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Hursh Gupta
Working on: Ganaka
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2025
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Exam 5
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Reserving
Reserving
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Other Components
ALAE
ULAE
Exam 7
Advanced Estimation of Claims Liabilities
Exam 7
Traditional
Traditional
Mack: Benktander
Hurlimann: Credible reserves
Brosius: LDF with credibility
Clark: Curve Fitting & Development
Mack (1994): Stochastic Chainladder
Venter: Validate LDF Assumptions
Advanced
Advanced
Shapland: ODP Bootstrap
Taylor: GLMs in Reserving
Meyers: Validating Bayesian MCMC
Verrall: Expert Opinion
Other Considerations
Other Considerations
Sahasrabuddhe: Development in Layers
Siewert: LDFs for high deductibles
Marshall: Risk margin assesment
Friedland: Reserving in Reinsurance
Teng & Perkins: Retro Rating & Asset Premiums
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
Stationary Time Series Model
Multiple Time Series Model
Cointegration & Error Correction Models
ARCH & GARCH Models
Nonlinear Time-Series Models
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
401 SKG
History of Modern Economic Analysis
401 SKG
Evolution of Economic Thought
404 TS
Time Series & Forecasting
404 TS
W1 Introduction & Stationarity
W1 Introduction & Stationarity
Introduction to TS
Examples of TS Data
Stationarity in TS
Weak Vs Strong Stationarity
Lab
W2 Decomposition & Correlation
W2 Decomposition & Correlation
TS Decomposition
Basic TS Processes
ACF & PACF
ACF & PACF for some TS processes
Lab
W3 Non-Stationarity & SARIMA
W3 Non-Stationarity & SARIMA
Non-stationary TS
Seasonality & its Features
Cyclicity and test for Stationarity
Seasonality & SARIMA Model
Lab
W4 Model Identification & Diagnostics
W4 Model Identification & Diagnostics
Model Identification
Model Estimation
Diagnostic Checking
L19 Diagnostic Checking 2
Lab
W5 Forecasting & Smoothing
W5 Forecasting & Smoothing
Forecasting Basics
Measuring Forecast Accuracy
Smoothing Techniques (SMA, EMA)
Double & Triple Exponential Smoothing
Lab
W6 Long-Memory Processes
W6 Long-Memory Processes
Persistent & Long-Memory Processes
ARFIMA Processes
Hurst Exponent
Estimation under ARFIMA
Lab
W7 Multivariate Time Series
W7 Multivariate Time Series
Multivariate TS Analysis
Cross-covariance & Cross-correlation
Some Specific Multivariate TS models
Further Extensions & Use Cases
Lab
W8 Cointegration & Causality
W8 Cointegration & Causality
Cointegration & Further
Error Correction Models
Tests for Cointegration
Causality Tests & Further
Lab
W9 Frequency Domain Analysis
W9 Frequency Domain Analysis
Frequency Domain Analysis
Spectral Representation of a series
Spectral Density Estimation
Numerical Examples & Further
Lab
W10 Volatility & ARCH/GARCH
W10 Volatility & ARCH/GARCH
Stochastic Volatility Modelling
ARCH Models
ARCH LM Test & GARCH Models
Extensions of the GARCH Model
Lab
W11 Nonlinear Models
W11 Nonlinear Models
Nonlinear TS Models
Regimes & Nonlinear Models
Nonlinear Model Extensions
Markov Switching Models
Lab
W12 Machine Learning in TS
W12 Machine Learning in TS
Machine Learning in TL
Linear Regression in TS
Other ML Models for TS
Neural Networks for TS
Lab
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