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Posts Made By:
mathematicalhype
Forum:
ShortTerm Actuarial Math
04292017, 10:22 PM
Replies:
1
Modification to 1999 C4 Sample: 38
Views:
501
Posted By
mathematicalhype
Bump
Bump
Forum:
ShortTerm Actuarial Math
04262017, 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...
Forum:
ShortTerm Actuarial Math
04262017, 01:06 PM
Replies:
2
Question from Fall 2002 exam, question 23, Simulation Applications
Views:
476
Posted By
mathematicalhype
agreed
agreed
Forum:
ShortTerm Actuarial Math
03202017, 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...
Forum:
ShortTerm Actuarial Math
02122017, 03:10 PM
Replies:
4
Product Limit Estimator Question
Views:
769
Posted By
mathematicalhype
I set it up as 1e^12/theta to get theta...
I set it up as 1e^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...
Forum:
ShortTerm Actuarial Math
02112017, 06:18 PM
Replies:
4
Product Limit Estimator Question
Views:
769
Posted By
mathematicalhype
Help?
Help?
Forum:
ShortTerm Actuarial Math
02112017, 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...
Forum:
ShortTerm Actuarial Math
02102017, 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...
Forum:
ShortTerm Actuarial Math
02102017, 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) * (1S(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...
Forum:
ShortTerm Actuarial Math
02102017, 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...
Forum:
ShortTerm Actuarial Math
02102017, 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...
Forum:
ShortTerm Actuarial Math
02102017, 09:50 AM
Replies:
5
Another Agg loss question
Views:
574
Posted By
mathematicalhype
Thank you!
Thank you!
Forum:
ShortTerm Actuarial Math
02092017, 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...
Forum:
ShortTerm Actuarial Math
02092017, 02:51 PM
Replies:
3
Aggregate models
Views:
487
Posted By
mathematicalhype
THanks, both!
THanks, both!
Forum:
ShortTerm Actuarial Math
02092017, 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 ...
Forum:
ShortTerm Actuarial Math
02082017, 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.
Forum:
ShortTerm Actuarial Math
02072017, 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)
...
Forum:
ShortTerm Actuarial Math
01292017, 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)  (8m)*(ln 15,000)
where we...
Forum:
ShortTerm Actuarial Math
01292017, 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.
Forum:
ShortTerm Actuarial Math
01282017, 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...
Forum:
ShortTerm Actuarial Math
01282017, 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...
Forum:
ShortTerm Actuarial Math
01252017, 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...
Forum:
ShortTerm Actuarial Math
01192017, 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 zeroone loss function, we are provided an example which states:
...It is clear that the posterior function, a constant times...
Forum:
ShortTerm Actuarial Math
01152017, 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...
Forum:
ShortTerm Actuarial Math
01082017, 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...
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