Actuarial Statistics for Risk Modeling introduces statistical learning theory and methods for analyzing risks in actuarial applications, covering linear/nonlinear models, diagnostics, and variable selection.
Fundamentals of short-term actuarial modeling covering the definition and selection of probability distributions for heavily tailed and skewed insurance data.
Paul Johnson explained difficult material clearly using examples and proved concepts during lectures. Students found the tests and homework challenging but manageable through practice problems and his office hours, where he confirmed answers and remained available for questions.
Calculus-based introduction to statistical inference and modeling (regression, time series) applied to business data for decision-making under uncertainty.