STAT41050 Statistical Modelling for Act

Academic Year 2022/2023

Loss distributions. Reserving. Claims modelling. Copulas. Extreme Value Theory. Principal Components Analysis. Time series models.

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Curricular information is subject to change

Learning Outcomes:

Loss distributions. Reserving. Claims modelling. Copulas. Extreme Value Theory. Principal Components Analysis. Time series models.

Indicative Module Content:

Loss distributions. Reserving. Claims modelling. Copulas. Extreme Value Theory. Principal Components Analysis. Time series models.

Student Effort Hours: 
Student Effort Type Hours
Lectures

18
Tutorial

10
Computer Aided Lab

2
Autonomous Student Learning

84
Total

114
Approaches to Teaching and Learning:
Active task based learning in tutorials. Material covered in lectures in traditional slides and with code demos. Coding also done live in tutorials. Some blended support via lecture and tutorial material on video. Assignments with marked feedback as individual student exercises. 
Requirements, Exclusions and Recommendations

Not applicable to this module.


Module Requisites and Incompatibles
Not applicable to this module.
 
Assessment Strategy  
Description Timing Open Book Exam Component Scale Must Pass Component % of Final Grade
Assignment: 4 assignments equally weighted Throughout the Trimester n/a Other No

20
Examination: Terminal two hour exam on the STAT 40020 material 2 hour End of Trimester Exam No Other No

53
Examination: 1 hour exam on time series material Week 12 No Other No

27

Carry forward of passed components
Yes
 
Resit In Terminal Exam
Spring Yes - 2 Hour
Please see Student Jargon Buster for more information about remediation types and timing. 
Feedback Strategy/Strategies

• Feedback individually to students, post-assessment
• Group/class feedback, post-assessment

How will my Feedback be Delivered?

Marked assignments returned individually. Group feedback in tutorials

Name Role
Mr Damian Conway Lecturer / Co-Lecturer
Dr Adrian O'Hagan Lecturer / Co-Lecturer
Mr James Hannon Tutor