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Search: Posts Made By: SinisterRobert
Forum: MAS-I 08-22-2019, 10:54 AM
Replies: 152
Views: 22,767
Posted By SinisterRobert
That's a good point, and I knew that because it...

That's a good point, and I knew that because it is in the required source material.
I'll try to come back to it before the exam, but memorizing all the autocovariance/correlation formulas for AR...
Forum: MAS-I 08-21-2019, 09:39 AM
Replies: 152
Views: 22,767
Posted By SinisterRobert
I was going through Mahler and made flashcards...

I was going through Mahler and made flashcards for the ridiculous autocovariance and autocorrelation formulas for ARMA(1, 1) models.
Then I took a look at past exams to see the previous questions...
Forum: MAS-I 08-19-2019, 03:48 PM
Replies: 152
Views: 22,767
Posted By SinisterRobert
I'm also going through Time Series currently. ...

I'm also going through Time Series currently.
Took a short break from Mahler to go through the source textbook on this topic to get a deeper understanding of it, and I should be able to finish...
Forum: CAS Exams - General 08-08-2019, 10:36 AM
Replies: 2
Views: 822
Posted By SinisterRobert
I just registered for the San Diego course. See...

I just registered for the San Diego course. See everyone there!
Forum: MAS-I 07-29-2019, 11:03 AM
Replies: 152
Views: 22,767
Posted By SinisterRobert
You and I are in a similar boat. I just recently...

You and I are in a similar boat. I just recently finished the Regression section actually. When you finish with Mahler, what is your strategy for practice exams? I think I'm going to take a practice...
Forum: MAS-I 07-23-2019, 10:25 AM
Replies: 152
Views: 22,767
Posted By SinisterRobert
I am taking the exam for the first time and I'm...

I am taking the exam for the first time and I'm about halfway through the regression section. I'm reading it very slowly and making flashcards for all the regression formulas.
Forum: MAS-I 07-16-2019, 09:44 PM
Replies: 152
Views: 22,767
Posted By SinisterRobert
Ok, then on page 251 of Hogg, McKean, and Craig...

Ok, then on page 251 of Hogg, McKean, and Craig (Example 4.6.3) both test statistics I mentioned are listed for the proportion test. Which one should be used on an exam question? It's not asked often...
Forum: MAS-I 07-16-2019, 05:52 PM
Replies: 152
Views: 22,767
Posted By SinisterRobert
I thought that was the case as well if you have...

I thought that was the case as well if you have the true value for the variance you use that. However, if you have Mahler check out the bottom of page 2855 of 5573 (page 912 of the statistics...
Forum: MAS-I 07-16-2019, 04:06 PM
Replies: 152
Views: 22,767
Posted By SinisterRobert
I'm reading through Mahler and he says in Section...

I'm reading through Mahler and he says in Section 24, Tests of Proportions, that either the observed proportion or the assumed population proportion used in a hypothesis test can be used to estimate...
Forum: MAS-I 06-21-2019, 08:58 PM
Replies: 152
Views: 22,767
Posted By SinisterRobert
Thanks for your insight. I agree that the...

Thanks for your insight. I agree that the perspectives were quite different between TIA and Ross. I feel like I have a decent understanding of this section now after making flashcards and keeping it...
Forum: MAS-I 06-21-2019, 08:56 PM
Replies: 152
Views: 22,767
Posted By SinisterRobert
I compared the source material (Ross textbook) to...

I compared the source material (Ross textbook) to TIA on the section for Reliability Theory and Markov Chains and felt that TIA did a decent job of summarizing the material in an easy to understand...
Forum: MAS-I 06-17-2019, 05:15 PM
Replies: 152
Views: 22,767
Posted By SinisterRobert
This section from "Multi-Component Joint-Life and...

This section from "Multi-Component Joint-Life and Last-Survivor" to "Expected Lifetimes" is killing me on TIA. Each section is not conceptually that hard, but I feel like I have to rewatch some...
Forum: Exam 5 - Ratemaking/Reserving 06-17-2019, 02:31 PM
Replies: 499
Views: 68,687
Posted By SinisterRobert
I passed with a 6!!

I passed with a 6!!
Forum: Exam 5 - Ratemaking/Reserving 04-30-2019, 02:55 PM
Replies: 499
Views: 68,687
Posted By SinisterRobert
For reported development, I developed reported to...

