What do you think?
Rate this book
ASM Study Manual Exam C/Exam 4, 6th Edition
The 6th edition of this manual offers comprehensive coverage of the syllabus for SOA Exam C and CAS Exam 4. In its approximately 60 lessons, the following topics are reviewed:
* Parametric distributions, including discussion of the lognormal distribution as a model for stock prices
* Coverage modifications, including deductibles, claims limits, coinsurance, and inflation
* Discrete distributions
* Compound models
* Aggregate deductibles
* Ruin theory
* Empirical estimators, including ogives, product-limit and Nelson-Aalen
* Kernel smoothing
* Parametric estimation, including method of moments, percentile matching, and maximum likelihood
* Cox model and other models with covariates
* Hypothesis testing
* Limited fluctuation credibility
* Bayesian credibility
* Buhlmann credibility
* Empirical Bayes methods
* Simulation using the inversion method
* Special considerations for simulating stock price changes
* Bootstrap approximation
* Var, CET, and other risk measures.
* Parametric distributions, including discussion of the lognormal distribution as a model for stock prices
* Coverage modifications, including deductibles, claims limits, coinsurance, and inflation
* Discrete distributions
* Compound models
* Aggregate deductibles
* Ruin theory
* Empirical estimators, including ogives, product-limit and Nelson-Aalen
* Kernel smoothing
* Parametric estimation, including method of moments, percentile matching, and maximum likelihood
* Cox model and other models with covariates
* Hypothesis testing
* Limited fluctuation credibility
* Bayesian credibility
* Buhlmann credibility
* Empirical Bayes methods
* Simulation using the inversion method
* Special considerations for simulating stock price changes
* Bootstrap approximation
* Var, CET, and other risk measures.
1175 pages, three-hole punched shrink-wrapped manual
First published January 1, 2007
2 people are currently reading
42 people want to read
Ratings & Reviews
Friends & Following
Create a free account to discover what your friends think of this book!
