ASM 6.11 - Actuarial Outpost

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		Actuarial Outpost > Exams - Please Limit Discussion to Exam-Related Topics > SoA/CAS Preliminary Exams > Exam 4/C - Construction and Evaluation of Actuarial Models
ASM 6.11

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#1

Old

10-08-2009, 08:25 PM

shen000

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ASM 6.11

You are calculating difference between VaR_0.99(x) and VaR_0.95(x),
but the question is asking for VaR_0.99(x) and TVaR_0.95(x),
The correct answer should be: 609.44

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#2

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10-08-2009, 10:32 PM

Abraham Weishaus Abraham Weishaus is offline

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Have you checked the errata? I preferred to change the question.

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