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 Showing results 1 to 15 of 15 Search took 0.01 seconds. Search: Posts Made By: Peter T.W. Chen
 Forum: General Actuarial 04-12-2018, 11:01 PM Replies: 13 Views: 1,810 Posted By Peter T.W. Chen Dear All, I figure out the problem. It... Dear All, I figure out the problem. It seems that we can ignore period 1 and 2 because the last effective month is Dec 2017, so we can remove them. We just need to consider period 3 as 1 and use...
 Forum: General Actuarial 04-12-2018, 10:33 PM Replies: 13 Views: 1,810 Posted By Peter T.W. Chen Thanks for your recommendation on spread/gather. ... Thanks for your recommendation on spread/gather. I use data.table rather than dplyr because my origional raw data has more than 6500000 observations. data.table can manipulate raw data quickly than...
 Forum: General Actuarial 04-12-2018, 10:27 PM Replies: 13 Views: 1,810 Posted By Peter T.W. Chen For your other questions: 1. incremental. so I... For your other questions: 1. incremental. so I will transform to cumulative first. 2. I am not pretty sure what you means. Could you please explain more? 3. Purchased month can be considered as...
 Forum: General Actuarial 04-12-2018, 10:13 PM Replies: 13 Views: 1,810 Posted By Peter T.W. Chen Actually, I modified my triangle as an square.... Actually, I modified my triangle as an square. (add 2018/1/1 and 2018/2/1). However, I got this error: Error in lm.wfit(x, y, w, offset = offset, singular.ok = singular.ok, : NA/NaN/Inf in...
 Forum: General Actuarial 04-12-2018, 07:09 AM Replies: 13 Views: 1,810 Posted By Peter T.W. Chen MackChainLadder problem for claim count development triangle Dear all, I got a problem on claim count development triangle. I use R package (ChainLadder) to calculate claim count development. Here is my data: mackcc <-...
 Forum: Georgia State University 02-06-2018, 03:49 AM Replies: 0 Views: 2,313 Posted By Peter T.W. Chen GSU MAS & MRM dual master programs I am flattered to reveive offer from GSU 2018 fall MAS and MRM dual master programs. My background: 1. Bachelor of Science in Statistics 2. 1.5 year working experience in P&C as an actuarial...
 01-25-2018, 02:28 AM Replies: 2 Views: 2,420 Posted By Peter T.W. Chen Actually, I work at P&C company in Actuarial... Actually, I work at P&C company in Actuarial department; however, I also need to do some ERM work. I'm not sure I will return to P&C. It seems that P&C is a good future path based on my recent...
 01-24-2018, 11:48 PM Replies: 2 Views: 2,420 Posted By Peter T.W. Chen [Master] GSU vs. Temple vs. Waterloo Hi all, Recently, I work at international property & casualty insurance company as an actuarial analyst for 1 year. Although many seniors recommend not to study actuarial master, I still want to...
 Forum: General Actuarial 01-06-2018, 11:48 PM Replies: 10 Views: 1,658 Posted By Peter T.W. Chen I'm from a small country, Taiwan. But actually... I'm from a small country, Taiwan. But actually I'm new in actuarial field for just working 1 year in P&C insurance company as an analyst. My major is statistics so I think I really need to learn more...
 Forum: General Actuarial 01-06-2018, 02:01 PM Replies: 10 Views: 1,658 Posted By Peter T.W. Chen Do you mean clark's LDF method? Does LDF better... Do you mean clark's LDF method? Does LDF better than MackChainLadder? How can I check whether it is consistent case reserve or not? I have not heard B-F method before. Could you please suggest...
 Forum: General Actuarial 01-06-2018, 01:36 PM Replies: 10 Views: 1,658 Posted By Peter T.W. Chen EBNR/IBNR method Hi everyone, I have a question about forecasting IBNR and EBNR. I use a package, called "ChainLadder", in R. There are lots of method to calculate IBNR (I know it is similar to EBNR), such as...
 01-06-2018, 12:15 PM Replies: 2 Views: 663 Posted By Peter T.W. Chen Black-Derman-Toy tree model question I have a question for BDT tree. The question is from ASM practice exam 4 #27 (p.519) #27 You are given the following Black-Derman-Toy tree with effective annual interest rates: Year...
 11-02-2017, 02:45 AM Replies: 385 Views: 86,468 Posted By Peter T.W. Chen If I use ASM 10th edition, do I need to go... If I use ASM 10th edition, do I need to go through the FM again?
 11-02-2017, 12:50 AM Replies: 4 Views: 1,039 Posted By Peter T.W. Chen 0.1*exp(0.04*0.5) - 20*exp(0.04*0.25) + 21 =... 0.1*exp(0.04*0.5) - 20*exp(0.04*0.25) + 21 = 0.9010 I know the first and the third term, but how to explain the second one?
 11-02-2017, 12:10 AM Replies: 4 Views: 1,039 Posted By Peter T.W. Chen Comparing Options Time to Expiry question I have a question on ASM 10th edition Chapter 7 P.93 Example 7C. For a nondivedend paying stock with price 21: (i) The continuously compounded risk-free raye is 4%. (ii) A European 3-month put...
 Showing results 1 to 15 of 15

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