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Search: Posts Made By: kazpandabear
Forum: Careers - Employment 08-22-2017, 12:54 PM
Replies: 96
Views: 6,132
Posted By kazpandabear
RN

RN
Forum: Short-Term Actuarial Math 08-25-2015, 05:26 PM
Replies: 786
Views: 147,042
Posted By kazpandabear
Got a 5. Need to start studying for October.

Got a 5. Need to start studying for October.
Forum: Careers - Employment 08-18-2015, 03:37 PM
Replies: 8
Views: 1,190
Posted By kazpandabear
http://webcache.googleusercontent.com/search?q=cac...

http://webcache.googleusercontent.com/search?q=cache:fY_DLffvgHIJ:careers.milliman.com/common/wireframes/CareersFloatLeft.aspx%3FPageid%3D74486%26id%3D74858&client=ms-android-americamovil-us&hl=en&gl=...
Forum: Careers - Employment 08-12-2015, 11:01 PM
Replies: 33
Views: 2,758
Posted By kazpandabear
Have you considered data science type jobs? I...

Have you considered data science type jobs? I have friends who finished their PhD and now works for Facebook, Amazon, ect. This is for a roughly top 20 PhD program. A lot of these places are looking...
Forum: Short-Term Actuarial Math 06-29-2015, 08:47 PM
Replies: 786
Views: 147,042
Posted By kazpandabear
Failed. Definitely wasn't as comfortable with the...

Failed. Definitely wasn't as comfortable with the material as I should have been.
Forum: Short-Term Actuarial Math 06-28-2015, 01:44 PM
Replies: 2
Views: 485
Posted By kazpandabear
There's two ways to find the posterior density....

There's two ways to find the posterior density. The more traditional way is to use

pi(theta|x1,x2,...) = pi(theta)*f(x1,x2,...|theta)/f(x1,x2,...)
This will give you the actual density formula....
Forum: Short-Term Actuarial Math 06-27-2015, 10:00 PM
Replies: 2
Views: 719
Posted By kazpandabear
Because they are 62. The question is asking for...

Because they are 62. The question is asking for the probability that the person will die while they are 61. So we don't care about what happens to people when they are 62.
Forum: Short-Term Actuarial Math 06-25-2015, 10:24 PM
Replies: 2
Views: 597
Posted By kazpandabear
Same thing. Var(x) = Var(1-x).

Same thing. Var(x) = Var(1-x).
Forum: Short-Term Actuarial Math 06-24-2015, 09:42 PM
Replies: 786
Views: 147,042
Posted By kazpandabear
Look at the support of the distribution. ...

Look at the support of the distribution.

Theta >= 1

In a usual exponential distribution Theta >=0.
So we make a new variable x = (Theta-1). The support of x is x>=0. x has a exponential...
Forum: Short-Term Actuarial Math 06-21-2015, 05:03 PM
Replies: 6
Views: 813
Posted By kazpandabear
Intuitively, if you have 5 people you can choose...

Intuitively, if you have 5 people you can choose 2 people the same number of ways that you can choose (5-2) = 3 people.
This is because by choosing 2 people you implicitly did not choose the other...
Forum: Short-Term Actuarial Math 06-21-2015, 04:57 PM
Replies: 6
Views: 813
Posted By kazpandabear
nCr = nC(n-r) Proof: nCr = n!/[r!*(n-r)!]...

nCr = nC(n-r)
Proof:
nCr = n!/[r!*(n-r)!] This is the usual definition
nC(n-r) = n!/[(n-r)!*(n-(n-r))!] = n!/[(n-r)!*r!]

Hope that helps.

And for the NB n+k-1 C k is correct.
Forum: Short-Term Actuarial Math 06-20-2015, 03:06 AM
Replies: 7
Views: 784
Posted By kazpandabear
Ya I thought I saw an easier way, but I was...

Ya I thought I saw an easier way, but I was taking the derivative wrong.
Forum: Short-Term Actuarial Math 06-19-2015, 11:28 PM
Replies: 7
Views: 784
Posted By kazpandabear
Actually on a exam I would have just plugged a...

