ACTL30004

Actuarial Statistics
Actuarial Statistics ACTL30004
Objective
12.5 subject, with 2 (3) lectures and one tutorial per week
Keep up to date with work.
Complete tutorial questions on weekly basis.
Exemption from the professional exam of the Institute of Actu-
aries of Australia, CT6 Statistical Methods.
Actuarial Statistics ACTL30004
Lecture Arrangement
Monday Tuesday Thursday
Week 1 28July Lecture 29July Lecture 31July Lecture
Week 2 4Aug Lecture 5Aug Lecture
Week 3 11Aug Lecture 12Aug Lecture
Week 4 18Aug Lecture 19Aug Lecture
Week 5 25Aug Lecture 26Aug Lecture 28Aug Class Test 1
Week 6 1Sept Lecture 2Sept Lecture
Week 7 8Sept Lecture 9Sept Lecture
Week 8 15Sept Lecture 16Sept Lecture
Week 9 22Sept Lecture 23Sept Lecture 25Sept Class Test 2
Break
Week 10 6Oct Lecture 7Oct Lecture
Week 11 13Oct Lecture 14Oct Lecture 16Oct Class Test 3
Week 12 20Oct Lecture 21Oct Lecture 23Oct Lecture
Actuarial Statistics ACTL30004
Lecture Arrangement
Week 1 An Introduction to R.
Weeks 2-3 Likelihood Theory.
Weeks 4-6 Generalised Linear Models.
Weeks 7-8 Simulation.
Weeks 8-9 Outstanding Claims Provision.
Week 10 Experience Rating Systems.
Week 10-12 Time Series.
Actuarial Statistics ACTL30004
General expectations for Lectures
Arrive on time for seminars, and stay for the entire presentation.
Prepared to take notes in lectures
Prepared to answer questions during the Seminars
Read notes before seminars and complete Exercises.
Be prepared to come to consultation hours
Be up-to-date with your work
Collaborate eectively for the two group assignments
Actuarial Statistics ACTL30004
Expectations for Tutorials
Attend the tutorial you have signed up regardless your prefer-
ences (tutor or tutorial time).
Students should not expect personnel or times to suit their
individual demands.
Undesirable to have more than 20 students in a class and also
OH&S concerns (Students should not be sitting on the oor,
etc.)
Actuarial Statistics ACTL30004
Expectations for Tutorials
Read Tutorial Questions beforehand.
Work collaboratively with other students in the tutorials.
Present solutions to problems.
Actuarial Statistics ACTL30004
Assessment
Two group assignments (10% each).
One nal exam (80%).
There is NO mid-term exam. However, there will be three
OPTIONAL class tests held in weeks 5, 9 and 11 (Mondays).
Actuarial Statistics ACTL30004
Expectations for Assignments
You will be assigned into groups by your lecturer.
You are expected to meet with members of your group to
discuss your assignment solutions
Ahead of these meetings it is expected that every group
member will have attempted the assignment questions
Assignment 1 will be available on Wednesday of week 5 and
due by the end of week 6.
Assignment 2 will be available on Wednesday of week 10 and
due by the end of week 11.
Actuarial Statistics ACTL30004
LMS
Seminar presentations will be available on the LMS after the
Lecture.
Tutorial question solutions will be available on the LMS at the
end of each week, once all tutorials have taken place.
Assignments will be available on LMS (Assignment tool).
Assignment solutions will be posted on LMS after the due date.
Spreadsheet related to the subject.
Solution to optional tests.
Any relevant announcement.
Actuarial Statistics ACTL30004
Support
I will hold two separate consultation hours each week
1
Monday 2pm-3pm
2
Wednesday 2pm-3pm
Room 314 FBE Building
Appointments are made on a rst come rst served basis
Consultation hours are subject to change. Changes, if any, will
be announced on the LMS page by the end of the previous
week.
Your tutorial hour also provides you with an opportunity to ask
questions
Actuarial Statistics ACTL30004
Feedback
Assignments 1 and 2 will be returned.
Solution to Specimen Exam will be given in week 12 after the
nal lecture.
Actuarial Statistics ACTL30004