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#111
02-12-2008, 11:16 PM
 KRox Member CAS Join Date: Aug 2006 Location: Fort Lauderdale, FL Studying for Exam 5 Posts: 58

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?
#112
02-16-2008, 11:52 AM
 sam_broverman Member Join Date: Feb 2005 Posts: 639

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
2brove@rogers.com

Last edited by sam_broverman; 02-18-2008 at 11:58 AM..
#113
02-18-2008, 11:58 AM
 sam_broverman Member Join Date: Feb 2005 Posts: 639
February 18, 2008 Exam C Question

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

--------------------------------------------------------------------------------

Sam Broverman

2brove@rogers.com
www.sambroverman.com
#114
02-18-2008, 03:31 PM
 arsenalplaya Member CAS AAA Join Date: Jul 2007 Location: The D Studying for 5 Favorite beer: XXX Posts: 129

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
#115
02-18-2008, 04:27 PM
 sam_broverman Member Join Date: Feb 2005 Posts: 639

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..
#116
02-25-2008, 05:53 PM
 sam_broverman Member Join Date: Feb 2005 Posts: 639
February 25, 2008 Exam C Question

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

--------------------------------------------------------------------------------

Sam Broverman

2brove@rogers.com
www.sambroverman.com
#117
03-03-2008, 09:32 AM
 sam_broverman Member Join Date: Feb 2005 Posts: 639
March 3, 2008 Exam C Question

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

--------------------------------------------------------------------------------

Sam Broverman

2brove@rogers.com
www.sambroverman.com
#118
03-10-2008, 09:40 AM
 sam_broverman Member Join Date: Feb 2005 Posts: 639
March 10, 2008 Exam C Question

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

--------------------------------------------------------------------------------

Sam Broverman

2brove@rogers.com
www.sambroverman.com
#119
03-17-2008, 02:31 PM
 sam_broverman Member Join Date: Feb 2005 Posts: 639
March 17, 2008 Exam C Question

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

--------------------------------------------------------------------------------

Sam Broverman

2brove@rogers.com
www.sambroverman.com
#120
03-19-2008, 10:41 AM
 chipper28 Member Join Date: May 2005 Posts: 925 Blog Entries: 2
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