[北美精算师含金量]2001年5月北美精算师资格考试参考资料--课程3
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2001年5月北美精算师资格考试参考资料--课程3texts
1. actuarial mathematics ( second edition ), 1997, by bowers, n.u., hickman, j.c., jones, d.a. amd nesbitt, c.j., chapters 5.1-5.4, 6.1-6.4, 7.1-7.6, chapter 8, section 9.1-9.8, chpters 10 and 13 (excluding autoregressive discrete-time model and appendix ), section 14.5.
note: some notation presented in chapters 13-14 of actuarial mathematics is introduced in chapter 12. candidates may find it helpful to refre to chapter 12 when studying the readings in chapters 13 and 14.
2. introduction to probability models ( seventh edition ), 2000, by ross, s.m., sections 2.8, 4.1-4.4, 4.5.1, 4.6, 5.3-5.4, 6.1-6.5, 6.8, 10.1-10.4.
3. loss models: from data to decisions, 1998, by klugman, s.a., panjer, h.h., and willmot, g.e., sections 1.3, 1.4, 2.1, 2.2 ( definitions 2.10, 2.11, 2.12 and 2,13 only), 2.6 (pp. 74-77, 83 only), 2.7 (excluding example 2.51), 2.10 (excluding 2.10.1 and following ), 31, 3.2.1-3.2.2, 3.3.1-3.3.2, 3.4.1, 3.5 (through the first full paragragh on page 222), 3.6.1, 3.7 (excluding 3.7.1 and 3.7.2), 3.9 (example 3.29 only ), 3.10 (excluding example 3.34 and following ), 3.10.2 (excluding example 3.38 and following ), 4.1-4.3, 4.5-4.6 (excluding 4.6.5.2 ), 4.8, 4.9.4 (page 336 only ), 6.2.3, 6.3.1, 6.3.2.1.
4. simulation ( second edition ), 1997, by ross, s.m., sections 3.1, 4.1-4.3, chapter 5 (excluding 5.3 ), and chapter 6.
5. survival analysis, 1997, by klein, j.p., and moeschberger, m.l., chapters 2-3 ( excluding 3.6)
study notes:
sns for course 1-4 are available on our web site ().
code title
3-05-01 course 2 introductory study note
3-09-00 sample examination #1
3-10-00 may 2000 course/exam 3
3-12-00 november 2000 course/exam 3
3-22-00 "stochastic models for continuing care retirement communities,"naaj, vol.1, no.1, pp. 50-64
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