PAPER PATTERN | ||
Risk Modelling and Survival Analysis(CS2A) | Theoretical exam – (MS – WORD) | 3 hours 20 minutes |
Risk Modelling and Survival Analysis (CS2B) | Computer exam (MS-WORD and R) | 1 hour 50 minutes |
Course Outcome
The aim of the Actuarial Statistics 2 subject is to provide a grounding in mathematical and statistical modelling techniques that are of particular relevance to actuarial work, including stochastic processes and survival models and their application.
- On successful completion of this subject, a student will be able to:
- describe and use statistical distributions for risk modelling.
- describe and apply the main concepts underlying the analysis of time series models.
- describe and apply Markov chains and processes.
- describe and apply techniques of survival analysis.
- describe and apply basic principles of machine learning
- Links to other subjects
This subject assumes that the student is competent with the material covered in CS1 and the required knowledge for that subject. CM1 and CM2 apply the material in this subject to actuarial and financial modelling. Topics in this subject are further built upon in SP1, SP7, SP8 and SP9.
Material in this subject is applied to actuarial modelling in subjects CM1 and CM2.
Deliverables
Top Scorers
Name | Course | Marks |
Meghna Agarwal | CT4 | AIR 1 |
Aman Shah | CS2 | 86 |
Madhu Sharma | CS2 | 85 |
Siddharth Sonthalia | CS2 | 84 |
Vandita Sarda | CS2 | 82 |
Anoushka Kothari | CS2 | 81 |
Aman Falor | CS2 | 80 |
Palak Garg | CS2 | 80 |
Devesh Newatia | CS2 | 79 |
Manchite Chawdhary | CS2 | 79 |
Nandini Baheti | CS2 | 79 |
Yash Agarwal | CS2 | 79 |
Sourabh H Jain | CS2 | 78 |
Yash Choudhary | CS2 | 78 |
Anirudh Shah | CS2 | 77 |
Mridul Heda | CS2 | 77 |
Mohit Raj Poddar | CS2 | 75 |
Varnika Lohia | CS2 | 75 |
Faculty
Meet the Instructor
Shivangee Agarwal
Shivangee Agarwal is a Bcom (Hons in Finance) graduate from St. Xaviers College, Kolkata. Having cleared (14/15) Actuarial papers, she has secured All India Rank 1 in CT7 – Business Economics. She has teaching experience of 5+ years and has mentored 1500+ students in the Actuarial & Data Analytics Domain. She is specialized in Excel / R Programming / Machine Learning / Predictive Analytics and has even finished an Integrated Programme in Business Analytics (IPBA) from IIM Indore. She has conducted workshops in some prominent colleges like St. Xavier’s College, Loreto College, IIM Indore, IBS Hyderabad, Lady Shri Ram College for Women – DU, Mithibai College and many more.