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Advanced Stochastic Models Guide

The document outlines 21 chapters in a syllabus. It lists the chapter title, number of pages dedicated to each chapter, and the learning objectives covered in each chapter. Topics include stochastic processes, Markov chains, survival models, proportional hazards models, mortality projection, time series analysis, loss distributions, extreme value theory, copulas, reinsurance, and risk models. Machine learning is covered in the final chapter.

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Rishi Raj
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32 views1 page

Advanced Stochastic Models Guide

The document outlines 21 chapters in a syllabus. It lists the chapter title, number of pages dedicated to each chapter, and the learning objectives covered in each chapter. Topics include stochastic processes, Markov chains, survival models, proportional hazards models, mortality projection, time series analysis, loss distributions, extreme value theory, copulas, reinsurance, and risk models. Machine learning is covered in the final chapter.

Uploaded by

Rishi Raj
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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No of Syll22bus

Ch22pter Title p22ges objectives


1 Stoch22stic processes 35 3.1
2 M22rkov ch22ins 70 3.2
The two-st22te M22rkov model
22nd the Poisson
3 model 41 4.1.8, 4.3
Time-homogeneous M22rkov 3.3.1-3.3.5,
4 jump processes 71 4.3.1-4.3.3
Time-inhomogeneous M22rkov
jump 3.3.1,
5 processes 56 3.3.3-3.3.8
6 Surviv22l models 36 4.1.1-4.1.7
Estim22ting the lifetime
7 distribution 59 4.2.1-4.2.4
8 Proportion22l h22z22rds models 42 4.2.5-4.2.6
9 Exposed to risk 32 4.4
Gr22du22tion 22nd st22tistic22l 4.5.1-4.5.3,
10 tests 62 4.5.5, 4.5.7
11 Methods of gr22du22tion 31 4.5.4-4.5.7
12 Mort22lity projection 54 4.6
2.1.1-2.1.2,
2.1.4-2.1.6,
13 Time series 1 71 2.1.9, 2.2.3
2.1.3, 2.1.7-
14 Time series 2 61 2.1.8, 2.2
1.1.1,
15 Loss distributions 45 1.1.5-1.1.6
16 Extreme v22lue theory 45 1.4
17 Copul22s 57 1.3
18 Reinsur22nce 45 1.1.2-1.1.5
19 Risk models 1 38 1.2.1-1.2.4
1.2.1-1.2.2,
20 Risk models 2 43 1.2.5
21 M22chine le22rning 78 5.1

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