| source Macquarie University (X) |
level |
department |
Models for survival, sickness and marriage. Estimation of decrement rates from actual experience, comparison with the rates from standard tables and preparing new standard tables. Risk factors and effects of selection; design of data collection; statistical analysis and graduation of observed rates; testing graduations. Single decrement, multiple decrement and multiple state models will be considered.
Score: 6.6126213 Details | Listing | Web page
Score: 6.6126213 Details | Listing | Web page
Score: 6.6126213 Details | Listing | Web page
The unit deals with the application of stochastic models and numerical techniques to the projection, valuation and risk management of both asset and liability cash flows. Covers basic stochastic calculus, discrete and continuous time valuation models, stochastic differential equations, forward and backward recursion, analytical and numerical solution techniques.
Score: 6.6126213 Details | Listing | Web page
This unit covers the analysis of cash flows dependent on uncertain events. Single decrement survival models will be used to analyse the present value of payments under life insurance and annuity contracts. The concepts of pricing and reserving for future contingent liabilities are considered.
Score: 6.6126213 Details | Listing | Web page
Multiple decrement models. Valuation of benefits and contributions under superannuation plans. Cash flow and profit test models for life insurance products including traditional products, unbundled unit linked contracts and disability income products. Pricing and reserving for future contingent liabilities, and the effect of the pricing and reserving basis on the emergence of profit are considered.
Score: 6.6126213 Details | Listing | Web page
Use of statistical models in insurance: statistical models of the claim frequency and of claim size are studied. These models are a basis for the study of risk theory, ruin theory and reinsurance. The use of no claim discount systems as a method of experience rating is described. Decision theory and simulation are also studied.
Score: 6.6126213 Details | Listing | Web page
This unit examines the use of statistical models in the general insurance context. Applications will include methods of estimating reserves for future insurance payments, generalised linear models and time series models.
Score: 6.6126213 Details | Listing | Web page
This unit together with ACST864 forms an integrated overall research project of 8 credit points. The units are comprised of a literature review, a detailed research proposal followed by the research and writing up the results. The word limit is approximately 8,000-10,000 words for both ACST863 and ACST864.
Score: 6.6126213 Details | Listing | Web page
This unit together with ACST863 forms an integrated overall research project of 8 credit points. The units are comprised of a literature review, a detailed research proposal followed by the research and writing up the results. The word limit is approximately 8,000-10,000 words for both ACST863 and ACST864.
Score: 6.6126213 Details | Listing | Web page
The unit covers practical and theoretical aspects of financial risk, namely, market, credit and operational risk. The key to area models and methods will be introduced and their application will be demonstrated using relevant financial data.
Score: 6.6126213 Details | Listing | Web page
This unit covers investment from an actuarial practitioner's perspective. Topics covered include: asset classes and their characteristics, Australian shares, overseas shares, property, fixed interest and "other" strategic and tactical asset allocation, stochastic asset liability modelling, investment mandates, investment management styles, investment performance measurement, risk management and control, formulation of investment policy for financial institutions taking into account the nature of their liabilities.
Score: 6.6126213 Details | Listing | Web page
This unit covers: analysis of accounting information in the context of investment and credit analysis; the Australian and global debt securities markets; fixed income, floating rate and asset backed securities; construction and management of portfolios of debt securities; yield curve analysis and modelling; credit risk measurement and management; the Australian and global equity securities markets; quantitative approaches to equity valuation; valuation theory and methodologies; use of accounting information in valuations; valuation of hybrid securities; equity portfolio management; behavioural finance, market anomalies, multi-factor models and application to equity portfolio management and stock selection; transaction costs, performance measurement and attribution; asset allocation: theory and practice.
Score: 6.6126213 Details | Listing | Web page
This unit covers the valuation and hedging of financial derivatives and their applications in investment and finance. Topics covered include: the uses of financial derivatives; modelling framework for pricing and management, standard financial derivatives; exotic options; interest rate derivatives; managing financial risks; measuring and managing capital; and accounting and taxation for derivatives.
