Chfgcoa北美精算師大綱

1Timewillpiercethesurfaceoryouth,willbeonthebeautyoftheditchdugashallowgroove;Janewilleatrare!Abornbeauty,anythingtoescapehissicklesweep.--Shakespeare根本教育階段(6門課程)：課程1：精算科學的數學根底說明：這門課程的目的是為了培養(yǎng)關于一些根底數學工具的知識，形成從數量角度評估風險的能力，特別是應用這些工具來解決精算科學中的問題。并且假設學員在學習這門課程之前已經熟練掌握了微積分、概率論的有關內容及風險管理的根本知識。主要內容及概念：微積分、概率論、風險管理〔包括損失頻率、損失金額、自留額、免賠額、共同保險和風險保費〕

課程2：利息理論、經濟學和金融學說明：這門課程包括利息理論，中級微觀經濟學和宏觀經濟學，金融學根底。在學習這門課程之前要求具有微積分和概率論的根底知識。主要內容及概念：利息理論，微觀經濟學，宏觀經濟學，金融學根底

課程3：隨機事件的精算模型份廈說明命：通鳥過這挽門課君程的職學習肥，培味養(yǎng)學樣員關縫于隨奇機事鉗件的幕精算歸模型郊的基綠礎知最識及熔這些螺模型噸在保蝕險和喜金融理風險雄中的密應用炊。在轉學習仆這門歪課程宰之前顫要求棟熟練拐掌握京微積洪分、拼概率鑼論和張數理河統(tǒng)計乖的相逐關內才容。例建議制學員策在通鹽過課王程1斧和課冠程2中后學坦習這懼門課股程。目主要賀內容擔及概童念：糖保險蜂和其眼它金尺融隨糕機事典件，墨生存迎模型伍，人亦口數錯據分要析，譜定量跌分析邊隨機據事件佩的金拌融影本響

付勝課程插4：逢精算必建模淺方法夫殲花說明鋼：該賭課程太初步老介紹枝了建算立模慶型的為根底輔知識憲和用懶于建妄模的猜重要嶺的精湖算和穗統(tǒng)計帆方法猜。在諒學習爪這門船課程壘之前饒要求否熟練撓掌握盒微積兼分、膛線性累代數訓、概飯率論虜和數乘理統(tǒng)連計的他相關酬內容輩。

蠅究主要沿內容舌及概管念：物

沃抱模型幕－模列型的倡定義服

直離－為怨何及憑如何騙使用輕模型莫

調傍－模今型的愛利弊枝

范燃－確古定性善的和忍隨機化性的碑模型繳

坊拍－模裂型選呈擇

爪廉－輸安入和軌輸出閉分析認

鈔虎－敏懶感性譯檢驗萌

莊漢－研害究結消果的討檢驗卡和反嘆饋

奶銀方法派－回茫歸分氏析

母食－預點測

金壟－風卸險理哨論

控專－信堡度理倚論

日俊課程捆5－浸精算禍原理疑應用婚貞健說明把：這尾門課添程提叛供了筆產品嚼設計巷，風貢險分鴿類，框定價在/費測率擬鼠定/屈建立墓保險杠基金錯，營擠銷，筋分配緣，管每理和遙估價雄的學她習。葡覆蓋榨的范垮圍包墨括金宴融保幟障計兵劃,繭職工土福利滔方案陣，事嫂故撫仍恤計襪劃，兄政府冊社會紛保險僚和養(yǎng)妹老計圾劃及躲一些過新興泄的應符用領暮域如自產品犧責任覺，擔交保的當評估聞，環(huán)錄境的嗎維護棕本錢許和制盛造業(yè)用的應續(xù)用。劣

肉啦該課井程的案學習災材料畢綜合握了各夜種計怎劃和蹈覆蓋顫范圍顫以展落示精紋算原演理在霞各研慰究領值域中派應用您的一黑致性彎和差僻異性哄。為襪了鼓尋勵這松種學臭習方封法，乒該課丙程在仔研究妖各精啄算課率題，幻如定暗價等包時考元慮該嗚課題高在各潛領域場中的律應用涉而不鵝是相符反。隱

揪聲主要斬內容煮及概江念：扒方案緣和產腹品設堤計，煎風險綢分類規(guī)原理忽和技瀉術，凱精算借原理牲和實益務在鑄定價便、費術率擬唯定、撫建立揀保險脅基金偏及傳廈統(tǒng)和浮新興河的應麻用領稈域中駕的應獅用，夠營銷互、分帽配和攪管理統(tǒng)，負著債和尼保險紅基金鵝評估擱的精另算技視術

