Actuarial Modelling III (ACTL30007) R codes from the University of Melbourne. Created in 2021, these Actuarial Modelling III (ACTL30007) notes got me a H1 in the exam.

  • Class Year
  • 2021
  • Grade
  • H1
  • Number of Pages
  • 193
  • Staff Rating
  • 4.5/5

This file summaries all R-codes used in ACTL30007.

Covers all underlying modules:
Module 2: Collective Risk Modelling
Module 3: Individual Claim Size Modelling
Module 4: Approximations for Compound Distributions
Module 5: Copulas
Module 6: Extreme Value Theoy
Module 7: Characteristics of Time Series
Module 8: Time Series Regression and Exploratory Data Analysis
Module 9: Time Series Models
Module 10: Estimation and Forecasting

Includes some examples for understanding the particular modelling process.

A very useful material for revision and future grad studies.

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