ACT451




The first day handout with course outline is available at the following link - course outline as a "PDF" file.

Volume 2 of the SOA Course 3 Study Guide by S. Broverman is avilable at Alico's Copy Centre at St. George and College. Upon request a photocopy will be made for you at the usual cost of photocopying.

The SOA Course 3 Study Note by S. Klugman can be found at the Society of Actuaries website www.soa.org . Starting at the SOA homepage, take the following sequence of links
"Education & Jobs" , "Candidate & Exam Information" ,
"Fall Exam Session" , "Fall 2004 Study Notes/Information"
"Course 3" , "Course/Exam 3 STudy Note - Replacing Chapter 2 Material From Loss Models"

Continuous mixture of the Poisson distribution over the gamma distribution and its relation to the negative binomial distribution discussed in Oct. 4 class. Some clarifying comments can be found here .

Solutions to the second term test can be found at the following link,
Test 2, 2004.

Term Test marks are in the following file, listed by student number. Let me know by Friday Dec. 10 if you think that there is an error. Marks.

The final exam will be a written exam. You are allowed a calculator and one two-sided 8 1/2 by 11 sheet of formulas. The following is a summary of what will be covered on the exam.
The exam will primarily be based on material covered in class, but the following references to the printed notes and problems may be helpful.
Lesson 4 , Problem Set 1 #37 - 41
Lesson 5, Lesson 6 (omit Tail Behavior, p. LM-61 to LM-63), Problem Set 2 #1 - 10
Lessons 7 to 11, Problem Set 3
Lesson 12, Problem Set 4
Lessons 13 & 14, Problem Set 5
Lesson 15 (omit Discrete-time process, p. LM-175 to LM-179), Lesosns 16 & 17, Problem Set 6