Actuarial Outpost
 
Go Back   Actuarial Outpost > Exams - Please Limit Discussion to Exam-Related Topics > SoA > Exam DP - Design and Pricing
FlashChat Actuarial Discussion Preliminary Exams CAS/SOA Exams Cyberchat Around the World Suggestions

Meet Marianne Westphal - DW Simpson Senior Director

Reply
 
Thread Tools Display Modes
  #1  
Old 10-28-2005, 09:07 AM
Myria Myria is offline
Member
 
Join Date: Sep 2005
Posts: 330
Default Formula Sheet Error

Anyone noticed there is an error in the formula sheet for CAR with min.accum factor? Missing P and power to n.
Reply With Quote
  #2  
Old 10-28-2005, 10:08 AM
kenny G kenny G is offline
Member
 
Join Date: Feb 2004
Posts: 144
Default

No.
Reply With Quote
  #3  
Old 10-28-2005, 05:57 PM
Alfalfa Alfalfa is offline
Member
 
Join Date: Jun 2005
Posts: 33
Default

The formula sheet should not have called it "H". However, H is that expression raised to the nth power and then mulitplied by P, as you suspected.

Did you figure out that the PTP H can be solved by assuming So = 1, as the division by So cancels with the So next to N(d1) and the So in K(PTP)?
Reply With Quote
Reply

Thread Tools
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off


All times are GMT -4. The time now is 12:47 AM.


Powered by vBulletin®
Copyright ©2000 - 2013, Jelsoft Enterprises Ltd.
*PLEASE NOTE: Posts are not checked for accuracy, and do not
represent the views of the Actuarial Outpost or its sponsors.
Page generated in 0.28644 seconds with 7 queries