

FlashChat  Actuarial Discussion  Preliminary Exams  CAS/SOA Exams  Cyberchat  Around the World  Suggestions 

ShortTerm Actuarial Math Old Exam C Forum 

Thread Tools  Search this Thread  Display Modes 
#112




KRox
The reference to Exampl 82 should have been to Example LM17 a little earlier in that section. Thanks for pointing that out. I will add it to the errata list. Sam Broverman 2brove@rogers.com Last edited by sam_broverman; 02182008 at 11:58 AM.. 
#113




February 18, 2008 Exam C Question
The question can be found at
http://www.sambroverman.com/cqw/feb1808c.pdf .  Sam Broverman 2brove@rogers.com www.sambroverman.com 
#115




arsenalplaya,
That is because I failed to multiply the second .032. It should be as you noted, .032^2 . Thank you for noticing that. I will post a correction. Sam Broverman 2brove@rogers.com Last edited by sam_broverman; 02252008 at 05:53 PM.. 
#116




February 25, 2008 Exam C Question
The question can be found at
http://www.sambroverman.com/cqw/feb2508c.pdf .  Sam Broverman 2brove@rogers.com www.sambroverman.com 
#117




March 3, 2008 Exam C Question
The question can be found at
http://www.sambroverman.com/cqw/mar308c.pdf .  Sam Broverman 2brove@rogers.com www.sambroverman.com 
#118




March 10, 2008 Exam C Question
The question can be found at
http://www.sambroverman.com/cqw/mar1008c.pdf .  Sam Broverman 2brove@rogers.com www.sambroverman.com 
#119




March 17, 2008 Exam C Question
The question can be found at
http://www.sambroverman.com/cqw/mar1708c.pdf .  Sam Broverman 2brove@rogers.com www.sambroverman.com 
#120




August 20, 2007
I was seeking different problems, so I've been working through some of your weekly questions and I have a question about August 20, 2007.
You show the same formula for E[(Sd)+^2] that I know and think is correct, but then you use it differently. The formula is basically the second raw moment of the aggregate distribution minus the second raw moment of the limited loss function minus two times the limit times the expected value of the excess loss function, correct? In the solution, you show the general equation as matching this, but in the work instead of subtracting the second raw moment of the limited loss function, you subtract the square of the second raw moment of the limited loss function. Is this an error or am I overlooking something critical? The answer if you just use the second raw moment of the limited loss rather than its square is 10.18 in contrast to your answer of 9.32, so there is definitely a material difference. Thanks 
Thread Tools  Search this Thread 
Display Modes  

