Actuarial Outpost
 
Go Back   Actuarial Outpost > Exams - Please Limit Discussion to Exam-Related Topics > SoA/CAS Preliminary Exams > Short-Term Actuarial Math
FlashChat Actuarial Discussion Preliminary Exams CAS/SOA Exams Cyberchat Around the World Suggestions


Fill in a brief DW Simpson Registration Form
to be contacted when new jobs meet your criteria.


Short-Term Actuarial Math Old Exam C Forum

Reply
 
Thread Tools Search this Thread Display Modes
  #1  
Old 01-06-2005, 01:46 PM
Howard Mahler Howard Mahler is offline
Member
CAS
 
Join Date: May 2002
Location: Boston, MA
Posts: 1,889
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.

http://www.neas-seminars.com/Misc/

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..
Reply With Quote
  #2  
Old 01-06-2005, 02:59 PM
Mathlete
Guest
 
Posts: n/a
Default

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.
Reply With Quote
  #3  
Old 01-06-2005, 04:11 PM
Abraham Weishaus Abraham Weishaus is offline
Member
SOA AAA
 
Join Date: Oct 2001
Posts: 7,220
Default

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).
Reply With Quote
Reply

Thread Tools Search this Thread
Search this Thread:

Advanced Search
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 06:58 PM.


Powered by vBulletin®
Copyright ©2000 - 2019, 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 0.15981 seconds with 7 queries