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We learn about maximum likelihood estimation, which is a common method to estimate parameters.",{"type":1425,"name":1426,"value":1446},"S3",{"id":1465,"name":1466,"ordinal":1467,"minWeight":1451,"maxWeight":1468,"contentStats":1469,"meta":1474,"shortname":1478},4922,"Introduction to Credibility",4,0.05,{"wordCount":1470,"assignmentQuestionCount":1467,"videoDurationInMinutes":1441,"practiceQuestionCount":1471,"characterCount":1472,"learnManualCount":1473},6077,42,45541,6,[1475,1477],{"type":1422,"value":1476},"We learn about classical credibility. We apply it in the context of combining a small specific dataset from a group of customers with a large general dataset from a whole industry.",{"type":1425,"name":1426,"value":1446},"S4",{"id":1480,"name":1481,"ordinal":1419,"minWeight":1482,"maxWeight":1483,"contentStats":1484,"meta":1489,"shortname":1494},4924,"Pricing and Reserving for Short-Term Insurance Coverages",0.1,0.15,{"wordCount":1485,"assignmentQuestionCount":289,"videoDurationInMinutes":1486,"practiceQuestionCount":1487,"characterCount":1488,"learnManualCount":962},21145,164,127,148141,[1490,1492],{"type":1422,"value":1491},"Loss reserving and ratemaking are two of the most important functions in short-term insurance. We learn a number of techniques for estimating loss reserves and look at how rates are set.",{"type":1425,"name":1426,"value":1493},"4","S5",{"id":1496,"name":1497,"ordinal":1473,"minWeight":1451,"maxWeight":1452,"contentStats":1498,"meta":1505,"shortname":1509},4952,"Option Pricing Fundamentals",{"wordCount":1499,"assignmentQuestionCount":1500,"videoDurationInMinutes":1501,"practiceQuestionCount":1502,"characterCount":1503,"learnManualCount":1504},18514,46,160,99,129188,26,[1506,1508],{"type":1422,"value":1507},"Derivatives are a fundamental part of financial risk management. We look into a type of derivative called options. We learn about the properties of options and how they are used as insurance. We use our first model for pricing options by creating a binomial model for stock prices. The Black-Scholes-Merton option pricing formula is discussed.",{"type":1425,"name":1426,"value":1446},"S6",{"id":1511,"name":1512,"ordinal":1458,"minWeight":1451,"maxWeight":1468,"contentStats":1513,"meta":1519,"shortname":1523},4969,"Long-Term Insurance Coverages and Retirement Financial Security Programs",{"wordCount":1514,"assignmentQuestionCount":1458,"videoDurationInMinutes":1515,"practiceQuestionCount":1516,"characterCount":1517,"learnManualCount":1518},13128,63,50,83200,15,[1520,1522],{"type":1422,"value":1521},"We begin to explore long-term actuarial mathematics. We get some background to modern actuarial practice pertaining to long-term, life contingent payments. We also learn key features of insurance coverages and retirement financial security programs.",{"type":1425,"name":1426,"value":1427},"L1",{"id":1525,"name":1526,"ordinal":1527,"minWeight":1482,"maxWeight":1483,"contentStats":1528,"meta":1533,"shortname":1537},4928,"Mortality Models",8,{"wordCount":1529,"assignmentQuestionCount":925,"videoDurationInMinutes":1530,"practiceQuestionCount":1531,"characterCount":1532,"learnManualCount":1416},28622,335,209,214345,[1534,1536],{"type":1422,"value":1535},"This section is foundational to subsequent sections. Probability theory forms the foundation for life contingent payment models. We study the laws of probability for mortality in a survival model. We also learn about specific mortality models and assumptions.",{"type":1425,"name":1426,"value":1446},"L2",{"id":1539,"name":1540,"ordinal":1541,"minWeight":1542,"maxWeight":1543,"contentStats":1544,"meta":1551,"shortname":1555},4936,"Present Value Random Variables for Long-Term Insurance Coverages",9,0.125,0.2,{"wordCount":1545,"assignmentQuestionCount":1546,"videoDurationInMinutes":1547,"practiceQuestionCount":1548,"characterCount":1549,"learnManualCount":1550},40930,107,380,297,313496,51,[1552,1554],{"type":1422,"value":1553},"We evaluate different types of insurance under a discrete or continuous assumption and examine the relationship between continuous and discrete insurance models. We then evaluate annuity payouts made to a policyholder under a discrete or continuous assumption, the relationship between continuous and discrete annuity models, and the mathematical relationship between insurance and annuities.",{"type":1425,"name":1426,"value":1493},"L3",{"id":1557,"name":1558,"ordinal":289,"minWeight":1483,"maxWeight":1559,"contentStats":1560,"meta":1567,"shortname":1571},4943,"Premium and Policy Value Calculation for Long-Term Insurance Coverages",0.225,{"wordCount":1561,"assignmentQuestionCount":1562,"videoDurationInMinutes":1563,"practiceQuestionCount":1564,"characterCount":1565,"learnManualCount":1566},27857,77,338,354,211270,43,[1568,1570],{"type":1422,"value":1569},"We apply concepts from the last two sections to determine premiums charged by insurance companies. We use the equivalence principle, along with other assumptions, to calculate the premium for a particular policy. Expenses are added into the model as an additional payment to the insurer. We learn to calculate and model reserves set aside by an insurance company to remain solvent.",{"type":1425,"name":1426,"value":1446},"L4"]