City UniversityFaculty of Actuarial Science and Statistics

Subject 103: Stochastic Modelling
MSc in Actuarial Science 2003/04


This module is being taught on the MSc/Postgraduate Diploma in Actuarial Science at Cass Business School. The lectures are being given by Dr Iqbal Owadally and Dr Russell Gerrard.

From this web page you will be able to access an outline lecture plan, course notes, questions for practising on (with, eventually, solutions) and anything else I feel like putting up on the web.

Brief general introduction.

Course Notes

These lecture notes, although they include everything on the OHP slides used in lectures, are not intended to form a complete set of notes for the course. They are merely there to serve as a point of reference as to the content of the course. Many examples which appear in lectures will not be included in the online notes.

Tutorial Sheets

Sheets of tutorial exercises will be published on this page at the same time as they are handed out in lectures.

Archive material

Exam papers from previous years are available from the Cass Library website. Choose the appropriate button and be prepared to type username and password; the papers are protected for reasons of copyright.

Alternatively, question papers and solutions for Subject 103 can be downloaded from the Institute and Faculty of Actuaries' website:
September 2003 Questions Solutions
April 2003 Questions Solutions
September 2002 Questions Solutions
April 2002 Questions Solutions
September 2001 Questions Solutions
April 2001 Questions Solutions
September 2000 Questions Solutions
April 2000 Questions Solutions

External resources


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Maintained by Russell Gerrard