※ [本文轉錄自 CFAiafeFSA 看板]

作者: arbitrageur (Cambridge不是好學校?!!) 看板: CFAiafeFSA
標題: [情報] CAS/SOA精算考試前四共同科目簡介
時間: Mon Dec 23 02:07:34 2002

欲知最完整資訊，請見：
http://www.soa.org/eande/spring03_catalog/spring03_catalog.html

這篇稍微介紹一下2000制前四科的內容，四科目前都是共同科目。
本文已經更新到最新的2003 Spring版。
然而CAS(美國產險精算學會)會在2003年秋季舉辦自己的第三科考試，
http://www.casact.org/admissions/syllabus/2003/exam3.htm
新的 CAS Exam 3可能的模樣，見下文。
http://www.casact.org/admissions/exam3.htm


1. 台灣的考場有台北----政大風管系(前四科)與南山人壽(後面幾科)
台中----逢甲精算所

2. 報名的方式是到SOA(美國壽險精算學會)的網站上下載報名表，寄到美國。

3. 如果只打算買一台計算機，就買TI BA II Plus，要買第二台的話買TI-30 XIIS
其他可用的計算機不推薦使用。

4. 在學時要儘量修完第一科、第二科的考試科目，並參加考試。
這樣畢業前過個兩科，才不會拖很久才拿到精算師。

前四科全部都是單選題，答錯不倒扣，考試時間四小時，在上午考試。

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Course 1 – Mathematical Foundations of Actuarial Science
約需要準備150(修過數統或機率的人)~250小時(只學過微積分的)

本科目的學習目標是使考生具備最基本的將風險量化的數學能力。
這一科簡單地說就是在考微積分和機率導論(或數理統計學或高統前半)，
微積分約佔40%，機率部分大約佔60%

參考書目沒什麼好說，就是流行的微積分和機率/數統課本。
和底下這本薄薄的講義。

1-21-00 Risk and Insurance

詳細內容請見
http://www.soa.org/eande/spring03_catalog/spring03_course1.html

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Course 2 – Interest Theory, Economics and Finance
約需要準備150(個經、總經、財管三科中學過兩科的)
~300小時(考過第一科但是四科都沒學過的)

這一科考利息理論、個體經濟學、總體經濟學和財務管理
比重約為 30% 28% 12% 30%

建議將course 2與CFA level 1一次讀與考完，以收事半功倍之效
因為這四科的內容CFA考試也都有考，只是CFA較淺些。

Texts

Principles of Corporate Finance (Seventh Edition), 2002,
by Brealey, R.A. and Myers, S.C.,

Price Theory and Application (Fifth Edition), 2002, by Landsburg, S.E.,

# Theory of Interest (Second Edition), 1991, by Kellison, S.G.,

Study Notes
2-21-00 Macroeconomics (Third or Fourth Printing)

詳細內容請見
http://www.soa.org/eande/spring03_catalog/spring03_course2.html

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Course 3 – Actuarial Models
約需要準備350(學過隨機過程導論的)~400小時

The candidate will be required to understand, in an actuarial
context, what is meant by the word "model," how and why models
are used, their advantages and their limitations. The candidate
will be expected to understand what important results can be
obtained from these models for the purpose of making business
decisions, and what approaches can be used to determine these
results.

這一科考四個東西，壽險精算50%，損失函數25%，隨機過程15%，模擬10%
這一科是前四科中最難的，也是需要花最多時間的。


Texts

Actuarial Mathematics (Second Edition), 1997, by Bowers, N.L.,
Gerber, H.U., Hickman, J.C., Jones, D.A. and Nesbitt, C.J.,

Introduction to Probability Models (Seventh Edition),
2000, by Ross, S.M.,

Loss Models: From Data to Decisions, 1998,
by Klugman, S.A., Panjer, H.H., and Willmot, G.E.,

Simulation (Third Edition), 2002, by Ross, S.M.,

Study Notes

3-23-02 Course/Exam 3 Study Note
Replacing Chapter 2 material from Loss Models
(所以讀完Loss Models第一章之後就要讀這份，然後接Loss Models第三章)

詳細內容請見
http://www.soa.org/eande/spring03_catalog/spring03_course3.html

===================================================================

Course 4 – Actuarial Modeling
約需要250(學過迴歸分析+財務時間序列分析的)~350小時

The candidate will be required to understand the steps involved
in the modeling process and how to carry out these steps in
solving business problems. The candidate should be able to:
1) analyze data from an application in a business context;
2) determine a suitable model including parameter values; and
3) provide measures of confidence for decisions based upon the
model. The candidate will be introduced to a variety of tools
for the calibration and evaluation of the models on Course 3.

這一關考幾個大項：
迴歸分析、時間序列分析、可信度理論、模擬；模型估計、評估與選擇
15% 12.5% 25% 2.5% 45%

Texts

Econometric Models and Economic Forecasts (Fourth Edition), 1998,
by Pindyck, R.S. and Rubinfeld, D.L.,

Foundations of Casualty Actuarial Science (Fourth Edition), 2001,
Casualty Actuarial Society, Chapter 8, "Credibility",
by Mahler, H.C., and Dean C.G., (Section 2 only).
(Available as SN 4-21-01).

Loss Models: From Data to Decisions, 1998,
by Klugman, S.A., Panjer, H.H. and Willmot, G.E.,

Simulation (Third Edition), 2002, by Ross, S.M.,

Study Notes

4-21-01 Credibility
4-23-03# Estimation, Evaluation and Selection of Actuarial Models

詳細內容請見
http://www.soa.org/eande/spring03_catalog/spring03_course4.html

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