治顛課程屆6－息投資濁和資辰產管夫理日睬說明謝：該克課程處是用池于投渴資和按資產引負債鐵管理鉆領域泡的精屑算原鐵理的茶拓展紙。學饅員在粒完成籃該課笨程的燥學習祖后，池將會串對資挑本市閉場、廢投資吊工具灘、衍象生證餓券及伙應用生、投累資組衰合管讀理和拜資產查－負帳債管改理有趙深入胞的了指解。疼主要娘內容擔及概點念：門資本裁市場贏和基稀本投棉資原病理，冶投資樹工具談，衍濃生證茄券，掘投資齒組合卸管理凍的原踢理，俊資產足－負閑債管脫理繭財產陜和意暖外險沃精算筆師學般會(叨CA由S)豈考試映制度那介紹惕

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Texts

1.

Actuarial

Mathematics

(

Second

Edition

),

1997,

by

Bowers,

N.U.,

Hickman,

J.C.,

Jones,

D.A.

amd

Nesbitt,

C.J.,

Chapters

5.1-5.4,

6.1-6.4,

7.1-7.6,

Chapter

8,

Section

9.1-9.8,

Chpters

10

and

13

(excluding

autoregressive

discrete-time

model

and

appendix

),

Section

14.5.

Note:

some

notation

presented

in

Chapters

13-14

of

Actuarial

Mathematics

is

introduced

in

Chapter

12.

Candidates

may

find

it

helpful

to

refre

to

Chapter

12

when

studying

the

readings

in

Chapters

13

and

14.

2.

Introduction

to

Probability

Models

(

Seventh

Edition

),

2000,

by

Ross,

S.M.,

Sections

2.8,

4.1-4.4,

,

4.6,

5.3-5.4,

6.1-6.5,

6.8,

10.1-10.4.

裝3.幣

L銜os險s

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4愧.

ExamP(Probability)StudyNote-Fall2006Candidatesshouldbeabletouseandapplythefollowingconceptsinariskmanagementcontext:1.GeneralProbability

?Setfunctionsincludingsetnotationandbasicelementsofprobability

?Mutuallyexclusiveevents

?Additionandmultiplicationrules

?Independenceofevents

?Combinatorialprobability

?Conditionalprobability–NonBayesTheorem

?BayesTheorem/Lawoftotalprobability

2.Univariateprobabilitydistributions(includingbinomial,negativebinomial,geometric,hypergeometric,Poisson,uniform,exponential,chi-square,beta,Pareto,lognormal,gamma,Weibull,andnormal).

?Probabilityfunctionsandprobabilitydensityfunctions

?Cumulativedistributionfunctions

?Conditionalprobability

?Mode,median,percentiles,andmoments

?Varianceandmeasuresofdispersion

?Momentgeneratingfunctions

?Transformations3.Multivariateprobabilitydistributions(includingthebivariatenormal)?Jointprobabilityfunctionsandjointprobabilitydensityfunctions

?Jointcumulativedistributionfunctions

?CentralLimitTheorem

?Conditionalandmarginalprobabilitydistributions

?Momentsforjoint,conditional,andmarginalprobabilitydistributions

?Jointmomentgeneratingfunctions

?Varianceandmeasuresofdispersionforconditionalandmarginalprobabilitydistributions

?Covarianceandcorrelationcoefficients

?Transformationsandorderstatistics

?Probabilitiesandmomentsforlinearcombinationsofindependentrandomvariables

SuggestedTexts

Thereisnosinglerequiredtextforthisexam.

Thetextslistedbelowmaybeconsideredasrepresentativeofthemanytextsavailabletocovermaterialonwhichthecandidatemaybeexamined.Notallthetopicsmaybecoveredadequatelybyjustonetext.

Youmaywishtousemorethanoneofthefollowingorothertextsofyourchoosinginyourpreparation.

Earlierorlatereditionsmayalsobeadequateforreview.?

AFirstCourseinProbability(SeventhEdition),2005,byRoss,S.M.,Chapters1–8.

?

FundamentalsofProbability(ThirdEdition),2005,byGhahramani,S.,Chapters1–11.

?

JohnE.Freund’sMathematicalStatisticswithApplications(SeventhEdition),2004,byMiller,I.

Miller,M.,Chapters1-8.

?

MathematicalStatisticswithApplications(SixthEdition),2002,byWackerly,D.,MendenhallIII,W.Scheaffer,R.,Chapters1-7.

?

ProbabilityforRiskManagement,1999,byHassett,M.andStewart,D.,Chapters1–11.

?

Probability:TheScienceofUncertaintywithApplicationstoInvestments,InsuranceandEngineering2001,byBean,M.A.,Chapters1–9.StudyNotes

SNsforthePreliminaryEducationexaminationsareavailableontheSOAWebsiteunderExamsandJobs/CandidateandExamInformation/FallExamSession/Fall2006BasicEducationCatalog–StudyNotesInformation.

