Probability and Statistics for Actuaries - ACTL5101

Faculty: UNSW Business School

School: School of Risk and Actuarial Studies

Course Outline: ACTL5101 Course Outline

Campus: Sydney

Career: Postgraduate

Units of Credit: 6

EFTSL: 0.12500 (more info)

Indicative Contact Hours per Week: 3

Enrolment Requirements:

Prerequisite: Enrolment in program 8411 or 8416

Equivalent: ACTL2131

CSS Contribution Charge: 2 (more info)

Tuition Fee: See Tuition Fee Schedule

Further Information: See Class Timetable

Description

This course covers probability and statistics topics relevant to actuarial studies with applications in insurance and related areas. Topics covered include probability generating functions, moment generating functions, marginal and conditional distributions, independence and convolution, conditional expectation and compound distributions, sampling distributions, estimation methods, hypothesis tests, regression and analysis of variance.