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

Final Exam Information

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 Week 11 Week 12 Week 13

Quizzes

Quiz 1 with solution Quiz 2 with solution Quiz 3 with solution Quiz 4 with solution Quiz 5 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.

Nov 23

Problem Set 16: 17, 18, 24; Problem Set 17: 8, 9, 15, 18, 22, 24, 25, 26, 29, 30, 31, 33, 36, 37, 38, 42; Problem Set 18: 1, 2, 3(ii), 4(ii, iii), 7, 8, 10-20.

Nov 30

Problem Set 19: 2, 3, 6, 19, 20, 21; Problem Set 16: 15; Problem Set 17: 35, 39.

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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 2016 midterm Solution of the 2017 midterm

Final exam information

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 Week 11 Week 12

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 Q2 results

Assignment 3 Solution of Assignment 3

Assignment 4 Solution of Assignment 4 Q5 VBA codes

Assignment 5 Solution of Assignment 5 Q3 codes and results (the credit goes to Yi Liu)

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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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