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Short-Term Actuarial Math Old Exam C Forum

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Old 01-06-2005, 01:46 PM
Howard Mahler Howard Mahler is offline
Join Date: May 2002
Location: Boston, MA
Posts: 1,892
Default Changes from 2004 Syllabus

Changes to Syllabus, Joint Exam 4/C, Spring 2005 versus prior joint Course 4 Exam:

Regression and Time Series moved to Validation by Education Experience.

Added Interpolation and Smoothing (Chapter 15 of Loss Models.)

Simulation material moved from old Course 3 and added to material from old Course 4.
(Ranksum Test from old Course 4 is no longer on the syllabus.
Congruential Generators and Rejection Method from old Course 3 are no longer on the syllabus.
You should not be tested directly on simulating Brownian Motion or Ruin Theory.)
Simulation is now taken from Loss Models rather than the book by Ross.

Survival Analysis: Added Grouped Data (section 11.4 of Loss Models), Multiple Decrements (section 11.4.3 of Loss Models), Accelerated Failure Time Models (p. 414-416 of Loss Models).
A little more detail on Generalized Linear Models (p. 413-414 of Loss Models).

Fitting Frequency: “Accident Profiles” moved to Exam M.

Buhlmann Credibility: Loss Functions and Highest Posterior Density Credibility Sets on the syllabus
(section 12.4.2 of Loss Models).

Therefore, those with older editions of Mahler Study Aids for Course 4:
Need “Mahler’s Guide to Graduation” (covering Interpolation and Smoothing).
Unless they have both old Course 3 and 4 Study Aids, need “Mahler’s Guide to Simulation.”
Probably should get the revised “Mahler’s Guide to Survival Analysis.”

Available separately from New England Actuarial Seminars:
“Mahler’s Guide to Graduation” $10 plus postage and handling.
“Mahler’s Guide to Simulation” $35 plus postage and handling.
“Mahler’s Guide to Survival Analysis” $35 plus postage and handling.

Spring 2005 Mahler Guides to Joint Exam 4/C cover everything on the syllabus.
$285 plus postage and handling from New England Actuarial Seminars.

Approximate Changes in Syllabus as a Percent of Old Course 4 Exam:
Regression and Time Series: - 28%
Simulation: + 6%
Interpolation and Smoothing: + 5%
Survival Analysis: +2%
Net Total: -15%.
However, the exam itself will be the same length as before.

Last edited by Howard Mahler; 01-06-2005 at 03:52 PM..
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Old 01-06-2005, 02:59 PM
Posts: n/a

Mr. Mahler...or Mr. Weishaus...or Mr. Schobel,

Thank you so much for the information you provide us!

Do any of you have any idea what percentage of the Exam C material is newly added to the syllabus?

Thanks again.
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Old 01-06-2005, 04:11 PM
Abraham Weishaus Abraham Weishaus is offline
Join Date: Oct 2001
Posts: 7,233

Only Mr. Schobel could give an authoritative answer.

My guess is 2 polynomial & spline interpolation questions, 2 simulation questions with 1 of them not on new material (e.g. bootstrap), and 1-2 questions on anything else new (Bayesian estimation & loss functions, approximations for large data sets, accelerated failure time models, frequency estimation; the latter is arguably not new).
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