Actuarial Outpost Course 4 help!!!!
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#1
03-18-2002, 10:11 AM
 the ladies man Member Join Date: Jan 2002 Posts: 59

I am 90% thru Mahler's Notes. Can anyone provide me some feedback on how to proceed after this. I have the ASM manual that I was going to study. However, I want to skip everything in the manual that I already covered w/Mahler.

I have taken and passed 3A a few years ago so I kinda know that material.
#2
03-18-2002, 10:46 AM
 New at pd Member Join Date: Sep 2001 Posts: 560

ASM is all you need.
#3
03-18-2002, 12:40 PM
 M. Member Join Date: Sep 2001 Posts: 1,511

The organization of ASM should make it very obvious what material you've already covered.
#4
03-21-2002, 11:25 AM
 Kira Member Join Date: Nov 2001 Posts: 45

Page 222 of my ASM manual didn't print very well, and I can't read example 45.2. Would someone be kind enough to type it out for me?
#5
03-21-2002, 01:39 PM
 M. Member Join Date: Sep 2001 Posts: 1,511

That's funny. We're on the same page!

Example 45.2 In a mortality study, 100 lives are under observation. Deaths occur at times 4 and 8; withdrawals occur at times 6 and 8.

Calculate the variance of the product limit estimate of S(8) using Greenwood's Formula.

Answer: First we calculate S(8). Y4 = 100, d4 = 1, Y8 = 98 (since the withdrawal at 8 is not considered), d8 = 1. So
S(8) = (100-1)/100 * (98-1)/98 = 9601/9800.

The estimated variance is then
Var(S(t)) = (9601/9800)^2*(1/(100*99) + 1/(98*97))= .0001979

Hope that helps!
#6
03-22-2002, 10:23 AM
 Kira Member Join Date: Nov 2001 Posts: 45

Thanks a bunch! That's exactly what I was needing.

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