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Search: Posts Made By: daaaave
Forum: MAS-II 01-22-2020, 12:20 PM
Replies: 171
Views: 27,635
Posted By daaaave
I've added a response to your similar post in the...

I've added a response to your similar post in the new forum at http://www.actuarialoutpost.com/actuarial_discussion_forum/showthread.php?p=9791409
Forum: Exam MAS-2 - Modern Actuarial Statistics II 01-22-2020, 12:19 PM
Replies: 6
Views: 1,409
Posted By daaaave
I've heard from people who passed last sitting...

I've heard from people who passed last sitting who had a similar plan, maybe with less source material. The main thing I would add is grinding a bunch of flashcards in the month or so leading up to...
Forum: MAS-II 12-18-2019, 03:44 PM
Replies: 4
Views: 2,612
Posted By daaaave
For the two most recent sittings, we were still...

For the two most recent sittings, we were still saying that the course was under construction. I suspect that is the main reason why people were saying that, and I think the seminar covers all of the...
Forum: MAS-II 12-17-2019, 01:54 PM
Replies: 4
Views: 2,612
Posted By daaaave
The core lessons are all complete. There are some...

The core lessons are all complete. There are some optional R lessons that address common problems people have that will be up in early January, and practice problems are still being added.
Forum: Non-Actuarial Topics 12-09-2019, 10:05 AM
Replies: 21
Views: 503
Posted By daaaave
campbell is correct, JFG is incorrect.

campbell is correct, JFG is incorrect.
Forum: MAS-II 11-25-2019, 01:47 PM
Replies: 171
Views: 27,635
Posted By daaaave
Final answer key has been posted. tl;dr, they...

Final answer key has been posted. tl;dr, they changed / accepted more answers on 34, 35, and 38. On 34 they accepted any of A, B, or C as you can make the answer anything on (0, 0.5), on 35 changed...
Forum: MAS-II 10-31-2019, 02:56 PM
Replies: 171
Views: 27,635
Posted By daaaave
I have to go pick up the kids so they can get...

I have to go pick up the kids so they can get into their Halloween costumes, here's the draft solutions that I have.

Of the controversial questions, I think #35 should be E. The given information...
Forum: MAS-II 10-30-2019, 04:25 PM
Replies: 171
Views: 27,635
Posted By daaaave
Since it is only asking about credibility for...

Since it is only asking about credibility for frequency and not aggregate it’s probably ok. The derivation in the text starts generally for frequency then only adds the Poisson assumption at the last...
Forum: MAS-II 10-30-2019, 12:22 PM
Replies: 171
Views: 27,635
Posted By daaaave
I'm still working on written solutions, I'm...

I'm still working on written solutions, I'm hoping tomorrow. My only issues so far with the preliminary answer key are that the given information in #35 is impossible so I'm not sure yet how to...
Forum: MAS-II 10-30-2019, 10:06 AM
Replies: 171
Views: 27,635
Posted By daaaave
Since you know that the total area under the...

Since you know that the total area under the curve is 1, you could try to visually estimate something by dividing the region under the curve into rectangles whose relative sizes you can estimate. But...
Forum: MAS-II 10-28-2019, 04:25 PM
Replies: 171
Views: 27,635
Posted By daaaave
Yes

Yes
Forum: MAS-II 10-27-2019, 04:23 PM
Replies: 171
Views: 27,635
Posted By daaaave
I haven't seen the exam yet, but are you talking...

I haven't seen the exam yet, but are you talking about the example in Section 6.4 of Tse? Only 6.1 - 6.3 is on the syllabus.
Forum: MAS-I 10-25-2019, 11:36 PM
Replies: 623
Views: 105,685
Posted By daaaave
I’d also include a solution supporting your...

I’d also include a solution supporting your answer. For the Spring MAS-II exam I appealed 3 questions and gave 1-2 paragraph rationales for each. The CAS accepted my answers for all 3 but I don’t...
Forum: MAS-I 10-25-2019, 10:45 PM
Replies: 623
Views: 105,685
Posted By daaaave
You can send appeals to defective-item@casact.org

You can send appeals to defective-item@casact.org
Forum: MAS-II 10-16-2019, 10:07 AM
Replies: 171
Views: 27,635
Posted By daaaave
I don't know why the CAS says I is true here. I...

I don't know why the CAS says I is true here. I can't find anything clear in the text. What I can find in the academic literature is a discussion that the EM algorithm as originally published doesn't...
Forum: MAS-II 10-08-2019, 02:59 PM
Replies: 171
Views: 27,635
Posted By daaaave
I disagree with the approach to #1 in the google...

I disagree with the approach to #1 in the google docs file. Since we are doing a likelihood ratio test for the residual variance structure, we want to use REML, not ML. See e.g., p 35 or 107 of the...
Forum: Short-Term Actuarial Math 07-09-2019, 01:29 PM
Replies: 72
Views: 26,774
Posted By daaaave
The rumor I've heard is 2020 is the goal date.

The rumor I've heard is 2020 is the goal date.
Forum: MAS-II 06-17-2019, 05:26 PM
Replies: 16
Views: 7,394
Posted By daaaave
Thanks for the quick clarification.

Thanks for the quick clarification.
Forum: MAS-II 06-17-2019, 04:16 PM
Replies: 16
Views: 7,394
Posted By daaaave
Final answer key is up. They changed #5 from D to...

Final answer key is up. They changed #5 from D to E, #18 from A to E, and on #35 added E as an accepted answer choice.
Forum: Short-Term Actuarial Math 05-14-2019, 01:12 PM
Replies: 4
Views: 2,035
Posted By daaaave
You probably want to look under wherever they...

You probably want to look under wherever they cover ILFs. The point is that in computing the pure premium for the 250,000 limit, we want to use only data coming from policies with a limit of at least...
Forum: MAS-II 05-02-2019, 01:00 PM
Replies: 16
Views: 7,394
Posted By daaaave
I think by this you are thinking their expression...

I think by this you are thinking their expression becomes
\sigma_i = (\alpha + \beta x_i)^2 + 1
Is that what you are saying?

The problem with that is that the link function has to be a...
Forum: MAS-II 04-30-2019, 05:58 AM
Replies: 16
Views: 7,394
Posted By daaaave
I've updated my solution file above to correct a...

I've updated my solution file above to correct a mistake I made in # 38.
Forum: Non-Actuarial Topics 04-29-2019, 12:08 PM
Replies: 12
Views: 533
Posted By daaaave
No, a mixture of 2 normals isn't normal. For a...

No, a mixture of 2 normals isn't normal. For a more extreme example, consider a 50/50 mixture of a normal with mean 1,000 and SD 1 with another normal with mean 2,000 and SD 1. The mixture is...
Forum: MAS-II 04-29-2019, 11:51 AM
Replies: 16
Views: 7,394
Posted By daaaave
I'm attaching draft solutions in case anyone...

I'm attaching draft solutions in case anyone wants them to help deciding what (if anything) they want to appeal. I disagree with the preliminary answer key on the following 3 problems:

On #5, I...
Forum: MAS-II 04-22-2019, 12:22 PM
Replies: 16
Views: 7,394
Posted By daaaave
The intent of the problem is to get at the idea...

The intent of the problem is to get at the idea that model selection is really more of a frequentist topic, and is antithetical to the Bayesian approach. Picking a single model based on WAIC and...
Showing results 1 to 25 of 300

 

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