2001年5月北美精算師資格考試參考資料--課程4
texts
1. econometric models and economic forecasts ( fourth edition ), 1998, by pindyck, r.s. and rubinfeld, d.l., chapters 3-7, 15-18.
2. loss models: from data to decisions, 1998, by klugman, s.a., panjer, h.h., and willmot, g.e., sections 1.5, 2.2-2.6, 2.8-2.10, 3.2.3, 3.3.3-3.3.4, 3.4.2, 3.5, 3.10.1 ( beginning with example 3.34 ), 5.1-5.5 (excluding 5.4.6 and 5.5.3 ).
3. simulation ( second edition ), 1997, by ross, s.m., chapter 7 and chapter 9.
4. survival analysis, 1997, by klein, j.p., and moeschberger, m.l., chapters 4, 5 ( excluding 5.2 ), 6 ( excluding 6.4 ), 7 (sections 7.1-7.3 only ) and 8.
study notes:
sns for course 1-4 are available on our web site ().
code title
4-05-01 course 4 introductory study note
4-09-00 sample examination #1
4-10-00 may 2000 course/exam 4
4-12-00 november 2000 course/exam 4.