Course co-ordinator: Professor R Guo

 

Entrance requirements: STA1006S, STA2004F, STA2005S and concurrent registration for STA3041F and MAM2000W.

 

Course outline: This course will cater to the needs of Actuarial Science students.

Module 1: Foundations of stochastic processes, Markov processes, Markov jump processes, two-state and general Markov models. (Lectures will be held simultaneously with BUS3018F).

Module 2: Advanced Time Series. (Content presumes prior experience of STA3041F Time Series).

 

Lectures: Five lectures per week, 2nd period.

 

DP requirements: Class record of 40% and submission of all projects.

 

Examination requirements: Class record counts 40%. One 3-hour examination in June counts 60%.