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[CFA] Exam 8 Table M [推广有奖]

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hisicon 发表于 2015-7-3 20:11:42 |AI写论文

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So this morning I was studying retrospective pricing, and wrote some code to caculate insurance charge/savings in Table M.
Enjoy.

  1. claims = {1000, 1500, 4000, 10000, 15000, 40000};
  2. counts = {8, 3, 2, 5, 2, 1};
  3. lr = {0.2,
  4.   0.8};(*loss ratio at min/max*)
  5. sp = 10000;(*standard premium*)

  6. If[Length[claim] != Length[counts],
  7.   Print["Input claims/counts incorrect!"]];
  8. expA = (claims.counts)/Total[counts]*1.;

  9. AH = Part[lr, 1]*sp;
  10. AG = Part[lr, 2]*sp;
  11. t1 = Table[
  12.    Max[0, (Part[claims, i] - AG)*Part[counts, i]/Total[counts]], {i,
  13.     1, Length[claims]}];
  14. t2 = Table[
  15.    Max[0, (AH - Part[claims, i])*Part[counts, i]/Total[counts]], {i,
  16.     1, Length[claims]}];

  17. \[Phi] = Total[t1]/expA;(*ins charge*)
  18. \[Psi] =
  19.   Total[t2]/expA;(*ins savings*)
  20. nic = Total[t1] - Total[t2];
  21. Print[{\[Phi], \[Psi], nic}]

  22. {0.398577,0.0676157,2214.29}
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关键词:Table ABLE Exam ABL tab insurance standard studying morning savings

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沙发
hisicon 发表于 2015-7-3 20:12:45
forgot to mention it is Mathematica, but you can pretty easily convert to any language you like - and it is TIA example on page 131. (section B.1.)

藤椅
guziran 发表于 2015-8-14 08:06:28
你这是没中文输入法么单位电脑

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