2013.2 Exam C 真题简要回忆

Are those aggregate loss questions requiring using recursive formula?
Is there any quesion related to zero-mod/truncated probability?

Thanks in advance!

xuyielaine 发表于 2013-2-1 22:42
我没遇到~不过应该只是碰巧吧

大家的题是随机的么？还是大致一样？

你之前说有个Aggregate的Poisson/Gamma的题，如果Loss用Gamma做的话，是什么个思路叻。我脑子比较简单一看poisson/gamma就只会NB了。

xuyielaine 发表于 2013-2-1 22:35
版主你是前辈~我担当不起啊

我都已经死在沙滩上了。。。

楼主威武~~

我也是昨日考的, 但有兩道不會做
1. one-modified with zero-truncated probability
2. Aggregate Poisson/Gamma，but Loss follows Gamma
幸好考完還見到 congratulation 的字樣

lam_fukming 发表于 2013-2-2 10:20
我也是昨日考的, 但有兩道不會做
1. one-modified with zero-truncated probability
2. Aggregate Poisso ...

问一下是不是loss frequency poisson based on a, which a is gamma.... while size is gamma?

lam_fukming 发表于 2013-2-2 10:20
我也是昨日考的, 但有兩道不會做
1. one-modified with zero-truncated probability
2. Aggregate Poisso ...

请问有出Komogrov-Smirnov test和simulation么？

楼主好人！

能不能再具体点