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Exam FAM – Fundamentals of Actuarial Mathematics
10 หมวด · 51 บท
สรุปวิชาExam FAM – Fundamentals of Actuarial MathematicsสำหรับนักเรียนSOA (Society of Actuaries)แบบฟรี แต่ละบทด้านล่างครอบคลุมหัวข้อสำคัญพร้อมตัวอย่างและโจทย์ที่ฝึกต่อในแอป thinka ได้ทันที
Short-Term Insurance and Reinsurance Coverages
Severity, Frequency, and Aggregate Models
Severity model moments and percentiles
Scale and shape parameters in continuous severity models
Classes of severity distributions and their relationships
Characterizing distributions by existence of moments
Parameters of the (a,b,0) and (a,b,1) frequency classes
Recognizing the (a,b,0) and (a,b,1) classes and their relationships
Calculations for the (a,b,0) and (a,b,1) classes
Selecting appropriate frequency distributions
Collective and individual risk models
Normal and log-normal approximation of aggregate losses
Convolution method and stop-loss insurance expected payment
Value at Risk, Tail Value at Risk, and risk measure properties
Parametric Estimation
Introduction to Credibility
Pricing and Reserving for Short-Term Insurance Coverages
Estimating outstanding claims: Expected Loss Ratio, Chain-Ladder, and Bornhuetter-Ferguson
Objectives of ratemaking and ratemaking data
Adjustments to ratemaking data: development, trend, and premium on-leveling
Expenses and the profit and contingencies loading in ratemaking
Overall average rates and rate changes: loss cost and loss ratio methods
Option Pricing Fundamentals
Long-Term Insurance Coverages and Retirement Financial Security Programs
Mortality Models
Present Value Random Variables for Long-Term Insurance Coverages
Present value random variables for life insurance, endowment, and annuities
Probabilities, means, variances, and covariances of the present value random variables
Relationships between insurance, endowment, and annuity present value random variables
Effect of changes in mortality and interest assumptions
Standard actuarial notation for expected values
Premium and Policy Value Calculation for Long-Term Insurance Coverages
Future loss random variables for life insurance and annuities
Premiums by the equivalence principle, portfolio percentile principle, and expected present value of profit
Gross, net, and modified net premium policy values
Effect of changes in mortality and interest assumptions
Modelling extra risk: age rating and adjustments to mortality
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