AMS 410 Actuarial Mathematics (Fall 2008)

Instructor: Ning SUN

Course Information

• Class Time and location: TuTh 06:50-08:10PM @ LGT ENGR LAB 102
• Office Hour: Tu Th 05:30-06:30 PM@ Math Tower B-148 (7)
• Teaching Assistant: Josh LOVE
  • Email: jlove@ams.sunysb.edu
  • Office hour: M W 4-5PM@ Harriman Help Room 010
• Textbook: ACTEX Study Manual SOA Exam P - CAS Exam 1. 2007 Edition. Samuel. A. Broverman, Ph.D., ASA
• Reference: A First Course in Probability Sixth Edition by Sheldon Ross
• Prerequisites: Mainly targeted at students who have knowledge of Calculus and have already taken 311.

Course Outline

• Goal: This course is a preparation for the SOA Exam P - CAS Exam 1. You can take it for 3 credits, or just sit in.
• 5 parts:
  • General probability
  • Discrete distributions
  • Continuous distributions
  • Multivariate distributions and transformation
  • Risk management

Grading Policy

• You can get an A for this course if you pass the SOA Exam P. Otherwise, your grade will be based on: Homework (25%) + in-class tests (35%) +Final (40%).
• You will have five tests (4 in-class and 1 final) similar in format (5-option Multiple-Choice, MC) and difficulty to the actuarial exam. You MUST let me know ahead of time that you will not be able to take any exam.
  • First diagnostic test on Sep 4 (wonĄŻt count, 10 MC problems)
  • First midterm on Sep 25 (10 MC)
  • Second midterm on Oct 28 (10 MC)
  • November diagnostic test on Nov 20 (10 MC)
  • Final on Dec 23 (8:00-10:30pm) (18 MC + 2 bonus)
• You will have 5 homework assignments (10 calculation problems).

Course Files