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Stochastic Reserving Framework
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2025
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Actuarial
Actuarial
Exam 5
Ratemaking & Reserving
Exam 5
Foreward
Foreward
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AJ
Wording
Careful
Insurance Basics
Insurance Basics
The Insurance Product
Data Aggregation
Pre (While buying)
Pre (While buying)
Policy Purchasing Process
Policy Purchasing Process
Workers Comp
Policy Data
Post (While claiming)
Post (While claiming)
Claims Data
Insurer Performance & Profit
Ratemaking
Ratemaking
Handling Imbalance in FIE
Large Events
One-time changes
Development
Development
Diagnostic Triangles
Expenses & Profits
Overall Indication
Classification
Classification
Risk Classification
Univariate Classification
Special Classification
Individual Risk Rating
Implementation
Implementation
Other Considerations
Werner Appendices
Werner Appendices
Private Passenger Auto
Homeowners
Medical Malpractice
Workers Compensation
Reserving
Reserving
Reserving Goals
Chain Ladder
Expected Claims
Bornhuetter Ferguson
Cape Cod
Frequency Severity Techniques
Case Outstanding
Berquist-Sherman Techniques
Evaluation
Other Components
Other Components
ALAE
ULAE
Exam 7
Advanced Estimation of Claims Liabilities
Exam 7
Traditional
Traditional
Mack Benktander
Credible Loss Ratio Claims Reserves - Hurlimann
Loss Development using Credibility - Brosius
LDF Curve-Fitting and Stochastic Reserving - Clark
Measuring the Variability of Chain Ladder Reserve Estimates - Mack (1994)
Testing the Assumptions of Age-to-Age Factors - Venter Factors
Advanced
Advanced
Using the ODP Bootstrap Model - Shapland
Stochastic Loss Reserving Using Bayesian MCMC Models - Meyers
Stochastic Loss Reserving Using GLMs - Taylor
Other Considerations
Other Considerations
Claims Development by Layer - Sahasrabuddhe
A Model for Reserving Workers Compensation High Deductibles - Siewert
A Framework for Assessing Risk Margins - Marshall
Reserving for Reinsurance - Friedland
Estimating the Premium Asset on Retrospectively Rated Policies - Teng & Perkins
Economics
Economics
PECO
PECO
301 GRR
Monetary Theory & Policy
301 GRR
Intro to money and Institution
Intro to money and Institution
1.1 Introduction to Money
1.2 History of Money
1.3 Circular Flow of Money
1.4 Financial Institutions
Financial System of india
Financial System of india
2.1 Financial Systems of India
2.2 Central Bank
2.3 Financial Market
2.4 Microfinance Institutions
Week 0
Week 1 Intro to money and Institution
Week 2 Financial System of india
Week 3: Commercial Banks
Week 4: Supply of Money
Week 5: Demand for Money.
Week 6: Monetary Standards.
Week 7 Theory of Money and Business Cycle
Week 8 : NBFI, The Classical System, The Neutrality of Money
Week 9 - Indian and International Monetary System
Week 10 Demonitization
302 RPR
Time Series Modeling
302 RPR
303 SKG
Economics of Growth & Development
303 SKG
Endogenous Growth Models
Solow's Model
MRW
GDP Limitations
Globalization
Lewis
Harris Torado
Fei Rami's Model
304 RBN
Behavioral Economics & Finance
304 RBN
W1 Foundations of Behavioral Economics
W1 Foundations of Behavioral Economics
Lecture 1 BE What and Why
Lecture 2 BE in Relation to other Sciences & Economics
Lecture 3 Evolution of BE
Lecture 4 The Neoclassical Tradition An Introduction
Lecture 5 Methodology Types of Empirical Studies
W2 Motivation & The Standard Model
W2 Motivation & The Standard Model
Lecture 6 Intro to Motivation and Hierarchical Needs
Lecture 7 Achievement and Craftmanship Driving Forces in Economic Behavior
Lecture 8 Social Drivers of Economic Decisions
Lecture 9 The Standard Model in Neoclassical Economics
Lecture 10 Axioms & Assumptions of NM
W3 Bounded Rationality & Biases
W3 Bounded Rationality & Biases
Lecture 11 Utility
Lecture 12 Types of Utility
Lecture 13 Bounded Rationality & Heuristics
Lecture 14 Biases
Lecture 15 Heuristics & Framing Effects
W4 Choice Architecture & Probability
W4 Choice Architecture & Probability
Lecture 16 Menu Effects
Lecture 17 A few effects & Choice Architecture
Lecture 18 Nudges
Lecture 19 Fundamental of Probability Theory
Lecture 20 Bayesian Updating and Confirmation Bias
W5 Prospect Theory I
W5 Prospect Theory I
Lecture 21 Prospects & Risk Attitude
Lecture 22 Risk Attitude & Axioms of EUT
Lecture 23 Other Axioms & Violations of EUT
