学校精算课的学习资料
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1.第一门课 FM教材是 Introductionto financial mathematics
“MathematicalInterest Theory” by Daniel and Vaaler, Prentice Hall
“DerivativesMarket” by Robert McDonald, Addison Wesley. Ch 1-4,5.1-5.4, 8.1-8.2(Reader from UCLA Academic Publishing)
每章有对应的真题及详细解答以及SAMPLE QUESTIONS AND SOLUTIONS FOR DERIVATIVES MARKETS
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2.第二门课 mathematics of lifecontingencies
MLC教材是 Cunningham, Herzog & London, Models forQuantifying Risks,
Actex Publications
现有第三四章的习题,以后会继续更新。
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3.最后是一份非常全面的Exam M Notes, 一共26页公式, 目录如下,
Chapter 3: Survival Distributions and Life Tables
Chapter 4: Life Insurance
Chapter 5: Life Annuities
Chapter 6: Benefit Premiums
Chapter 7: Benefit Reserves
Chapter 8: Benefit Reserves
Chapter 9: Multiple Life Functions
Chapter 10 & 11: Multiple Decrement Models
Chapter 15: Models Including Expenses
Constant Force of Mortality/ De Moivre’s Law/Modified De Moivre’s Law/Uniform Distribution of Deaths (UDD)
Chapter 1: The Poisson Process
Chapter 2&3: Random Variables
Chapter 4: Classifying and Creating distributions
Chapter 5: Frequency and Severity with Coverage Modifications
Chapter 6: Aggregate Loss Models
Last Chapter: Multi-State Transition Models
附件列表
FM.rar
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本附件包括:
- FM-09-05ques.pdf
- FM-09-05sol2nd.pdf
- edu-fm-09-07.pdf
- SOA #3.pdf
- SOA #4.pdf
- SOA Options.pdf
- Using Your Financial Calculator(2+).doc
- SOA 5.pdf
- SOA 6.pdf
- SOA 7 + 8.pdf
- SOA 9.pdf
- SOA #1.pdf
- SOA #2.pdf
- Ch 5 EA Exam set.pdf