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  • Actuarial Practice and Control IIACTL90011

    Offered:Semester 2Year:2019

      Topics include assessment of solvency; analysis of experience; analysis of surplus; actuarial techniques in the wider fields; and an introduction to professionalism.

  • Actuarial Practice and Control IIACTL40007

    Offered:Semester 2Year:2019

    Topics include assessment of solvency; analysis of experience; analysis of surplus; actuarial techniques in the wider fields; and an introduction to professionalism.

  • Modelling the Australian MacroeconomyECOM90012

    Offered:Semester 2Year:2019

    This subject examines the use of macroeconomic models in economic policy analysis. The overall aim of the course is to discuss system approaches to estimating the macro-economy. Special attention will be paid to the SVAR and DSGE approaches and the relationship between them. The course will also ...

  • MacroeconometricsECOM90007

    Offered:Semester 1Year:2019

    This subject provides an advanced discussion of the main techniques used in macroeconometric analysis. The topics covered in this course will be selected from the following broad areas: (1) Univariate analysis of stationary and non stationary series including ARIMA possesses, unobserved component...

  • Basic EconometricsECOM30001

    Offered:Semester 1Year:2019

    This subject examines multiple regression analysis and its use in economics, management, finance, accounting and marketing. Topics will include the properties of estimators, hypothesis testing, specification error, multicollinearity, dummy variables, heteroskedasticity, serial correlation. Empiri...

  • Applied Microeconometric ModellingECOM30003

    Offered:Semester 2Year:2019

    This subject examines estimation and testing of microeconometric models based on cross-sectional and panel data and quantitative and limited dependent variables. Illustrative application topics normally will include labour economics, consumer demand and finance. The computer software used is Stata.

  • Econometrics 1ECOM20001

    Offered:Semester 1, Semester 2Year:2019

    This subject provides an introduction to econometrics, which involves using data and statistical methods to estimate economic relationships, test economic theory, and predict the impact of policy. Topics covered include probability and statistics, single linear regression, multiple linear regress...

  • Econometrics 2ECOM30002

    Offered:Semester 1, Semester 2Year:2019

    Extensions of the multiple regression model are examined. Topics include causal and statistical interpretations of regression models, instrumental variables, panel data and time series regression models and relevant statistical theory.

  • Actuarial Science Research Report Part 1ACTL90016

    Offered:Semester 1, Semester 2Year:2019

    A research essay not exceeding 10,000 words on a topic approved by the Head of Department. The word count includes bibliography, footnotes, appendices and the number of words which would take up space used for tables, formulae and charts.

  • Actuarial Studies Projects Part 2ACTL40011

    Offered:Semester 2Year:2019

    Please refer to the handbook page for Part 1: ACTL40010.

  • Risk Theory IACTL40002

    Offered:Semester 1Year:2019

    Topics include collective risk model, calculation of moments and mgf of aggregate claims, recursion formulae, effect of reinsurance; individual risk model, recursion formulae and approximations; credibility theory, exact credibility and the Buhlmann-Straub model; an introduction to ruin theory.

  • Actuarial Practice and Control IACTL40006

    Offered:Semester 1Year:2019

    Topics include insurance markets and products; underwriting and risk assessment; policy design; actuarial modelling; actuarial assumptions and feedback; reserving methods.

  • Actuarial Studies Research EssayACTL40001

    Offered:Semester 1, Semester 2Year:2019

    A research essay of not more than 10,000 words on a topic approved by the Head of Department. The word count includes bibliography, footnotes, appendices and the number of words which would take up space used for tables, formulae and charts.

  • Financial Mathematics IIACTL20002

    Offered:Semester 2Year:2019

    Topics include discount valuation of bonds and other assets including forward contracts; term structure of interest rates; duration and convexity; distributions of accumulations and present values; stochastic simulation; time series models

  • Financial Mathematics IACTL20001

    Offered:Semester 1Year:2019

    Topics include compound interest functions; valuation of a series of payments, including where the cash flows and/or the force of interest are continuous functions of time; equations of value; financial analysis of loan contracts and investment projects; characteristics of major asset types.

  • Introduction to Actuarial StudiesACTL10001

    Offered:Semester 2Year:2019

    This subject is an introduction to compound interest functions and operations; valuation of annuities, bonds and loans; demography, and factors affecting population growth and size; construction and use of the life table; applications of these in life insurance; types of insurance products; the r...

  • Advanced Econometric Techniques 2ECOM90014

    Offered:Semester 2Year:2019

    The aim of this subject is to take the skills developed in ECOM90005 Advanced Econometric Techniques and use them to explore the main techniques for analysing a variety of econometric problems.

  • Research MethodsECOM90022

    Offered:Semester 1Year:2019

    This subject provides an overview of research methodology. It aims to introduce a range of skills that are likely to be encountered during the completion of a Research Project as well as in future research and professional work. These skills will include identifying and applying the appropriate e...

  • Special Topics in Adv. Econometrics 2ECOM90015

    Offered:Semester 1Year:2019

    Special topics may be offered from time to time which reflect the interests of permanent and/or visiting members of staff. The purpose of this subject is to develop the research ability of students through intensive discussion of set readings. Details of specific topics to be covered each year wi...

  • Computational Economics and BusinessECOM90020

    Offered:Semester 1Year:2019

    This subject covers the application of computer based techniques to solve the problems encountered in economics and business. The techniques covered include the construction and use of hierarchical data sets, the use of multivariate graphics and statistics in the context of data mining applicatio...