Lecture 24 Anomalies of EUT & Prospect Theory
Lecture 25 Prospect Theory Evaluation
W6 Prospect Theory II & Criticisms
W6 Prospect Theory II & Criticisms
Lecture 26 The Value Function
Lecture 27 The Weighting Function
Lecture 28 Cumulative Prospect Theory I
Lecture 29 Cumulative Prospect Theory II
Lecture 30 Criticisms of Prospect Theory
W7 Mental Accounting I: Framing & Hedonic Editing
W7 Mental Accounting I: Framing & Hedonic Editing
Lecture 31 Mental Accounting
Lecture 32 Hedonic Editing Hypothesis
Lecture 33 Hedonic Framing, Acquisition Utility, and Transaction Utility
Lecture 34 Applications of Mental Accounting
Lecture 35 Payment Decoupling & Budgeting
W8 Mental Accounting II: Application & Life-Cycle Theories
W8 Mental Accounting II: Application & Life-Cycle Theories
Lecture 36 Behavioral & Classical Life Cycle Theories
Lecture 37 Budgeting & Choice Bracketing
Lecture 38 Choice Bracketing & Dynamic Mental Accounting
Lecture 39 Policy Implications of Mental Accounting
Lecture 40 Policy Implications of Mental Accounting II
W9: Intertemporal Choice I: DUM Foundations
W9: Intertemporal Choice I: DUM Foundations
Lecture 41 Intertemporal Choice Models
Lecture 42 Optimal Consumption in the Two Period Model
Lecture 43 Projection Bias
Lecture 44 Discounted Utility Model
Lecture 45 Features of the Discounted Utility Model
W10: Intertemporal Choice I: Anomalies & Hyperbolic Discounting
W10: Intertemporal Choice I: Anomalies & Hyperbolic Discounting
Lecture 46 Anomalies in DUM
Lecture 47 Anomalies of DUM & Time Inconsistent Behavior
Lecture 48 Naive Hyperbolic Discounting
Lecture 49 Naive Quasi Hyperbolic Discounting
Lecture 50 Some Special Discounting Cases
W11 Game Theory I: Analytical & Sequential Games
W11 Game Theory I: Analytical & Sequential Games
Lecture 51 Introduction to Strategic Interactions
Lecture 53 Sequential Game & Types of Games
Lecture 54 Problems with Classical Game Theory I
Lecture 55 Centipede Games
W12 Game Theory II: Behavioral Games & Social Preferences
W12 Game Theory II: Behavioral Games & Social Preferences
Lecture 56 Problems with Classical Game Theory III
Lecture 57 Introduction of Behavioral Games
Lecture 58 Ultimatum & Dictator Games
Lecture 59 Ultimatum & Public Goods Games
Lecture 60 Trust Games
305 SS
Financial Risk Management
305 SS
Introduction
Measurement of Risk
Investors Risk Management
Corporate Risk Management
Corporate Risk Management
Greek Letters
VaR & CaR
Derivatives
Derivatives
Futures Markets & Central Counter Parties
Hedging Strategies Using Futures
Forwards & Futures Pricing
Forwards vs Futures
Options
Appendix
404 TS
Time Series and Forecasting
404 TS
L1 Time Series Intro
L2 Examples of Time Series Data
L3 Stationarity in Time Series
L4 Weak vs strong stationarity
L5 Colab
L6 Time Series Decomposition
L7 Basic Time Seires Processes
L8 Autocorrelation and the Partial Autocorrelation Functions
L9 ACF and PACF for Some Time Series Processes
L10 Colab
L11 Non stationary Time Series
L12 Seasonality and its Features
L13 Cyclicity and Test for Stationarity
L14 Seasonality and SARIMA Model
L15 Colab
L16 Model Identification
L17 Model Estimation
L18 Diagnostic Checking 1
L19 Diagnostic Checking 2
L20 Colab
L21 Forecasting Basics
L22 Measuring Forecast Accuracy
L23 Smoothing Techniques (SMA,EMA)
L24 Double and Triple Exponential Smoothing
L25 Colab
L26 Persistent and Long Memory Processes
L27 ARFIMA Processes
L28 Hurst Exponent Estimation under ARFIMA
L29 Estimation under ARFIMA
L30 Colab
L31 Multivariate Time Series Analysis
L32 Cross covariance and Cross correlation
L33 Some Specific Multivariate Time Series Models
L34 Further Extensions and Use Cases
L35 Colab
L36 Cointegration & Further
L37 Error Correction Models
L38 Tests for Cointegration
L39 Causality Tests and Further
L40 Colab
L41 Frequency Domain Analysis
L42 Spectral Representation of a series
L43 Spectral Density Estimation
L44 Numerical Examples and Further
L45 Colab
L46 Stochastic Volatility Modelling
L47 ARCH Models
L48 ARCH LM Test & GARCH Models
Extensions of the GARCH Model
L50 Colab
L51 Nonlinear Time Series Models
L52 Regimes and Nonlinear Models
L53 Nonlinear Model Extensions
L54 Markov Switching Models
L55 Colab
L56 Machine Learning in TS
L57 Linear Regression for TS
L58 Other ML Models for TS
L59 Neural Networks for TS
L60 Colab
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