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Short-Term Actuarial Math Old Exam C Forum

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  #121  
Old 03-20-2008, 01:08 AM
sam_broverman sam_broverman is offline
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Default chipper28

It looks like I should have just subtracted 3.08
instead of (3.08)^2 . I will post a corrected solution.
Thanks for pointing that out.

SB
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  #122  
Old 03-20-2008, 02:14 PM
chipper28 chipper28 is offline
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Default Got another: October 16, 2006

October 16, 2006 is a semiemperical empirical Bayes problem. Makes since except I calculate a different value for the second raw moment via empirical estimation. I believe the formula should be (b^3-a^3)/[3(b-a)], but you show (b^3-a^3)/[2(b-a)]. Neither of these formulas produces the value of 239,250 that you show. The first produces 155,333 and the second 233,000. The total variances are therefore different: 106,933 and 184,600 respectively.

Obviously, this flows through the problem and the answers are different.

It seems pretty straightforward and I would have just ignored it if your formula had had 3 in denominator, but since you compute a different value and show a 2 in the denominator, I decided to check.

Thanks for confirming the last one!

(if the divided by 3 is correct, u=220, v=77,666, a=29,266, k=2.65375, z=.4298, and the credibility premium is 157.68)

Last edited by chipper28; 03-20-2008 at 02:21 PM.. Reason: give values
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  #123  
Old 03-24-2008, 12:49 PM
sam_broverman sam_broverman is offline
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Default March 24, 2008 Exam C Question

The question can be found at
http://www.sambroverman.com/cqw/mar24-08c.pdf .



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  #124  
Old 03-24-2008, 12:55 PM
sam_broverman sam_broverman is offline
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Default

chipper28,

A apologize for the delay in responding to you.

You are correct about the Oct 16, 2006 question.
Thanks for pointing that out. I will post a correction.

SB

Last edited by sam_broverman; 04-07-2008 at 04:08 PM..
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  #125  
Old 04-07-2008, 04:09 PM
sam_broverman sam_broverman is offline
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Default March 31, 2008 Exam C Question

The question can be found at
http://www.sambroverman.com/cqw/mar31-08c.pdf .



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  #126  
Old 04-07-2008, 04:09 PM
sam_broverman sam_broverman is offline
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Default April 7, 2008 Exam C Question

The question can be found at
http://www.sambroverman.com/cqw/apr7-08c.pdf .



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  #127  
Old 04-13-2008, 11:39 PM
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Default April 14, 2008 Exam C Question

The question can be found at
http://www.sambroverman.com/cqw/apr14-08c.pdf .



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  #128  
Old 04-21-2008, 09:09 AM
sam_broverman sam_broverman is offline
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Default April 21, 2008 Exam C Question

The question can be found at
http://www.sambroverman.com/cqw/apr21-08c.pdf .



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  #129  
Old 04-28-2008, 04:07 PM
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Default April 28, 2008 Exam C Question

The question can be found at
http://www.sambroverman.com/cqw/apr28-08c.pdf .



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  #130  
Old 05-05-2008, 03:37 PM
sam_broverman sam_broverman is offline
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Default May 5, 2008 Exam C Question

The question can be found at
http://www.sambroverman.com/cqw/may5-08c.pdf .



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