Part B Actuarial Science I

BS4/OBS4/MSc Applied Stats, Michaelmas 2006

Lecturer: James Martin (email martin (at) stats.ox.ac.uk)
Class tutors: Charis Charalambous, Daniel Clarke, Patrick Hewlett, Di Kuang
Teaching assistants: Shahzia Anjum, Charis Charalambous, Bo Chen, Di Kuang, Aziz Mithani

Timetable

Lectures: MT 2006 weeks 1-8: Wednesday 2pm and Thursday 3pm in Lecture Room 1 (Maths Institute)
MT Classes: weeks 3-8 in the Statistics Dept.
Trinity Term consultation time: Wednesday week 3, 3pm-5pm, Seminar Room, Statistics Dept., 1 South Parks Road

Details of classes are now available. Work should be handed in at the Statistics Department, 1 South Parks Road. Please note the handing-in deadlines, and PLEASE LABEL YOUR WORK CLEARLY WITH THE TIME OF YOUR CLASS when handing it in. Thanks!

Week 8 presentation

Here are the slides from the presentation given by Pietro Parodi about reinsurance (in powerpoint).

Institute of Actuaries Reception

On Wednesday 22 November from 5pm-7pm, the Institute of Actuaries will hold a reception for university actuarial students at Staple Inn Hall in London (near Holborn or Chancery Lane, easy to get to on the Underground from Paddington). If you would like to attend, please email me to let me know by the 8th November.

Example sheets

Example sheet 1 (to be prepared for the classes in Week 3).
Example sheet 2 (for the classes in Week 4).
Example sheet 3 (for Week 5).
Example sheet 4 (Week 6).
Example sheet 5 (Week 7).
Example sheet 6 (Week 8).

You can find previous versions of example sheets on the page from last year's course, and previous versions of lecture notes on Matthias Winkel's page for the 2004-05 course. For notes on stochastic interest rates (this term's last two lectures), you can also look at lecture 5 of the second part of the 2004-05 course.