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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