For reported development, I developed reported to ultimate, solved for unpaid, then did paid + 0.8 * unpaid.

For reported BF, I solved for the reported ult. using the BF method as normal, solved...
Forum: Exam 5 - Ratemaking/Reserving 04-30-2019, 02:29 PM
Replies: 499
Views: 68,687
Posted By SinisterRobert
Ah well that's not too bad, I definitely should...

Ah well that's not too bad, I definitely should have attempted that one but under time pressure it was difficult for me and I didn't spend a lot of time on it. I feel pretty solid on most of the...
Forum: Exam 5 - Ratemaking/Reserving 04-30-2019, 02:07 PM
Replies: 499
Views: 68,687
Posted By SinisterRobert
Were we supposed to use 45.8% * 1.8M to get total...

Were we supposed to use 45.8% * 1.8M to get total combined expected losses, then subtract the 40% * 900k expected loss from region 2 to get region 1 expected loss and ECR?
Forum: Exam 5 - Ratemaking/Reserving 04-30-2019, 02:03 PM
Replies: 499
Views: 68,687
Posted By SinisterRobert
That problem confused me quite a bit since the...

That problem confused me quite a bit since the implied ult loss / CY 2016 EP wasn't really that close to the ECRs given (implied ult LR of 25% compared to the 45.8% given). I understand the ECRs may...
Forum: Exam 5 - Ratemaking/Reserving 04-29-2019, 07:41 PM
Replies: 499
Views: 68,687
Posted By SinisterRobert
I agree that there were a lot of “novelty” type...

I agree that there were a lot of “novelty” type questions in formats that have never been tested. These questions are very difficult under time pressure.
Forum: Exam 5 - Ratemaking/Reserving 04-29-2019, 07:28 PM
Replies: 499
Views: 68,687
Posted By SinisterRobert
I said the period between reporting and setting a...

I said the period between reporting and setting a case reserve would be reduced because of that change, leading to higher reported loss estimates if old LDFs are used
Forum: Exam 5 - Ratemaking/Reserving 04-29-2019, 07:23 PM
Replies: 499
Views: 68,687
Posted By SinisterRobert
I don't think so, I felt it was similar to some...

I don't think so, I felt it was similar to some class ratemaking problems where you have a target rate increase but some class rate increases are capped. In order to make up the premium deficiency...
Forum: Exam 5 - Ratemaking/Reserving 04-29-2019, 07:14 PM
Replies: 499
Views: 68,687
Posted By SinisterRobert
For the retention question, I did the same thing...

For the retention question, I did the same thing as beachchic. I capped the rate increase for state A at 10% instead of charging the full 14.2%. In order to make up the premium deficiency though and...
Forum: Exam 5 - Ratemaking/Reserving 04-29-2019, 05:52 PM
Replies: 499
Views: 68,687
Posted By SinisterRobert
On the rate indication problem, part a) wanted...

On the rate indication problem, part a) wanted the ultimates for each AY using the reported BF method but it was only 1/2 point. The expected claims ratio was 65% but considering the next part of the...
Forum: Exam 5 - Ratemaking/Reserving 04-29-2019, 05:44 PM
Replies: 499
Views: 68,687
Posted By SinisterRobert
See, both interpretations make sense to me. There...

See, both interpretations make sense to me. There wasn't enough information on that problem. What if the average case outstanding increase was due to an increase in payment/closing of small claims...
Forum: Exam 5 - Ratemaking/Reserving 04-29-2019, 05:18 PM
Replies: 499
Views: 68,687
Posted By SinisterRobert
I agree, the LDF was hardly different at all...

I agree, the LDF was hardly different at all after performing the BS adjustment than if you had not performed it due to the scale.

How are we supposed to know if the paid development technique is...
Forum: Exam 5 - Ratemaking/Reserving 04-29-2019, 03:00 PM
Replies: 499
Views: 68,687
Posted By SinisterRobert
I left 1 question completely blank this sitting,...

I left 1 question completely blank this sitting, last sitting I made a 5 and left probably 3 or 4 questions completely blank. Hopefully I can make up some points in that area since I did feel like...
Showing results 1 to 25 of 77

 

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