Score: 6.6126213 Details | Listing | Web page
An introduction to ancient Greek for those with no prior knowledge of the language. Further study is available through the unit AHPG808.
Score: 6.6126213 Details | Listing | Web page
An introduction to Latin for those with no prior knowledge of the language. Further study is available through the unit AHPG809.
Score: 6.6126213 Details | Listing | Web page
This unit is open to those who have successfully completed Latin B or equivalent. It aims to develop the skills of history students in order to support advanced study of ancient and medieval Latin. The unit offers a systematic analysis of grammar (especially the structure of sentences) and detailed investigation of original texts. The texts studied include Cicero, Virgil, Bede, and documentary texts, and bring out the concepts of historical development and diversity in the classical and medieval periods.
Score: 6.6126213 Details | Listing | Web page
This unit is open to those who have successfully completed Ancient Greek B or equivalent. It aims to develop the skills of history students in order to support advanced study of ancient and medieval Latin. The unit offers a systematic analysis of grammar (especially the structure of sentences) and detailed investigation of original texts. The texts studied include Cicero, Virgil, Bede, and documentary texts, and bring out the concepts of historical development and diversity in the classical and medieval periods.
Score: 6.6126213 Details | Listing | Web page
Teaching will be based on the important numismatic collections of the Australian Centre for Ancient Numismatic Studies. Students will be offered a very practical approach to the study of this crucial resource for the study of ancient history. The course has two components: the theory and methodology of numismatics and case studies in Greek society.
Score: 6.6126213 Details | Listing | Web page
This unit provides an advanced study of ancient Greek for those who have previously completed an introductory unit in ancient Greek at tertiary level.
Score: 6.6126213 Details | Listing | Web page
This unit provides an advanced study of Latin for those who have previously completed an introductory unit in Latin at tertiary level.
Score: 6.6126213 Details | Listing | Web page
This unit is an introduction to archaeological method and theory, including the results of field work, ancient technology, and methods of scientific study of antiquity, with particular reference to the Mediterranean region. The unit will include practical exercises in the use of archaeological material based on items in the University's Museum of Ancient Cultures.
Score: 6.6126213 Details | Listing | Web page
Semester 1: Students complete six weeks full-time participation in an excavation in Egypt in December and January. Numbers in this option are strictly limited and students must apply prior to enrolment.
Score: 6.6126213 Details | Listing | Web page
This unit is a study of the main architectural elements and construction methods of ancient Egyptian temples, tombs and houses.
Score: 6.6126213 Details | Listing | Web page
The archaeology of the Bronze Age communities in prehistoric Italy is the starting point for this unit. A study of the Etruscans, including their origin, material culture and their cities follows. The unit will also devote attention to the colonies sent out by the Greek city-states in the eighth and seventh centuries BC and established in Italy and Sicily. This provides the opportunity to examine the developments in Western Greek culture and the reflections of cross-cultural influence between Greeks and native Italic peoples of southern Italy and Sicily. The unit will conclude by focusing on the distinctive material culture of Romanised Greek cities such as Pompeii during first century BC to first century AD.
Score: 6.6126213 Details | Listing | Web page
1 - 25 26 - 50 51 - 75 76 - 100 101 - 125 126 - 150 151 - 175 176 - 200 201 - 225 226 - 250 251 - 275 276 - 300 301 - 325 326 - 350 351 - 375 376 - 400 401 - 425 426 - 450 451 - 475 476 - 500 501 - 525 526 - 550 551 - 575 576 - 600 601 - 625 626 - 650 651 - 675 676 - 700 701 - 725 726 - 750 751 - 775 776 - 800 801 - 825 826 - 850 851 - 875 876 - 900 901 - 925 926 - 950 951 - 975 976 - 1000 1001 - 1025 1026 - 1050 1051 - 1075 1076 - 1100 1101 - 1125 1126 - 1150 1151 - 1175 1176 - 1200 1201 - 1225 1226 - 1250 1251 - 1275 1276 - 1300 1301 - 1325 1326 - 1350 1351 - 1375 1376 - 1400 1401 - 1425 1426 - 1434