Avi
08-11-2005, 02:01 PM
http://www.casact.org/admissions/syllabus/2005/changes2006.pdf
EXAM 9
Delete: D’Arcy and Dyer, “Ratemaking: A Financial Economics Approach.”
Add: Anderson, D.; Feldblum, S.; Modlin, C.; Schirmacher, D.; Schirmacher, E.; and Thandi, N, “A
Practitioner’s Guide to Generalized Linear Models” (Second Edition), CAS Study Note, May
2005. [Note: the study note edition is a revised version of a paper from the CAS Discussion
Paper Program. Candidates must use the study note edition.]
Modify: Butsic, R.P., “Determining the Proper Interest Rate for Loss Reserve Discounting: An
Economic Approach,” Evaluating Insurance Company Liabilities, Casualty Actuarial Society
Discussion Paper Program, 1988, pp. 147-186, excluding pp. 171-178. (Appendix II is
excluded.)
Miccolis, R.S., “On the Theory of Increased Limits and Excess of Loss Pricing,” PCAS LXIV,
1977, pp. 27-59, excluding “Risk Reduction by Layering” (pp. 45-49). Including discussion
of paper: Rosenberg, S., PCAS LXIV, 1977, pp. 60-73.
EXAM 9
Delete: D’Arcy and Dyer, “Ratemaking: A Financial Economics Approach.”
Add: Anderson, D.; Feldblum, S.; Modlin, C.; Schirmacher, D.; Schirmacher, E.; and Thandi, N, “A
Practitioner’s Guide to Generalized Linear Models” (Second Edition), CAS Study Note, May
2005. [Note: the study note edition is a revised version of a paper from the CAS Discussion
Paper Program. Candidates must use the study note edition.]
Modify: Butsic, R.P., “Determining the Proper Interest Rate for Loss Reserve Discounting: An
Economic Approach,” Evaluating Insurance Company Liabilities, Casualty Actuarial Society
Discussion Paper Program, 1988, pp. 147-186, excluding pp. 171-178. (Appendix II is
excluded.)
Miccolis, R.S., “On the Theory of Increased Limits and Excess of Loss Pricing,” PCAS LXIV,
1977, pp. 27-59, excluding “Risk Reduction by Layering” (pp. 45-49). Including discussion
of paper: Rosenberg, S., PCAS LXIV, 1977, pp. 60-73.