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Forum: Property - Casualty / General Insurance 06-06-2016, 04:46 PM
Replies: 5
Views: 1,301
Posted By yanksrule08
I work at ISO, and I just emailed you a response...

I work at ISO, and I just emailed you a response to your question. I apologize for it taking so long to answer you! We just came across this post and realized we had a window of time where we weren't...
Forum: Exam 8 (old Part 9) - Advanced Ratemaking 05-30-2013, 12:40 PM
Replies: 35
Views: 7,137
Posted By yanksrule08
Print v Electronic

Is the print copy nicely bound or is it just shipped as a stack of paper? If so, does it at least have hole punches?
Forum: Careers - Employment 06-19-2009, 10:26 AM
Replies: 24
Views: 4,985
Posted By yanksrule08
people are sensitive on this board. The OP never...

people are sensitive on this board. The OP never said he believed there had been a 0 percent chance of an actuary being laid off. He implied that

1) 2 years ago, the actuarial career was one of...
Forum: Long-Term Actuarial Math 06-19-2009, 10:04 AM
Replies: 7
Views: 1,619
Posted By yanksrule08
pth percentile of an annuity: you want tqx = p...

pth percentile of an annuity: you want tqx = p percent, because the values of annuities increase as time to death increases (have to make more payments). so to get the pth percentile, you want t such...
Forum: Short-Term Actuarial Math 06-18-2009, 03:16 PM
Replies: 134
Views: 35,169
Posted By yanksrule08
what's wrong with that sentence?

what's wrong with that sentence?
Forum: Long-Term Actuarial Math 06-03-2009, 04:48 PM
Replies: 11
Views: 1,679
Posted By yanksrule08
If this is the case, you'll probably have trouble...

If this is the case, you'll probably have trouble with multi-decrement models. I also usually depend on formulas to get me through, but with multi-decrement, I could have all the formulas memorized...
Forum: Long-Term Actuarial Math 05-20-2009, 10:52 AM
Replies: 8
Views: 1,095
Posted By yanksrule08
I think you are too wrapped up in the equations...

I think you are too wrapped up in the equations and trying to apply them without understanding the underlying principles. It's important to understand where these equations come from in order to do...
Forum: Long-Term Actuarial Math 05-20-2009, 10:37 AM
Replies: 20
Views: 2,658
Posted By yanksrule08
it was a benefit of 2 for the first 20 (or...

it was a benefit of 2 for the first 20 (or something) years, 1 thereafter. so the graph of Z would be decreasing, with a sudden drop at year 20. The 70th percentile of Z would therefore be A(t) such...
Forum: Long-Term Actuarial Math 05-16-2009, 12:24 AM
Replies: 20
Views: 2,658
Posted By yanksrule08
no, it was curtate lifetime. die at beginning of...

no, it was curtate lifetime. die at beginning of year = die in middle of year = die at end of year
Forum: Long-Term Actuarial Math 05-15-2009, 08:15 PM
Replies: 77
Views: 8,903
Posted By yanksrule08
there was a gamma question?

there was a gamma question?
Forum: Long-Term Actuarial Math 05-15-2009, 07:44 PM
Replies: 197
Views: 18,695
Posted By yanksrule08
#4

#4
Forum: Long-Term Actuarial Math 05-15-2009, 06:59 PM
Replies: 77
Views: 8,903
Posted By yanksrule08
21, but I only input 25 of my answers because I...

21, but I only input 25 of my answers because I deleted a string of 5 by accident.

The PAK page has all sorts of statistics with distributions of scores and whatnot, if you want to know what...
Forum: Long-Term Actuarial Math 05-15-2009, 06:54 PM
Replies: 197
Views: 18,695
Posted By yanksrule08
I learned a/2-a^2/6b from ASM and used it for...

