Part B Actuarial Science II, Hilary term 2010

For: 3rd year Maths, 3rd year & Stats, MSc in Applied Statistics
Lecturer: Daniel Clarke
Class tutors: Jethro Green, Tjun Kiat Teo and Neil Laws
Teaching assistants: Alison Qu, Ewan Maddock and Yu Xue
MSc Students: To attend lectures 1 and 4-15. Lectures 2 (Wed 20 Jan), 3 (Tues 26 Jan) and 16 (Wed 10 March) will not be examinable for MSc students.
Revision Lecture: Lecture Room 1, Maths Institute, 4-6pm, Tuesday 11 May, week 3 Trinity Term. Handout.
TT consultation: Lecture Room, Statistics Department, 1 South Parks Road, 2-3pm, Friday 21 May, week 4 Trinity Term. Following requests from students I will go through the following questions, and maybe more if there is time:

MSc exam paper 2008, question 7
spot rates, forward rates, gross redemption yield at par
Minor questions that have been asked on problem sheets 3Q8c, 4Q5i and 5Q8a.
Example of office premium calculation

Lecture Notes

Example sheets

Assignment 1 for undergraduate classes in HT week 3 Solutions 1
Assignment 2 for undergraduate classes in HT week 4 Solutions 2
Assignment 3 for undergraduate classes in HT week 5 Solutions 3
Assignment 4 for undergraduate classes in HT week 6 Solutions 4
Assignment 5 for undergraduate classes in HT week 7 Solutions 5
Assignment 6 for undergraduate classes in HT week 8 Solutions 6

Sketch solutions to selected past exam questions

Sketch solutions to selected past exam questions. Note it is strongly recommended that you do not look at these until you have made at least two serious attempts (or one successful attempt) at each question.

Calculators

See advice from examiners (online versions should be posted here).

Course Links

Part B Actuarial Science I
A1967/70 tables used in problem sheets.
Previous exam papers can be found on OXAM.
Old lecture notes from when the course was taught by Peter Clark.
Statistics Department
Maths Institute