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  #111  
Old 02-12-2008, 11:16 PM
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KRox KRox is offline
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In the spring 2008 edition, on page LM-56, Ex. LM-24 you refer to "the joint distribution of Example 8-2", where exactly can I find this Example 8-2?
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  #112  
Old 02-16-2008, 11:52 AM
sam_broverman sam_broverman is offline
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KRox

The reference to Exampl 8-2 should have been to
Example LM-17 a little earlier in that section. Thanks for
pointing that out. I will add it to the errata list.

Sam Broverman
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Last edited by sam_broverman; 02-18-2008 at 11:58 AM..
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  #113  
Old 02-18-2008, 11:58 AM
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Default February 18, 2008 Exam C Question

The question can be found at
http://www.sambroverman.com/cqw/feb18-08c.pdf .



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  #114  
Old 02-18-2008, 03:31 PM
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Why is the combined probability for 2 claims, one of one and one of 2 in both years equal to .032? I am getting that it is equal to .032^2
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  #115  
Old 02-18-2008, 04:27 PM
sam_broverman sam_broverman is offline
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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; 02-25-2008 at 05:53 PM..
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  #116  
Old 02-25-2008, 05:53 PM
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Default February 25, 2008 Exam C Question

The question can be found at
http://www.sambroverman.com/cqw/feb25-08c.pdf .



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  #117  
Old 03-03-2008, 09:32 AM
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Default March 3, 2008 Exam C Question

The question can be found at
http://www.sambroverman.com/cqw/mar3-08c.pdf .



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  #118  
Old 03-10-2008, 09:40 AM
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Default March 10, 2008 Exam C Question

The question can be found at
http://www.sambroverman.com/cqw/mar10-08c.pdf .



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  #119  
Old 03-17-2008, 02:31 PM
sam_broverman sam_broverman is offline
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Default March 17, 2008 Exam C Question

The question can be found at
http://www.sambroverman.com/cqw/mar17-08c.pdf .



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  #120  
Old 03-19-2008, 10:41 AM
chipper28 chipper28 is offline
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Default 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[(S-d)+^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
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