　　AS3424 Loss models I (3 hours/week)
 

　　AS9427 Actuarial Finance II (8 hours/week)
 

　　Life Contingencies -- Financial Economics
 

　　Summer: Project Course
 

　　课程内容
 

　　• Probability and Statistics: Introduction to mathematical statistics – likelihood estimation, confidence intervals and hypothesis testing
 

　　• Loss Models: Univariate and multivariate probability distributions used to model mortality and other actuarial variables
 

　　• Life Contingencies: Life insurance premium and annuity calculations for single individuals
 

　　• Financial Economics: capital asset pricing model
 

　　第二学年(秋季入学)
 

　　AS9004 Survival Analysis (3 hours/week)
 

　　AS4824 Loss models II (3 hours/week)
 

　　AS4426 Actuarial practice (3 hours/week)
 

　　AS3429 Life Contingencies II (3 hours/week)
 

　　课程内容
 

　　• Survival Analysis: parametric and nonparametric models for lifetime data, including censored and truncated data
 

　　• Loss Models II: credibility theory
 

　　• Actuarial Practice: experience-based approach
 

　　• Life Contingencies: Joint-life annuities, insurance premiums
 

　　第二学年(冬季入学)
 

　　AS9005 Advanced Risk Theory (3 hours/week)
 

　　AS9007 Advanced Multi-State Models (3 hours/week)
 

　　SS4861 Time Series Analysis (3 hours/week)
 

　　SS3520 Financial Modeling (3 hours/week)
 

　　课程内容
 

　　• Risk Theory: fects of insurance claims and premiums on company surplus; ruin theory
 

　　• Multi-State Models: Markov and semi-Markov models for mortality
 

　　• Time Series: Analysis of data that are correlated in time – ARIMA modeling
 

　　• Financial Modeling: Brownian and geometric
 

　　Brownian motion models for stock return data; financial option and derivative pricing