Actuarial Science Graduate Courses
This is not necessarily the official description for the courses. For the official descriptions, consult the 2008 - 2009 graduate catalog.
Description: Introduction to the theory of functions of a real variable.
Prerequisites: Not open for students who have passed MATH 3150. Not open for graduate credit toward degrees in mathematics.
Credits: 3
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Description: Lebesgue measure and integration, differentiation,
Lp-spaces. Banach spaces, general theory of measure and integration.
Prerequisites: MATH 5110
Offered: Spring
Credits: 3
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Description: Foundations of harmonic analysis developed through the study of Fourier series and Fourier transforms.
Prerequisites: MATH 5111 and MATH 5121
Credits: 3
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Prerequisites: MATH 5111 and MATH 5121
Credits: 3
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Description: Convergence of random variables and their probability laws, maximal inequalities, series of independent random variables and laws of large numbers, central limit theorems, martingales, Brownian motion. Contemporary theory of stochastic processes, including stopping times, stochastic integration, stochastic differential equations and Markov processes, Gaussian processes, and empirical and related processes with applications in asymptotic statistics.
Prerequisites: MATH 5111
Credits: 3
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Description: Convergence of random variables and their probability laws, maximal inequalities, series of independent random variables and laws of large numbers, central limit theorems, martingales, Brownian motion. Contemporary theory of stochastic processes, including stopping times, stochastic integration, stochastic differential equations and Markov processes, Gaussian processes, and empirical and related processes with applications in asymptotic statistics.
Prerequisites: MATH 5160
Credits: 3
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Description: Complexes, homology and cohomology groups, homotopy theory.
Prerequisites: MATH 5211 and MATH 5310, which may be taken concurrently.
Credits: 3
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Description: Complexes, homology and cohomology groups, homotopy theory.
Prerequisites: MATH 5320
Credits: 3
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Description: Convergence of Fourier Series, Legendre and Hermite polynomials, existence and uniqueness theorems, two-point boundary value problems and Green's functions.
Prerequisites: MATH 5111 and 5140 are helpful but not required.
Credits: 3
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Description: Solution of first and second order partial differential equations with applications to engineering and science.
Prerequisites: Not open to students who have passed MATH 3435. Not open for graduate credit toward degrees in mathematics.
Credits: 3
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Description: Theory of linear programming: convexity, bases, simplex method, dual and integer programming, assignment, transportation, and flow problems. Theory of nonlinear programming: unconstrained local optimization, Lagrange multipliers, Kuhn-Tucker conditions, computational algorithms.
Credits: 3
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Description: The mathematics of measurement of interest, accumulation and discount, present value, annuities, loans, bonds, and other securities.
Prerequisites: Not open to students who have passed MATH 2620Q.
Credits: 3
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Description: The continuation of Math 365, focusing on the mathematics of finance: measurement of financial risk and the opportunity cost of capital, the mathematics of capital budgeting and securities valuation, mathematical analysis of financial decisions and capital structure, and option pricing theory. Provides VEE credit in the Corporate Finance subject area for Society of Actuaries and Casualty Actuarial Society requirements.
Credits: 3
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Description: Survival distributions, claim frequency and severity distributions, life tables, life insurance, life annuities, net premiums, net premium reserves, multiple life functions, and multiple decrement models.
Prerequisites: MATH 2620 or MATH 5620, which may be taken concurrently. Not open to students who have passed MATH 3630.
Offered: Fall
Credits: 3
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Description: Lecture. Survival distributions, claim frequency and severity distributions, life tables, life insurance, life annuities, net premiums, net premium reserves, multiple life functions, and multiple decrement models.
Prerequisites: MATH 5630. Not open to students who have passed MATH 3631.
Credits: 3
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Description: Analysis, estimation, and validation of lifetime tables
Prerequisites: MATH 5630
Credits: 3
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Description: Introduction to the use of mathematical and statistical techniques to solve a wide variety of organizational problems. Topics include linear programming, project scheduling, queuing theory, decision analysis, dynamic and integer programming and computer simulation.
Prerequisites: Not open to students who have passed MATH 4535, STAT 4535, or STAT 5535.
Credits: 3
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Description: Individual and collective risk theory, distribution theory, ruin theory, stoploss, reinsurance and Monte Carlo methods. Emphasis is on problems in insurance.
Offered: Fall
Credits: 3
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Description: . Lecture. Survival models, mathematical graduation, or demography.
Credits: 3
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Description: Lecture. Credibility theory or advanced theory of interest.
Credits: 3
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Description: An introduction to the standard models of modern financial mathematics including martingales, the binomial asset pricing model, Brownian motion, stochastic integrals, stochastic differential equations, continuous time financial models,
completeness of the financial market, the Black-Scholes formula, the fundamental theorem of finance, American options, and term structure models.
Offered: Spring
Credits: 3
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Description: Vector algebra and vector calculus with particular emphasis on invariance. Classification of vector fields. Solution of the partial differential equations of field theory.
Prerequisites:
Credits: 3
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Description: Vector algebra and vector calculus with particular emphasis on invariance. Classification of vector fields. Solution of the partial differential equations of field theory.
Prerequisites: MATH 5720
Credits: 3
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Description: Participation in internship and paper describing experiences.
Credits: 1 to 3
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Description: Seminar. Participation and presentation of mathematical papers in joint student faculty seminars. Variable topics
Credits: 1
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