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 Showing results 1 to 25 of 270 Search took 0.04 seconds. Search: Posts Made By: mathematicalhype 04-29-2017, 10:22 PM Replies: 1 Modification to 1999 C4 Sample: 38 Views: 501 Posted By mathematicalhype Bump Bump 04-26-2017, 01:11 PM Replies: 1 Modification to 1999 C4 Sample: 38 Views: 501 Posted By mathematicalhype Modification to 1999 C4 Sample: 38 Original question asks: You are given a random sample of 4 values from a distribution F: 4,5,9,14 You estimate E[X] using hte estimator g(X1,X2,X3,X4) = X1. Determine the bootstrap approximation... 04-26-2017, 01:06 PM Replies: 2 Question from Fall 2002 exam, question 23, Simulation Applications Views: 476 Posted By mathematicalhype agreed agreed 03-20-2017, 09:45 PM Replies: 41 Sticky: SOA Sample Q Discussions. Views: 121,892 Posted By mathematicalhype Soa Sample Question 11: Losses on a company’s... Soa Sample Question 11: Losses on a company’s insurance policies follow a Pareto distribution with probability density function: f(x/theta) = theta / (x+theta)^2. For half of the company’s... 02-12-2017, 03:10 PM Replies: 4 Product Limit Estimator Question Views: 769 Posted By mathematicalhype I set it up as 1-e^-12/theta to get theta... I set it up as 1-e^-12/theta to get theta equals 22.6391. I understand that the expected value of the exponential in this case will be theta 22.6391. I used .41143* 22.6391 as the "extrapolation... 02-11-2017, 06:18 PM Replies: 4 Product Limit Estimator Question Views: 769 Posted By mathematicalhype Help? Help? 02-11-2017, 06:17 PM Replies: 1 Question to Pass Views: 631 Posted By mathematicalhype Question to Pass I understand there are 35 questions, and 5 are pilot? So to pass, I would safely need to answer correctly: 30 questions * .67 + 5 pilot questions = 25.1? This is because if you get a pilot... 02-10-2017, 03:19 PM Replies: 2 Exponential MoM with incomplete data (memoryless property) Views: 612 Posted By mathematicalhype Exponential MoM with incomplete data (memoryless property) Example 30I from ASML An automobile collision coverage has a deductible of 500. Claims for losses less than 500 are not submitted. You observe a sample of 20 losses totaling 18,000 including the... 02-10-2017, 02:45 PM Replies: 2 Another Product Lim Est. question - variance Views: 398 Posted By mathematicalhype So in the empirical variance formula, Var (X) =... So in the empirical variance formula, Var (X) = (S(x) * (1-S(x)))/ n In this example we should not set S(x) as the Product Limit Estimator of S(x) , but as the true S(x)? And it is easier to... 02-10-2017, 01:14 PM Replies: 2 Another Product Lim Est. question - variance Views: 398 Posted By mathematicalhype Another Product Lim Est. question - variance Question 26.5 from ASM: From a 2 year mortality study of 1000 lives beginning at age 40, you are given: i. observed deaths are distributed uniformly over the interval (40,42] ii. Greenwood's... 02-10-2017, 09:58 AM Replies: 4 Product Limit Estimator Question Views: 769 Posted By mathematicalhype Product Limit Estimator Question Ex 25C in ASM: IN a mortality study, 10 lives are under observation. one death a piece occurs at times 3, 4, and 7, and 2 deaths at 11. Withdrawals occur at times 5 and 10. Study concludes at time... 02-10-2017, 09:50 AM Replies: 5 Another Agg loss question Views: 574 Posted By mathematicalhype Thank you! Thank you! 02-09-2017, 02:55 PM Replies: 5 Another Agg loss question Views: 574 Posted By mathematicalhype Another Agg loss question 20.8 from ASM: The number of snowstorms in January has a binomial distribution with m=8, q=.5. The distribution of the number of inches of snow is: Inches Probability 1 .2 2 .3 3 .2 4 .1 5... 