Website #

The current website contains (or links) to all the resources you need for the course (compare the following list with left hand side menu):

• Subject guide (you are reading it!)
• Study Plan: this outlines your recommended study plan for the subject, week by week. This will include a link to the video lectures / recordings, too.
• Claims modelling: the contents covering Section 1 of the CS2 syllabus.
• Time series: the contents covering Section 2 of the CS2 syllabus.
• Ed discussion forum: link to the main interaction forum
• Pre-Tutorial exercises: to do before tutorials
• Tutorial exercises: to be discussed in tutorials. Solutions will be posted at the end of the relevant week.
• Additional and out-of-scope exercises: optional

Details about assessment will be available under Subject Guide / Assessment

Prescribed readings #

Prescribed references are:

• [MW] For the first component of the subject, selected parts of: Wüthrich, Mario V., Non-Life Insurance: Mathematics & Statistics (January 9, 2023). Available at SSRN: https://ssrn.com/abstract=2319328
• [TS] For second component of the subject, selected parts of: Shumway, Robert H., Stoffer, David S. (2017) Time Series Analysis and Its Applications With R Examples, Springer, ISBN 978-3-319-52452-8
• [CS2] Institute and Faculty of Actuaries, CS2 Core Reading, Unit 3 Copulas and Unit 4 Extreme Value Theory

All those references can be downloaded from the Readings Online section of the Canvas community website.

You do not need to purchase any textbook for this course; all resources are available from the library without additional charge.