X. Sheldon Lin
Office: 402 Stewart Building, 149 College St.
Phone: 416-9465969
Email: sheldon@utstat.utoronto.ca


Courses I am teaching in Fall, 2017
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ACT451H1F/STA2500 Loss Models Fall 2017

Course Information
Sections 1-6 of Study Manual
Tables for Exam C/4 (Normal and Chi-Square tables, Inventory of continuous and discrete distributions
Midterm Information
The 2016 Midterm with solution

Midterm with Solution

Lecture Notes
Week 1 Week 2 Week 3 Week 4 Week 5 the Erlang Mixture Model Week 6
Weeks 7-8 Week 9 Week 10

Quizzes
Quiz 1 with solution Quiz 2 with solution Quiz 3 with solution

Practice Problems:

Sept 14
Problem Set 2: 2-4, 7-9, 11, 12; Problem Set 3: 3, 4, 10, 12, 18; Problem Set 4: 2, 7, 10; Problem Set 5: 1, 2.
Sept 21
Problem Set 5: 3, 4, 5, 7-12; Problem Set 6: 2,
Sept 28
Problem Set 6: 1, 3(a-c); Problem Set 21: 1, 2.
Oct 5
Problem Set 7: 1-8; Problem Set 8: 1-6, 8-12, 14.
Oct 12
Problem Set 9: 1-7, 9-13; Problem Set 10: 1, 3-5.
Oct 26
Problem Set 11: 1-6, 8-12, 15, 17, 19; Problem Set 12: 1-3, 5-10, 12-17; Problem Set 13: 1-6.
Nov 14
Problem Set 14: 1-14; Problem Set 15: 1, 3-5.
Nov 16
Problem Set 16: 1-3, 5, 8, 9, 11-14, 19-23; Problem Set 17: 1, 4-7, 10, 11, 13.

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ACT460H1F/STA2502 Stochastic Methods for Actuarial Science Fall 2017

Course Information (Updated on Oct 17. The midterm will be given in EX200 on Oct 24 from 3:15pm to 4:45pm!)
The Standard Normal Table
The formula sheet to be used in the midterm and final exam
Solution of the 2017 midterm

Lecture Notes
Week 1 Week 2 (updated) Week 3 Week 4 (updated) notes on variable annuities Week 5
Week 6 Week 8 Week 9 Week 10 EIA Notes for rest weeks

Materials from Tutorials
Instruction on use of VBA Excel worksheet for binomial trees from Tutorial 1 Excel worksheet from Tutorial 2

Homework Assignments

Assignment 1 Assignment 1 Solution
Assignment 2 (updated on Oct 18) Solution of Q1 and Q4 Assignment 2 Solution of Q2
Assignment 3 Do Q2(e), Q3 and Q4. Due on Thursday Nov 16 at 2pm in 402 Stewart Building. Solution of Assignment 3
Assignment 4 Due on Wednesday Nov 29 at 4pm in 402 Stewart Building.

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STA4510H1F Insurance Risk Models II (Oct 16-Nov 27, 2013)




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ACT240H1F Mathematics of Investment and Credit Fall 2012

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ACT348H1F Intermediate Life Contingencies Fall 2012

About the final exam

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ACT452 Loss Models II, Winter 2012
Course Information


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ACT466 Credibility and Simulation, Winter 2012
Course Information

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ACT247 Introductory Life Contingencies, Winter 2008
Course Information

ACT349 Topics in Actuarial Science: Corporate Finance Course Outline STA2503/MMF1941 Stochastic Analysis for Finance Course Outline
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