I learned a/2-a^2/6b from ASM and used it for this problem. Easily saved a few minutes of work. Thanks!
Forum: Long-Term Actuarial Math 05-13-2009, 10:52 AM
Replies: 5
Views: 808
Posted By yanksrule08
When the premium is derived from the equivalence...

When the premium is derived from the equivalence principle, then E(oL) will equal 0 by definition. So Var(oL) = E(oL^2) when the equivalence principle is used for whole life, term, deferred, or any...
Forum: Long-Term Actuarial Math 05-09-2009, 07:17 PM
Replies: 3
Views: 632
Posted By yanksrule08
:danim:

:danim:
Forum: Long-Term Actuarial Math 05-09-2009, 01:56 PM
Replies: 757
Views: 72,342
Posted By yanksrule08
If you know the recursive formulas for reserves...

If you know the recursive formulas for reserves and expense-loaded reserves, Asset share questions are easy. It's the same exact principle, you just have to subtract CV*q(withdrawals) for the money...
Forum: Long-Term Actuarial Math 05-09-2009, 01:50 PM
Replies: 3
Views: 632
Posted By yanksrule08
.8 is the probability of a person age 0 surviving...

.8 is the probability of a person age 0 surviving 2 years, not a person age 2 surviving 1 year (that's how you used it).

If the givens were:

age -----> prob of surviving 1 yr
1 --------> .9
2...
Forum: Long-Term Actuarial Math 05-05-2009, 01:49 PM
Replies: 1
Views: 1,305
Posted By yanksrule08
Terminal Reserve at n for n-year Endowment

So the n-th terminal reserve is

nV = Ax+n - P*ax+n

which implies (and I believe is true) that the n-th year insurance benefit payment is NOT included with the future benefits.

Then why is it...
Forum: Long-Term Actuarial Math 05-03-2009, 11:16 AM
Replies: 757
Views: 72,342
Posted By yanksrule08
i think the above posts have already said this,...

i think the above posts have already said this, but this is how i think about it:

pth percentile of an annuity: you want tqx = p percent, because the values of annuities increase as time to death...
Forum: Long-Term Actuarial Math 05-01-2009, 06:35 PM
Replies: 757
Views: 72,342
Posted By yanksrule08
if you want to get say the 75th percentile of...

if you want to get say the 75th percentile of future lifetime, you want to find the age at which 75% of the population is already dead, in other words t such that tqx = .75 (75% chance of dying by...
Forum: Long-Term Actuarial Math 05-01-2009, 04:10 PM
Replies: 1
Views: 709
Posted By yanksrule08
Nevermind, I see it now. False alarm.

Nevermind, I see it now. False alarm.
Forum: Long-Term Actuarial Math 05-01-2009, 04:06 PM
Replies: 1
Views: 709
Posted By yanksrule08
Multi-decrement: Goin between rates when NOT UDD

I'm working through the SOA282 questions and have come across a formula (in the solution to #43) for going between rates and probabilities, with no assumption as to how mortality is distributed...
Forum: Long-Term Actuarial Math 04-21-2009, 04:56 PM
Replies: 2
Views: 765
Posted By yanksrule08
ASM 45.21

I have a question on ASM 45.21.

For a fully discrete, 2-year, annual premium term policy of 1000, probabilities of death and withdrawal are based on the following double decrement table:

lives...
Forum: Long-Term Actuarial Math 03-02-2009, 03:06 PM
Replies: 5
Views: 839
Posted By yanksrule08
This same question also applies to ASM Exercise...

This same question also applies to ASM Exercise 10.4. The fact that it occurs in 2 separate problems makes me think I am wrong, but I don't understand why I am wrong.
Forum: Long-Term Actuarial Math 03-02-2009, 03:00 PM
Replies: 5
Views: 839
Posted By yanksrule08
sorry, i mostly had Abraham in mind when writing...

sorry, i mostly had Abraham in mind when writing it.

An insurance provides a benefit of 100 at the moment of death for death in the first 10 years and 50 for death after the first 10 years.
...
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