01-21-2010, 08:47 PM
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Note Contributor
SOA
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Join Date: Feb 2006
Location: Virginia
Studying for FA, GH Core
College: PSU '07
Favorite beer: Oskar Blues Old Chub Scotch Ale
Posts: 4,177
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Quote:
Originally Posted by Agamemnon
Value at Risk is a glorified name for Percentile
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You stole the words out of my keyboard. 
 = \pi_p - F^{-1}(p))
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P, FM, MLC, MFE, C, FAPmods, APC, VEE, IA, HFmod, FHEmod, FA, GH Core, PRFmod, GH Adv, GH Spec, DMAC, FAC
How to explain actuarial exams to someone else...
Good Einstein quote - "One had to cram all this stuff into one's mind for the examinations, whether one liked it or not. This coercion had such a deterring effect on me that, after I had passed the final examination, I found the consideration of any scientific problems distasteful to me for an entire year."
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