ASRM 441

Spring 2024 All Classes

All Classes

Statistics for Risk Modeling I

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Credit: 4 hours.

Introduction to statistics for risk modeling, starting with simple linear regression, extending to multiple linear regression and diagnostic testing of model adequacy and assumptions. Students learn how to identify, test, and correct for influential points, heteroscedasticity and multicollinearity. The course also covers time series from white noise and random walks to ARIMA models, and how time series models are used for forecasting in financial applications.

4 undergraduate hours. 4 graduate hours. Credit is not given towards graduation for both ASRM 441 and STAT 420/ASRM 450. Prerequisite: ASRM 401 or STAT 400.

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ASRM 441 class schedule data for spring 2024
	CRN	Type	Section	Time	Day	Location	Instructor	Section Details
	75729	Discussion/ Recitation Lecture	G G	10:00AM -10:50AM 11:00AM -12:20PM	F TR	2025 Campus Instructional Facility 119 David Kinley Hall	Icaza, E Icaza, E	Part of Term: 1 Date Range: 01/16/24-05/01/24 Credit: 4 hours Restriction(s): Restricted to Graduate - Urbana-Champaign. Restricted to PHD:Mathematics -UIUC, MS: Actuarial Science - UIUC, or MS:PA Risk Mgmt - UIUC.
	75728	Discussion/ Recitation Lecture	UG UG	10:00AM -10:50AM 11:00AM -12:20PM	F TR	2025 Campus Instructional Facility 119 David Kinley Hall	Icaza, E Icaza, E	Part of Term: 1 Date Range: 01/16/24-05/01/24 Credit: 4 hours Restriction(s): Restricted to Actuarial Science major(s). Restricted to Undergrad - Urbana-Champaign.