新人问问精算对数学的要求？

我非常想去waterloo,求waterloo的学长学姐给我点指导～～～

heteroske 发表于 2014-8-26 18:12
很多大学，都是把精算放在数学系的下面啊……精算算应用统计吧？？

大部分学校是这样的

精算庭子 发表于 2014-8-26 20:59
大部分学校是这样的

那为何说精算不需要测度论之类的东西？统计肯定要的吧

If you really want to do research, I would like to say Mathematics are useful.

More specifically, Probability, Stochastic Process, SDE are important topics.

To get a better understanding of those, Real Analysis and Measure Theory are helpful. And Calculus are fundamental of them.

Linear Alegebra become more important if you focus more on statistic methods such as glm.

I really didn't use any geometry, complex analysis or fourier analysis after graduated from Math major - -!
But I remembered fourier analysis was mentioned by one of my lecture professor for company bankruptcy theory.

Afterall, you never know what you need to use until you are using it. Get an overview of whole system is essential. To know what tools are available and always prepare to learn it is more important than what tools you already have for an actuary.

Sorry for can't type in Chinese. And bless all who are willing to donate their life for researching. lol~
  

heteroske 发表于 2014-8-26 21:46
那为何说精算不需要测度论之类的东西？统计肯定要的吧

等你开始学了就明白了。

tasty2012 发表于 2014-8-26 21:54
If you really want to do research, I would like to say Mathematics are useful.

More specifically ...

非常感谢！！请问代数，拓扑这方面的知识呢？对统计方面帮助大吗？另外物理是不是也要学点统计力学的课比较好呢？

理论上讲点集拓扑是测度论的前置课程，因而也是高等概率论以及随机分析前置课程。但初等概率论以及undergraduate level完全不需要
但实际上一般的测度论的书中会专门讲解半代数代数singma代数pi域lambda域之类的东西，以此引出catatheodory扩张定理来建立测度，而拓扑学的知识到这里就足够了。如果有必要的话还再加上一个分离公理以便于理解各种空间的性质。