Mathematics 536 - Actuarial Probability
Spring
2020
01
3.00
Jinguo Lian
M W F 1:25PM 2:15PM
UMass Amherst
46152
Lederle Grad Res Tower rm 219
lian@math.umass.edu
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.
This course is open to Undergraduate Mathematics majors only. Math 233 and Stat 515 Note: Knowledge of probability with calculus is required for this course.
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To submit an override request, please visit: https://goo.gl/forms/njwWgVZjhsjWDP1y2
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