Actually on a exam I would have just plugged a large number into k and hoped for the best. You can plug in 999 for x and get really close to the correct answer.
Forum: Short-Term Actuarial Math 06-19-2015, 11:27 PM
Replies: 7
Views: 784
Posted By kazpandabear
You can use the limit definition of e. ...

You can use the limit definition of e.

https://en.wikipedia.org/wiki/Characterizations_of_the_exponential_function

I would have never gotten that on a exam. Where is the question from?
Forum: Careers - Employment 06-18-2015, 07:53 PM
Replies: 572
Views: 58,206
Posted By kazpandabear
Is the ESL book self contained, or does it assume...

Is the ESL book self contained, or does it assume that you read ISLR?
Forum: Careers - Employment 06-18-2015, 07:38 PM
Replies: 572
Views: 58,206
Posted By kazpandabear
I think if you assume E(\epsilon)=0 then ...

I think if you assume

E(\epsilon)=0 then
Var(\epsilon)=E(\epsilon^2)
E(Y-\hat{Y})^2=E[f(X)-\hat{f}(X)]^2+\text{Var}(\epsilon)

All other terms drop out since E(\epsilon)=0

Not sure how you...
Forum: Short-Term Actuarial Math 06-17-2015, 05:06 PM
Replies: 8
Views: 1,247
Posted By kazpandabear
I figured out why they use an unusual...

I figured out why they use an unusual parameterization. Pretty sure that it's just so that the form is simple when dealing with poisson, gamma conjugate priors. This way the posterior gamma and the...
Forum: Short-Term Actuarial Math 06-09-2015, 02:55 PM
Replies: 6
Views: 990
Posted By kazpandabear
The first 1 is free on his site.

The first 1 is free on his site.
Forum: Careers - Employment 06-08-2015, 09:57 PM
Replies: 35
Views: 8,101
Posted By kazpandabear
I know this would be just as anecdotal, but would...

I know this would be just as anecdotal, but would passing a 4th exam set a candidate apart enough in your eyes so that they have a decent probability of an interview?
Forum: Short-Term Actuarial Math 06-06-2015, 07:39 PM
Replies: 786
Views: 147,042
Posted By kazpandabear
The formula you used is for the "number of claims...

The formula you used is for the "number of claims needed for full credibility of aggregate losses". What the problem asks for is the number of insured needed.
#insured * E(N) = #claims...
Forum: Short-Term Actuarial Math 06-04-2015, 07:18 PM
Replies: 8
Views: 954
Posted By kazpandabear
By using credibility we are saying that we know...

By using credibility we are saying that we know what x is for the population. We have some group that might be different from the population. If the sample size is large enough we can say that we...
Forum: Short-Term Actuarial Math 06-04-2015, 07:12 PM
Replies: 8
Views: 954
Posted By kazpandabear
I think by taking the weighted average and using...

I think by taking the weighted average and using that value you are implicitly assuming that Cohort 1 and Cohort 2 have the same rate or are similar in characteristics. If that's not the assumption...
Forum: Short-Term Actuarial Math 06-02-2015, 05:01 PM
Replies: 8
Views: 1,247
Posted By kazpandabear
B=p/(1-p) (1-p)^r * p^k = ((B^k) /...

B=p/(1-p)

(1-p)^r * p^k = ((B^k) / (1+B)^(r+k))

The term in front doesn't change. It just looks messy with how it's written in the tables.

Anyone have any intuition on how to interpret B (in...
Forum: Non-Actuarial Topics 05-28-2015, 10:04 PM
Replies: 201
Views: 7,154
Posted By kazpandabear
Why did you only post half of the comic? ...

Why did you only post half of the comic?
http://theoatmeal.com/comics/angler
Forum: Short-Term Actuarial Math 05-27-2015, 12:41 AM
Replies: 4
Views: 956
Posted By kazpandabear
I'm using the 11th edition. With the supplement I...

I'm using the 11th edition. With the supplement I think it's pretty good. That said I'm just reading it and not doing any exercises. The errata is huge for this edition though. If I were to do it...
Showing results 1 to 25 of 45

 

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