We aren't endorsed by this school 

Math288Week13
School: UConn
Course: Actuarial Mathematics II
Modications of the Loss Random Variables Lecture: Week 13 Lecture: Week 13 (Math 288) Modications of the Loss RVs Spring 2008  Valdez 1 / 19 Introduction Introduction In the previous weeks, we have assumed that the loss amount X is also the cl

Exercises42008
School: UConn
Course: Actuarial Mathematics II
MATH 288  Actuarial Mathematics II Spring 2008  Valdez Additional Exercises 4 1. Two types of shuttle buses run around a university campus: the Red and the Blue lines. At a particular bus stop, both the Red and the Blue lines arrive independently,

Math288Weeks11to12annot
School: UConn
Course: Actuarial Mathematics II
Claim Severity Models Lecture: Weeks 11 and 12 ecture: Weeks 11 and 12 (Math 288) Claim Severity Models Spring 2008  Valdez 1 / 26 Introduction Introduction Given that a claim occurs, the (individual) claim size X is typically referred to as c

Math288Week10annot
School: UConn
Course: Actuarial Mathematics II
Claim Frequency Models Lecture: Week 10 Lecture: Week 10 (Math 288) Claim Frequency Models Spring 2008  Valdez 1 / 19 Motivation Compound frequency models Let Xi be the claim payment made for the ith policyholder and let N be the random number

HWdistribution
School: UConn
Course: Actuarial Mathematics II
Distribution of Math 288 HW Assignment 0.05 percentage 0.00 0.01 0.02 0.03 Total number: 30 Quartiles: Q1 = 72 Q2 = 80 Q3 = 91 Highest = 98 Average = 77 0.04 0 20 40 hw 60 80 100

IllustrativeLifeTableSOA
School: UConn
Course: Actuarial Mathematics II
Illustrative Life Table: Basic Functions and Single Benefit Premiums at i = 0.06 Illustrative Life Table: Basic Fun.ctionsand Single Benefit Premiums at i = 0.06 1 Illustrative Life Table: Basic Functions and Sinale Benefit Premiums at i = 0.06 Li