Risk measures, individual and collective risk models, credibility theory; applications to actuarial and financial mathematics.

Prerequisites: PSTAT 120B with a minimum grade of C or better.

4

Units

Optional

Grading

1, 2

Passtime

None

Level Limit

Letters and science

College
These majors only finms actsc stsds stsap stats
PEDERSEN H W
Hal Pedersen
13 reviews
Lecture
PSYCH1902
T R
09:30 AM - 10:45 AM
75 / 75 Full
Sections
ILP 4205
T
14:00 PM - 14:50 PM
25 / 25 Full
ILP 4107
T
12:00 PM - 12:50 PM
25 / 25 Full
GIRV 1119
T
13:00 PM - 13:50 PM
25 / 25 Full
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PSTAT 173 Pedersen H W Fall 2023 Total: 34
PSTAT 173 Pedersen H W Fall 2022 Total: 43
See All
PSTAT172A . Pedersen H W 2 Months Ago

worst professor. unorganized and uncommunicative throughout the quarter. all the exams ended up being online but they were all super difficult. would post everything he said he would late. never released the grades for anything even after grades were due. and he missed the deadline so i didn't know my grade until two weeks after grades were due.

0 helpful 0 unhelpful
PSTAT172A . Pedersen H W 3 Months Ago

Actually no help at all during the entire quarter. Inaccessable by any means of communication, lectures that are just him reading off the textbook, no clear criteria on grading, Its past finals week and still dont know what I got on any of the assignments in the quarter.

0 helpful 0 unhelpful
PSTAT172A . Pedersen H W 3 Months Ago

We had two online quizzes, a midterm, a final project, and a final exam. He forgot to post study material for the in-person midterm so he postponed it for 10 days and made it online. I'm writing this the day before finals week and he hasn't posted grades for any of the quizzes or midterm so we have no idea of what our current grades are. Hard class

0 helpful 0 unhelpful
PSTAT170 . Pedersen H W 1 Year, 2 Months Ago

Been suffering from insomnia for a while now, but this professor solved that for me! Monotone lectures read directly off the slides put me right to sleep. Literally struggled to stay awake, only took this professor due to schedule limitations

1 helpful 0 unhelpful
PSTAT 170
98 / 100 Enrolled
Introduction to Mathematical Finance
Tan Ying
M W
08:00 AM - 09:15 AM
PSTAT 171
37 / 100 Enrolled
Mathematics of Fixed Income Markets
Hal Pedersen 2.1
T R
12:30 PM - 13:45 PM
PSTAT 174
80 / 80 Full
Time Series
Tan Ying
M W
09:30 AM - 10:45 AM
PSTAT 182T
5 / 25 Enrolled
Tutorial in Actuarial Statistics
T B A
M
18:30 PM - 19:45 PM