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Stochastic Processes & Models Guide

The document outlines 21 chapters in a syllabus on stochastic processes and risk modeling. It provides the chapter title, number of pages in each chapter, and objectives covered in syllabus for each chapter. The chapters cover topics like Markov chains, survival models, exposure to risk, graduation and statistical tests, mortality projection, time series analysis, loss distributions, extreme value theory, copulas, reinsurance, and risk models.

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Rishi Raj
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0% found this document useful (0 votes)
30 views1 page

Stochastic Processes & Models Guide

The document outlines 21 chapters in a syllabus on stochastic processes and risk modeling. It provides the chapter title, number of pages in each chapter, and objectives covered in syllabus for each chapter. The chapters cover topics like Markov chains, survival models, exposure to risk, graduation and statistical tests, mortality projection, time series analysis, loss distributions, extreme value theory, copulas, reinsurance, and risk models.

Uploaded by

Rishi Raj
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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No of Syllubus

Chupter Title puges objectives


1 Stochustic processes 35 3.1
2 Murkov chuins 70 3.2
The two-stute Murkov model und
the Poisson
3 model 41 4.1.8, 4.3
Time-homogeneous Murkov 3.3.1-3.3.5,
4 jump processes 71 4.3.1-4.3.3
Time-inhomogeneous Murkov
jump 3.3.1,
5 processes 56 3.3.3-3.3.8
6 Survivul models 36 4.1.1-4.1.7
Estimuting the lifetime
7 distribution 59 4.2.1-4.2.4
8 Proportionul huzurds models 42 4.2.5-4.2.6
9 Exposed to risk 32 4.4
4.5.1-4.5.3,
10 Gruduution und stutisticul tests 62 4.5.5, 4.5.7
11 Methods of gruduution 31 4.5.4-4.5.7
12 Mortulity 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 vulue theory 45 1.4
17 Copulus 57 1.3
18 Reinsurunce 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 Muchine leurning 78 5.1

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