HardcopiesmaybepurchasedbyusingtheStudyNoteandPublishedReferenceorderforminthebackoftheprintedcatalogorbydownloadingtheformfromtheFallExamSessionWebpage.SOA改革全文UpdatedInformationforCandidatesandMembersEducationRedesign

InAugust2003,theWorkingGroupsfortheEducationRedesignproject,with

thesupportandendorsementoftheBoardofGovernorspublishedits

recommendationsfortheeducationandexaminationprocessoftheSocietyof

Actuaries.Thatreportisavailableat

).

Workondevelopingafinalimplementationplanensuedalongwitha

commentaryperiodduringwhich,you,ourcandidatesandmembers,submitted

questionsandcomments.Thisupdatedescribesthefinaldesign,conversion

mappingandimplementationplans.

Awebcast"TownHall"sessiontodiscussthedesignandconversionplan,

isbeingpreparedforthefirstquarterof2004.Pleasebesuretowatch

youremailboxesandourwebsite,forinformationasit

becomesavailable.

AssociateshipRequirements

Undertheredesignplan,thecandidateisrequiredtocompletethe

PreliminaryEducationrequirements,theFundamentalsofActuarialPractice

(FAP)Course,andtheAssociateshipProfessionalismCourse(APC)forthe

ASAdesignation.ThePreliminaryEducationrequirementsandtheFAPCourse

maybeattemptedconcurrently.

ThePreliminaryEducationComponentwillconsistof

(i)pre-requisites,

(ii)subjectstobevalidatedbyeducationalexperience,and

(iii)fourexaminations.

Pre-requisitesaretopicsthatwillassistcandidatesintheirexam

progressandworklifebutwillnotbedirectlytestedorvalidated:

Calculus

LinearAlgebra

IntroductoryAccounting

BusinessLaw

MathematicalStatistics

ValidatedbyEducationalExperience(VEE)Subjectsaresubjectsforwhich

candidateswilldemonstrateknowledgebysubmittingtranscriptsandcourse

descriptionsfromformalcourses.Submissionswillbereviewedtodetermine

whethertheymeetthestatedcriteria.Economics.Therequirementwillbe

twosemesters,oneeachofintroductorymicroeconomicsandmacroeconomics.

Aone-semestersurveycoursewillnotqualify.

CorporateFinance.Therequirementwilltypicallybemetbyacoursewith

anintroductorycorporatefinancecourseasaprerequisite.

AppliedStatisticalMethods.Thecoursemustcoverbothtimeseriesand

regression(oracandidatemaysubmittwocourses).Detailedlearning

objectivesforthethreeVEEsubjectswillbeincludedinthefinal

syllabuspublication,scheduledforSummer2004.Candidateswillbeableto

comparethoselearningobjectivestothedescriptionsofthecoursesthey

willsubmitunderthisplan.VEEsubmissionswillbeacceptedstartingon

January1,2005.Submissionprocedureswillbepublishedpriortothatdate.

TherearethreemechanismsbywhichVEEcanbeaccomplished:

1.Completion,withapre-setgrade,ofoneormorecoursesofferedbya

recognizedcollegeoruniversityandapprovedbythesponsoring

organizations.

a.Candidatesorfacultymemberswouldsubmitacourseorcoursesfor

consideration.

b.Generally,theonlysubmissionrequiredforcourseapprovalwillbethe

entryinthecatalog,includingpre-requisitesandadescriptionofthe

course.Atitsdiscretion,thecommitteemakingthedeterminationmay

requestadditionalinformation.

c.Toearnvalidationforanapprovedcourse,acandidatemustreceivea

gradeofB-orbetter.Ifthecourseisrepeated,thehighestgradeearned

canbeused.Iftheinstitutiondoesnotuselettergrading,the

institutionwillbeconsultedtodetermineanappropriatetranslation.

2.Achievingapre-setscoreonastandardizedexamination,asdetermined

bythesponsoringorganizations.

a.SpecifiedscoreminimumsontheAdvancedPlacement(AP)testsand

CollegeLevelExaminationProgram(CLEP)testsformicroandmacroeconomics

willbeacceptedasVEEcreditforeconomics.

b.ThecommitteeresponsibleforVEEimplementationwilldeterminewhich

otherexaminationsqualifyandthescorerequiredforcredit.Additional

researchwillbedoneregardingoptionssuchastheCFAexams.

c.Twooftheactuarialexamsforwhichspecificcoursecreditwasnot

receivedduringthe2000conversioncansatisfyVEE,asfollows:

i.UnusedPDcreditsearnedfrompassingthepre-2000Course120(Applied

StatisticalMethods)examinationmaybeusedforvalidationofApplied

Statistics.

ii.UnusedPDcreditsearnedfrompassingthepre-2000Course220

(IntroductiontoAssetManagementandCorporateFinance)maybeusedfor

validationofCorporateFinanceandEconomics.Additionaldetailsonthese

twooptionsareincludedundertheconversionmappingsectionofthis

document.

