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


Showing results 1 to 25 of 300
Search took 0.10 seconds.
Search: Posts Made By: PVaultGuy
Forum: Life Finance and Valuation Exam 07-02-2009, 02:10 PM
Replies: 52
Views: 6,539
Posted By PVaultGuy
Thumbs up Thank you, God... I passed. :tup:

Thank you, God... I passed. :tup:
Forum: Financial Economics 05-12-2009, 03:39 PM
Replies: 534
Views: 532,586
Posted By PVaultGuy
No, do not run a simulation, do not use RAND(). ...

No, do not run a simulation, do not use RAND(). The monthly returns are given in the spreadsheet you should have downloaded from the module website. You take S(t-1) and multiply by the given...
Forum: Financial Economics 05-12-2009, 03:31 PM
Replies: 3
Views: 2,913
Posted By PVaultGuy
You basically just want to discuss the 4 MM...

You basically just want to discuss the 4 MM violations and address how each violation impacts the hedging decision from each interested parties perspective. If no impact exists, state that.

Also,
Forum: Financial Economics 05-12-2009, 03:25 PM
Replies: 21
Views: 29,104
Posted By PVaultGuy
EOM Exercise - Task 1

There is a lot of needless posts to sort through to get help on Task 1, so I thought I would create a new thread to help others on Task 1.

To help on the first part:


See Chapter 7-8 of Hardy...
Forum: Life Finance and Valuation Exam 05-10-2008, 03:10 PM
Replies: 96
Views: 9,710
Posted By PVaultGuy
Yeah, I'll be taking this one again next year. ...

Yeah, I'll be taking this one again next year. Not a single XXX question. What gives? And 8 points for knowing CCA, which I didn't. I imagine that 95% of FSA's working in Individual Life and...
Forum: Life Pricing Exam 01-18-2008, 02:35 PM
Replies: 166
Views: 18,944
Posted By PVaultGuy
No pass here. :viola:

No pass here. :viola:
Forum: Professional Surveys 01-17-2008, 10:39 AM
Replies: 30
Views: 11,468
Posted By PVaultGuy
12 x 9

12 x 9
Forum: Careers - Employment 01-16-2008, 01:42 PM
Replies: 184
Views: 21,399
Posted By PVaultGuy
Very disrespectful. Yes, I would look for a new...

Very disrespectful. Yes, I would look for a new job. In fact, regardless of the circumstances I would recommend always looking for a new job every once in a while.
Forum: Life Pricing Exam 11-02-2007, 01:19 PM
Replies: 101
Views: 9,538
Posted By PVaultGuy
I said that "this is inappropiate to discuss in...

I said that "this is inappropiate to discuss in this setting" refering to "Fuzzy front-end". Does anyone know what source this is from?
Forum: Life Pricing Exam 11-01-2007, 11:19 PM
Replies: 101
Views: 9,538
Posted By PVaultGuy
I'm glad I'm not defective. I went ahead and...

I'm glad I'm not defective. I went ahead and used a 95% participation rate, since I didn't want to assume it was linear beyond what the table gave (.75% between each on the table). Hopefully I'll...
Forum: Life Pricing Exam 11-01-2007, 11:05 PM
Replies: 101
Views: 9,538
Posted By PVaultGuy
Anyone get 10.25 instead of 9.25 for the option...

Anyone get 10.25 instead of 9.25 for the option budget cost - 95% participation rate. Was this q defective or am I defective?

I couldn't do the Dx Mx Nx. What the heck is Mx and Nx ????
Forum: Modules 6-8 08-11-2007, 04:09 PM
Replies: 72
Views: 14,431
Posted By PVaultGuy
Both are pertinent so I mention both. Basically,...

Both are pertinent so I mention both. Basically, just because you are matching durations that does not mean you do not face reinvestment risk.
Forum: Modules 6-8 08-11-2007, 04:08 PM
Replies: 5
Views: 1,027
Posted By PVaultGuy
It's a little low, but if you have data to...

It's a little low, but if you have data to support it, go with it. Have you read the other Task 10 threads?

This is a good one...
Forum: Modules 6-8 08-11-2007, 01:59 PM
Replies: 9
Views: 1,759
Posted By PVaultGuy
:bump: Anyone want to recommend how many...

:bump:

Anyone want to recommend how many scenarios to do? Or say how many they used. I have 4 but maybe I need a few more. One of those is the worst case scenario mysteriously already in the...
Forum: Modules 6-8 08-11-2007, 01:54 PM
Replies: 72
Views: 14,431
Posted By PVaultGuy
You are not arbitrarily doing it. Just from...

You are not arbitrarily doing it. Just from looking at the data it wouldn't make sense for the B+ coupons to default more than the B- when the B+ is paying a lower coupon. Given this suspicion,...
Forum: Modules 6-8 08-11-2007, 11:59 AM
Replies: 65
Views: 12,970
Posted By PVaultGuy
yes, to match a duration of 5.64

yes, to match a duration of 5.64
Forum: Modules 6-8 08-11-2007, 11:57 AM
Replies: 116
Views: 22,224
Posted By PVaultGuy
As has been pointed out previously, the only...

As has been pointed out previously, the only changes are to cells C12, C19, C25 or 26, and C32. I get the 237%.

For the 7 to 15 year premium, you are just adding the 575,366 to the amount already...
Forum: Modules 6-8 08-11-2007, 11:24 AM
Replies: 65
Views: 12,970
Posted By PVaultGuy
Agreed. 5.77 when you use a 19/81 split

Agreed. 5.77 when you use a 19/81 split
Forum: Modules 6-8 08-11-2007, 10:26 AM
Replies: 10
Views: 1,186
Posted By PVaultGuy
I'm at the computer working on this thing for the...

I'm at the computer working on this thing for the second time :swear:

If anyone can read my posts in the Task 3 threads and provide some guidance that would be great.

Good luck everyone, just...
Forum: Modules 6-8 08-10-2007, 10:44 AM
Replies: 65
Views: 12,970
Posted By PVaultGuy
Possibly an appendix showing some calculations...

Possibly an appendix showing some calculations and another appendix to cover at a basic level duration matching and portfolio immunization.
Forum: Modules 6-8 08-10-2007, 10:15 AM
Replies: 9
Views: 1,759
Posted By PVaultGuy
How many scenarios would you recommend using? ...

How many scenarios would you recommend using? Would you show all your scenario assumptions in tables?
Forum: Modules 6-8 08-10-2007, 09:54 AM
Replies: 33
Views: 6,134
Posted By PVaultGuy
I think what we was done in task 2 is to...

I think what we was done in task 2 is to recommend what the price would be based on best estimate assumptions. Then in task 3 you tell Etienne (internally) what a more conservative price would be...
Forum: Modules 6-8 08-10-2007, 09:32 AM
Replies: 72
Views: 14,431
Posted By PVaultGuy
I don't think it matters for this task. But I...

I don't think it matters for this task. But I would assume your statement is correct.
Forum: Modules 6-8 08-09-2007, 11:11 AM
Replies: 72
Views: 14,431
Posted By PVaultGuy
Go read all posts by Blahblahblah, and the one...

Go read all posts by Blahblahblah, and the one other post of mine that I just edited.
Forum: Modules 6-8 08-02-2007, 01:17 PM
Replies: 4
Views: 1,497
Posted By PVaultGuy
Obviously you have submitted already, but I got...

Obviously you have submitted already, but I got the same ending actual profit and surplus of 323,082. My Original number was different though. I had 345,103. What did other people get for original...
Showing results 1 to 25 of 300

 

All times are GMT -4. The time now is 09:26 AM.


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 0.25657 seconds with 7 queries