02-09-2017, 02:51 PM Replies: 3 Aggregate models Views: 487 Posted By mathematicalhype THanks, both! THanks, both! 02-09-2017, 02:31 PM Replies: 3 Aggregate models Views: 487 Posted By mathematicalhype Aggregate models Exercise 20.9 in ASM You are given The number of claims follows a binomial distribution with m=3, q=.2. Claim sizes follow the following distribution: claim size claim probability 0 .2 1 ... 02-08-2017, 10:32 PM Replies: 3 Deductibles example question, 6.37 in ASM Views: 746 Posted By mathematicalhype Thanks both for the helpful responses. Thanks both for the helpful responses. 02-07-2017, 07:21 PM Replies: 3 Deductibles example question, 6.37 in ASM Views: 746 Posted By mathematicalhype Deductibles example question, 6.37 in ASM We are given a lognormal distribution with parameters m and sigma The insurance agent for the risk settles all claims under 5000. (claims of 5000 or more are settled by the insurer not the agent) ... 01-29-2017, 05:37 PM Replies: 1 Information matrix - algebra question... Views: 519 Posted By mathematicalhype Information matrix - algebra question... From page 655 of ASM, solving for variance of 2 param pareto with censored data... We are told that dl/da = m/a + (8 ln5500 - sum from i=1 to m of ln (5000 + x_i) - (8-m)*(ln 15,000) where we... 01-29-2017, 04:28 PM Replies: 1 lognormal distribution Views: 480 Posted By mathematicalhype lognormal distribution Can someone explain why for a lognormal distribution: 1. The expected value of ln x_i - mu = 0? 2. The expected value of (ln x_i - mu)^2 is sigma ^ 2? These are from page 653 in ASM. 01-28-2017, 01:25 PM Replies: 1 Buhlmann Cred Cont. Prior, ASM 52.13 Views: 431 Posted By mathematicalhype Buhlmann Cred Cont. Prior, ASM 52.13 You are given the following: a. The number of claims for a single risk follows a Poisson distribution with mean λ. b. The amount of an individual claim is always 1,000λ. c. λ is a random variable... 01-28-2017, 01:18 PM Replies: 4 Coefficient of Variation of Estimators Views: 1,107 Posted By mathematicalhype Thanks for the insight. Let me ask though -... Thanks for the insight. Let me ask though - are you sure Mu will be H(t) or S(t)? Can you provide the reference of this either in the source material or ASM manual? Sorry for being particular, but... 01-25-2017, 02:47 PM Replies: 1 Bay Credibility: Bernoulli/Beta Ex 48B ASM Views: 381 Posted By mathematicalhype Bay Credibility: Bernoulli/Beta Ex 48B ASM Annual claim counts follow a binomial distribution with parameters m=3 and Q. Q is beta with a=2, b=8, and theta =1. A policyholder submits 4 claims in 2 years. Calculate the posterior expected... 01-19-2017, 02:07 PM Replies: 1 Mode of monotonically increasing function Views: 492 Posted By mathematicalhype Mode of monotonically increasing function On page 905, the ASM manual talks about loss functions. Focusing on the zero-one loss function, we are provided an example which states: ...It is clear that the posterior function, a constant times... 01-15-2017, 09:52 PM Replies: 1 Classical Credibility Question Views: 566 Posted By mathematicalhype Classical Credibility Question Question 42.15 from ASM asks: i. For each individual insured, the number of claims follows a Poisson distribution ii. The mean claim count varies by insured, and the distribution of mean claim... 01-08-2017, 12:15 AM Replies: 1 Weibull distn mle, ASM 33.56 Views: 471 Posted By mathematicalhype Weibull distn mle, ASM 33.56 You are given the following: 4 obs have been made of a RV having the density function f(x)=2 λxe^- λx^2 , x>0 only one of the observations was less than 2. determine the mle of λ. In the...
 Showing results 1 to 25 of 270

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