Free SOA Exam SRM (Statistics for Risk Modeling) Lessons

All 22 SOA Exam SRM (Statistics for Risk Modeling) lessons are free to read, each with worked examples and audio narration. No signup required.

Basics of Statistical Learning

• Types of Modeling Problems and Methods (8 min)
• Assessing Model Accuracy (13 min)
• The Bias-Variance Tradeoff (10 min)
• Resampling and Cross-Validation (14 min)

Linear Models

• OLS vs GLM: Model Assumptions (29 min)
• Exponential Family and Link Functions (17 min)
• Interpreting Model Parameters in Context (20 min)
• Model Fit and Diagnostic Tests (27 min)
• Model and Variable Selection (36 min)
• Prediction and Confidence Intervals (21 min)
• How GLM Approaches Differ from OLS (23 min)

Time Series Models

• Stochastic Time Series Concepts (16 min)
• Time Series Models: Smoothing, AR, and ARCH (24 min)
• Time Series Forecasts and Intervals (27 min)

Decision Trees

• Building Decision Trees (23 min)
• Classification and Regression Trees (19 min)
• Bagging, Boosting, and Random Forests (21 min)
• Decision Trees vs Linear Models (14 min)

Unsupervised Learning Techniques

• Principal Components Analysis (18 min)
• Interpreting PCA Results (10 min)
• K-Means and Hierarchical Clustering (23 min)
• Choosing the Number of Clusters (10 min)