AS2051 COURSE WEB PAGE

 

Calculus for Actuarial Science (AS2051)

 

 

The course will cover five principal areas

 

Section 1.         Differentiation

Section 2.         Lagrange multipliers

Section 3.         Integration

Section 4.         Laplace transforms

Section 5.         Differential equations

 

 

A more detailed course content list is here

 

AS2051 Course Content

 

The course will mostly follow Dr. L. Silvers’ transparencies

 

AS2051 Section 1

 

As2051 Section 2

 

AS2051 Section 3

 

AS2051 Section 4

 

AS2051 Section 5

 

A short note on Hessians and maxima and minima of functions of many variables courtesy of Dr. O. Kerr can be found below

 

AS2051 Hessians

 

 

BOOKS

 

Suggested books for the module

 

Calculus, T.M. Apostol (Blaisdell, 1957).

Calculus: One and Several Variables, Salas and Hille (Wiley,1995).

Advanced Engineering Mathematics, E. Kreyszig (Wiley,1988).

Mathematical Methods for Physics and Engineers, K. F. Riley, M. P. Hobson & S. J. Bence.

Student Solution Manual for Mathematical Methods for Physics and Engineers, K. F. Riley, M. P. Hobson & S. J.Bence.

 

but there are many more. Check out the Schaum series for lots of questions.

 

 

COURSE ASSESSMENT CRITERIA

 

The course runs over 10 weeks. Your final grade for the course will come from a weighted average of your exam (80% weight) and course work (20% weight). You need to get at least 40% on the coursework mark, and 40% on the exam mark to pass the course. Your coursework mark for this course will be an equal weighting of the coursework mark for Linear Algebra and the coursework mark for Calculus. Below I describe the coursework component of the Calculus part of the course which is what I am teaching.

 

COURSEWORK COMPONENT of ASSESSMENT

 

The coursework component of the Calculus part of AS2051 will consist of four short class tests. These will take place between 1300 and 1315 on a Monday in the week indicated by T in the table below. Each test will be marked out of 10 marks, and will be based on material covered in the course up to that point. The four tests will together count for 50% of your Calculus coursework grade.

 

 

Lecture Dates

26/9

3/10

10/10

17/10

24/10

31/10

7/11

14/11

21/11

28/11

Week

1

2

3

4

5

6

7

8

9

10

Assessment

 

 

T

 

T

 

T

T

 

 

 

EXAM COMPONENT of ASSESSMENT

 

The exam will take place in January and will be three hours long and consists of two parts: the Linear Algebra Part and the Calculus part. It will have eight questions: four on Linear Algebra and four on calculus. You need to answer 5 questions in total, at least two of which need to come from either section. In other words you have to answer 3 Linear Algebra questions and 2 Calculus questions OR 2 Linear Algebra questions and 3 Calculus questions. The exam will constitute 80% of your mark.

 

 

 

PROBLEM SHEETS

 

Problem sheets for the course are given below. You should attempt to solve as many of these as you can. I will be going over many of these during the tutorials on Mondays.

 

Question Sheet 1

 

Solution to problem 9 sheet 1

 

Question Sheet 2

 

Solution to problem 4 Sheet 2

 

Question Sheet 3

 

Question Sheet 4

 

Question Sheet 5

 

Question Sheet 6

 

Question Sheet 7

 

Question Sheet 8

 

Question Sheet 9

 

 

 

PAST EXAM PAPERS AND SOLUTIONS

 

Two past exam papers are available on the Moodle page for this course.