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MATH 3280 3.00AF (Fall 2012)
Mathematics of Life Contingencies I
Announcements and documents will be posted here as they
- The breakdown for final exam and course grades is given below (see the final exam section). If you want
to know your individual scores, e-mail me.
- The original Quiz 2 is cancelled. (This was at the request of the class,
who had an oversupply of midterms this week.) From now on "Quiz 2" means the
original Quiz 3.
- Textbook: Actuarial Mathematics
by Bowers, Gerber, Hickman, Jones, Nesbitt; 2nd edition, Society of Actuaries 1997 (required). The solutions
manual is optional.
Documents and links
- Final exam:
- Breakdown for final exam and course grades
- You will be given a formula sheet for multiple decrement interpolation.
- I told people that the final exam would not specifically test the
following topics: APV, Balducci interpolation, Weibull mortality, the Gamma
distribution, or Copulas.
- Don't forget that you are still responsible for course topics even if
they mainly showed up on the assignments or tutorials (eg variance of T,
- Course topics and lecture notes
- Quiz 1:
- The original Quiz 2 was cancelled (at the request of the class, since
this was a
heavy week for midterms). The 5% of the grade budgeted for this quiz will
be spread over the other course components. This means MT1 is worth 15.79%,
MT2 is worth 21.05%, Quiz 1 and 2 (ie the old Quiz 3) are each worth 5.26%,
the assignments are
worth 10.53%, and the final exam 42.11%
- Quiz 2 (originally Quiz 3):
Covered multiple decrement models through
the lecture of Nov 12 and assignment 5 (ie no interpolation).
- Midterm 1:
The first midterm covered chapter 3 of the text (ie. to the end
of the "select and ultimate tables" part of the notes). You were not
responsible for actuarial present value or hyperbolic
- Midterm 2: solutions,
The second midterm covered the course material through October 29, and through
Assignment 4. In other words, multiple life statuses but not applications
to APV or multiple decrements.
- Course outline
- single decrement life table (from appendix 2A)
- multiple decrement life tables (one for q, one for d)
(Actuarial Students Association at York)
The following are on reserve:
I've asked Steacie library to order the following and then put it on reserve,
but at the moment the only copy on campus is at Bronfman library (ie Schulich).
- Actuarial Mathematics by Bowers et al (ie the textbook)
- Solution manual to Actuarial Mathematics
- Actuarial Mathematics for Life Contingencies by Dickson, Hardy, Waters.