2016 - 2017 General Catalogue 
    
    Mar 29, 2024  
2016 - 2017 General Catalogue [ARCHIVED CATALOG]

MH 444. Actuarial Risk Theory (3)


Modeling of both stationary and non-stationary time series. Autoregressive (AR) processes and moving average (MATH) processes, as well as mixed (ARMA) processes, are discussed, along with model identification and estimation and forecasting procedures. Computer software is used. Prerequisites:  .