Mathematics 397A - ST-Probablty/Actuarial Science
Spring
2014
01
3.00
Luke Mohr
M W F 12:20PM 1:10PM
UMass Amherst
54108
This course is based on the first examination of the Society of Actuaries. Its content is largely dependent on that examination. Presently, it covers: calculus of a single variable (integration, differentiation, infinite series, Taylor's series etc.); calculus of several variables (Jacobians, Lagrange multipliers, double and triple integrals, etc.); probability Theory (discrete and continuous distributions, conditional probability and expectations, Bayes' rule, joint distributions, moment generating functions, the central limit theorem, etc.) The problems are drawn from old SOA examinations and most will have an insurance industry emphasis. Much of the material is a review of several courses, but this review is extensive and probably exceeds most interested students' backgrounds. Prerequisite: MATH 233 and at least concurrent enrollment in STATISTC 515.
Pre Req: MATH 233