This course is an introductory course to non-life actuarial mathematics and is also a core course in actuarial science. It covers three essential topics: (1) loss models; (2) risk measures; and (3) model construction and evaluation, all of which are test topics of SOA STAM Exam.
The required textbook is: Nonlife Actuarial Models: Theory, Methods and Evaluation, by Yiu-Kuen Tse, Cambridge University Press, 2009. The official slides from the author can be download here.
Please read the course syllabus for full details.
Section 4a Known Distributions: Bernoulli and Binomial Distributions (video6 & notes)
Section 4b Known Distributions: Geometric and Negative Binomial Distributions (video7 & notes)
Section 4c Known Distributions: Poisson Distributions (video8 & notes)
Section 6a Constructing New Distributions (video10 & see notes in 6b)