Actuarial Outpost
 
Go Back   Actuarial Outpost > Search Forums
FlashChat Actuarial Discussion Preliminary Exams CAS/SOA Exams Cyberchat Around the World Suggestions

Search Actuarial Jobs by State @ DWSimpson.com:
AL AK AR AZ CA CO CT DE FL GA HI ID IL IN IA KS KY LA
ME MD MA MI MN MS MO MT NE NH NJ NM NY NV NC ND
OH OK OR PA RI SC SD TN TX UT VT VA WA WV WI WY

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, 10:01 PM
Replies: 13
Views: 714
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, 09:33 PM
Replies: 13
Views: 714
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, 09:27 PM
Replies: 13
Views: 714
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, 09:13 PM
Replies: 13
Views: 714
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, 06:09 AM
Replies: 13
Views: 714
Posted By Peter T.W. Chen
Post 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, 02:49 AM
Replies: 0
Views: 812
Posted By Peter T.W. Chen
Thumbs up 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...
Forum: General Questions about Actuarial Science Universities 01-25-2018, 01:28 AM
Replies: 2
Views: 988
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...
Forum: General Questions about Actuarial Science Universities 01-24-2018, 10:48 PM
Replies: 2
Views: 988
Posted By Peter T.W. Chen
Smile [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, 10:48 PM
Replies: 10
Views: 1,231
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, 01:01 PM
Replies: 10
Views: 1,231
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, 12:36 PM
Replies: 10
Views: 1,231
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...
Forum: MFE 01-06-2018, 11:15 AM
Replies: 2
Views: 485
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...
Forum: MFE 11-02-2017, 01:45 AM
Replies: 385
Views: 79,168
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?
Forum: MFE 11-01-2017, 11:50 PM
Replies: 4
Views: 767
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?
Forum: MFE 11-01-2017, 11:10 PM
Replies: 4
Views: 767
Posted By Peter T.W. Chen
Post 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

 

All times are GMT -4. The time now is 03:29 PM.


Powered by vBulletin®
Copyright ©2000 - 2018, Jelsoft Enterprises Ltd.
*PLEASE NOTE: Posts are not checked for accuracy, and do not
represent the views of the Actuarial Outpost or its sponsors.
Page generated in 0.15359 seconds with 7 queries