ACT 601 · Year 5 · Semester 1 · 3 credits · Actuarial

Advanced Stochastic Reserving & Micro-Level Models

Individual-claim (micro-level) reserving, GLM/GBM/neural reserving, Bayesian MCMC reserving and one-year reserve risk under Solvency II.

This course's lesson films are not built yet

Generate the full series — one film per topic (6 topics), each with slides, narration script, worked example, checkpoints and practice. It is shared with every student once built.

Topics: Micro-level reserving · Neural & GBM reserving · Bayesian reserving · Merz–Wüthrich one-year risk · Model validation · Case study