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BS Degree in Mathematics: Actuarial Science {23-24} - Intermediate Probability and Statistics II
| Course Code |
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| Title |
Intermediate Probability and Statistics II |
| Prerequisite |
MATH 335 or MATH 435 |
| Course Outline |
Course Outline |
| Description |
This course covers the theory and applications of linear regression models, generalization linear models, tree-based models, autoregressive and forecasting time series models. Topics includes parameter estimations, variables selection, model validation and diagnose, statistical inference and predictions. Student will learn basic R programming language and practically implement the models with real data in the actuarial science contexts. The course covers the topics as required in the Statistics for Risk Modeling (SRM) Exam offered by the Society of Actuaries (SOA) and prepare students for the SRM exam. |
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