Claims Modelling

This section covers contents in the Section 1 in the CS2 syllabus ; see also the learning outcomes mappings in the Subject Guide.

The main references for Modules 1-4 is:

[MW] Wüthrich, Mario V., Non-Life Insurance: Mathematics & Statistics (January 9, 2023). Available at SSRN: https://ssrn.com/abstract=2319328

MW can be downloaded from SSRN.

The main references for Modules 5-6 is:

[CS2] Institute and Faculty of Actuaries, CS2 Core Reading, Unit 3 Copulas and Unit 4 Extreme Value Theory (respectively)

CS2 can be downloaded from the subject’s “Readings Online”.