MAS224, Actuarial Mathematics (Spring 2008)

Notice Board
2006 EXAM SOLUTIONS are now posted, see below. I had no time to verify these solutions, so please let me know if you find any errors.

Lecturer

Professor Boris Khoruzhenko

Room 111, Mathematical Sciences

Tel.: extn. 5495 or 020 7882 5495

E-mail: b.khoruzhenko (at) qmul.ac.uk

Office hours: Thursday 1-2pm and Friday 2-3 pm

Course information

Course specifications and timetable

Course information sheet

Key objectives

Course materials

Coursework

For your convenience solutions are posted in two forms: (i) with no mark scheme shown, these files are about 50 Kb each and take no time to download; and (ii) annotated solutions showing mark scheme, please be aware that these files are huge, each in excess of 1Mb, and can take some time to download, especially if you are using a dial-up service.

Problem sheet 1 (due 21/01/08), solutions and mark scheme

Problem sheet 2 (due 28/01/08), solutions, mark scheme and marker's report

Problem sheet 3 (due 04/02/08), solutions, mark scheme and marker's report

Problem sheet 4 (due 11/02/08), solutions, mark scheme and marker's report

Problem sheet 5 (due 25/02/08), solutions, mark scheme and marker's report

Problem sheet 6 (due 10/03/08), solutions, mark scheme and marker's report

Problem sheet 7 (due 17/03/08), solutions, mark scheme and marker's report

Problem sheet 8 (due 31/03/08) solutions, mark scheme and marker's report

Problem sheet 9 (should not be submitted) solutions and asked questions and answers

Mid-term test papers

Sample test paper and solutions

Test paper 2006-7 and solutions

Test paper 2007-8 , solutions (typo corrected 25/2/08, correction in red) and marker's report

Examination papers

List of formulae to be provided with the examination paper

Formulae to memorise

Examination paper 2005-6 and solutions

Examination paper 2006-7

 

Handouts (list of typos, thanks to Dr Harris)

Annuities: a brief summary (21/01/08)

Annuities: worked examples (21/01/08)

Amounts outstanding: a worked example (28/01/08)

Facts from probability (28/01/08, corrected 21/02/08 - corrections in red)

Life tables: a worked example (04/02/08, corrected 21/02/08 - corrections in red)

Interpolation on LTF (11/02/08, corrected 05/03/08)

Select mortality: worked examples (14/02/08, corrected 21/02/08- corrections in red)

Life assurance glossary (26/02/08)

Normal approximation (07/03/08)

Section summaries (with thanks to Dr Rass)

Section 1 Compound interest summary

Section 2 Life table functions summary

Typo in section 2 summary : for the {t|m}_q_x, the t and m were the wrong way round, now corrected)

Section 3 Monetary functions summary

Section 4 Population models summary

Notes (list of typos, thanks to Dr Harris)

Notes from the ACTUARIAL STATISTICS COURSE (2000-01) will be made available as the course progresses. They cover some, but not all, of the material in the current Actuarial Maths course and may include some material which is not covered in MAS224. These notes are NOT the notes for the Actuarial Maths course and students are advised to take their own notes in lectures.

2000-01 notes: L1, L2-3, L4, L5, L6 , L7 (corrected 21/02/08), L8, L9, L10-11 (corrected 21/02/08), L12 (corrected 21/02/08), L13 (corrected 21/02/08), L14 (corrected 05/03/08), L15, L16, L17, L18, L19, L20, L21

Other resources

Lectures on the mathematics of actuarial science, by Eric V. Slud, University of Maryland

Probability I course material

Probability II course material

Slides from the Actuarial talk given by Dr Douglas Wright (Cass Business School) at QMUL in 2006/7

The Actuarial Profession

This page is maintained by Boris Khoruzhenko
Last updated 7 April 2008