Part B Actuarial Science II

BS4/OBS4/MSc Applied Stats, Hilary Term 2006

• Lecturer: Peter Clark (email pclark (at) stats.ox.ac.uk)
• Class tutors: Peter Clark, Daniel Clarke, Patrick Hewlett, Kimhuat Lim, James Martin (email martin (at) stats.ox.ac.uk)
• Teaching assistants: Charis Charalambous, Daniel Clarke, Patrick Hewlett, Di Kuang

Timetable

• Lectures: HT 2006 weeks 1-8: Thursday 10am-12pm, Maths Institute
• HT classes: weeks 3-8 in the Statistics Dept.
• Trinity Term revision:
  • Class: Thursday week 2, 10am, Maths Institute.
  • Consultation times: Thursday week 2, 11.30am-12.30pm and Thursday week 4, 10am-11am, Statistics Department seminar room. The week 4 consultation times will include discussion of questions 4, 5 and 6 from the 2004 exam paper.
  (See also the revision times with James Martin for the first part of the course)

Lecture notes

• Lecture 1
• Lecture 2
• Lecture 3: page 1, page 2, page 3.
• Lecture 4: page 1, page 2, page 3, page 4, page 5, page 6.
• Lecture 5
• Lecture 6: page 1, page 2, page 3, page 4, page 5, page 6, page 7, page 8.
• Lecture 7: page 1, page 2, page 3, page 4, page 5, page 6. For more information about the life and work of Thiele, you can look here or here.
• Lecture 8: various Institute of Actuaries past exam papers, with model solutions, can be found here. The papers covered in the Lecture were CT1 for April and September 2005.

Example sheets

• Example sheet 7 from Michaelmas term. Solutions 7.

• Example sheet 1 of this term (for week 4). Solutions 1.
• Example sheet 2. Solutions 2.
• Example sheet 3. Solutions 3.
• Example sheet 4 (explanation in Q4 corrected 3/3/06). Solutions 4.
• Example sheet 5. Solutions 5.

Links

• Part B Actuarial Science I (MT 2005)
• Statistics Department
• Maths Institute
• Faculty and Institute of Actuaries