3.Completionofeducationalexperiencesasapprovedbythesponsoring

organizations.TheCASorSOAmaychoosetooffereducationalexperiencein

aparticularsubject.Othervendorsofeducationalprogramsmayprovide

eligibleeducationalexperiences.Bydefinition,aCASorSOAexperience

wouldbeaccepted.Allotheroptionswouldneedtobeapprovedbythe

committeeresponsibleforVEE.

PreliminaryEducationExaminations

ExamP,Probability:Probabilityandsupportingcalculus;validatedbya

three-hourexamination.

ExamMF,MathematicsofFinance:Theoryofinterestandintroductionto

financialeconomics;validatedbyatwo-hourexamination.

ExamM,ModelsforQuantifyingRisk:Lifecontingencies,frequencymodels

andaggregatelossmodels;validatedbyafour-hourexamination.

ExamC,ConstructionandEvaluationofRiskModels:Fittingparametric

andnonparametricmodelsandcredibility;validatedbyafour

hour-examination.

FundamentalsofActuarialPractice

Thee-LearningcomponentofASAleveleducation(previouslyreferredtoas

theASACourse)hasanofficialnewname-FundamentalsofActuarial

Practice(FAP)Course.AsintroducedintheAugust2003report,themodule

topicswillbepresentedinthecontextofacontrolcycle.

Module1,RoleoftheProfessionalActuary:Providethebasicframeworkfor

actuarialworkandfunctionsusingacontrolcycleasaframework.

Module2,CoreExternalForces:Provideanunderstandingofhowcore

external

forces,outsideoftheactuary'ssphere,integrateintoactuarialwork.

Module3,TypicalActuarialProblems:Provideanintroductiontoconcepts

withinthecontextofcommonactuarialproblemsandassignments.

Module4,SolutionstoSelectedActuarialProblems:Demonstratehowa

completecontrolcycleisapplied,throughselectedexamplesandsample

solutions.

Module5,DesignandPricingofanActuarialSolution:Introduceanddefine

commonmodelsforeachareaofpractice.

Module6,SelectionofanActuarialDesignandModel:Givenaproblem,find

asolutionbygoingthroughtheentireprocesstoselectamodel.

Module7,SelectionofInitialAssumptions:Introducetheprocessand

considerationsinselectingassumptionsasacomponentoffinalizingthe

designsolutionandmovingtowardmonitoringresults.

Module8,MonitoringExperience-ModelandAssumptions:Establishthelink

betweendesigningthesolutionandmonitoringtheresultsviatechniquesfor

monitoringexperience.

ValidationPlanforFundamentalsofActuarialPractice

1.Tomaintainstandards,validation(includinginteractionsembeddedin

thecontent,end-of-moduletestsandend-of-moduleexercises)willoccur

throughoutthecourse.

2.Candidateswillalsobeformallyevaluatedviacomputerized,

multiple-choice

examinations.ThefirstexaminationwillcovercontentinModules1-5and

the

secondexaminationwillcovercontentinModules6-8.Theseexamswillbe

administeredsecurelyandfrequently,withapotentialtoevolveto"on

demand"

overtime.

AssociateshipProfessionalismCourse(APC)

TheAPCobjectivesareunchangedfromthecurrentdescription.

FellowshipRequirements

FortheFSAdesignation,thecandidatewouldberequiredtocompleteallof

theASA

requirementsplusthefollowingadditionaleducationalelements:

1.Twopractice-specificexaminations

a.ExaminationDPDesign&Pricing

b.ExaminationCSPCompany/SponsorPerspective

2.Severale-learningmodulesthatwillusethesameInternet-basedsystems

astheFAPcourse

3.Acapstonemoduleorseminar

4.TheFellowshipAdmissionsCourse(FAC)

ConversionMapping

Inestablishingconversionrules,themajormotivatingfactorwas

simplicitywhileassuringabalanceofequityandequivalence.Thisplan

doesnotinvolvethegrantingofpartialcreditsorthesplittingofthe

newexaminations.Theconversionmappinghasbeenadjustedtoreflectmany

ofthecommentswereceivedontheSummer2003ReporttotheMembershipon

theEducationRedesign.Inaddition,theASACoursehasbeenformallynamed

"FundamentalsofActuarialPractice"