usjtgw北美精算师大纲.docx

1、usjtgw北美精算师大纲-+懒惰是很奇怪的东西，它使你以为那是安逸，是休息，是福气；但实际上它所给你的是无聊，是倦怠，是消沉;它剥夺你对前途的希望，割断你和别人之间的友情，使你心胸日渐狭窄，对人生也越来越怀疑。罗兰基本教育阶段(6门课程)： 课程1：精算科学的数学基础 说明：这门课程的目的是为了培养关于一些基础数学工具的知识，形成从数量角度评估风险的能力，特别是应用这些工具来解决精算科学中的问题。并且假设学员在学习这门课程之前已经熟练掌握了微积分、概率论的有关内容及风险管理的基本知识。主要内容及概念：微积分、概率论、风险管理（包括损失频率、损失金额、自留额、免赔额、共同保险和风险保费） 课程

2、2：利息理论、经济学和金融学 说明：这门课程包括利息理论，中级微观经济学和宏观经济学，金融学基础。在学习这门课程之前要求具有微积分和概率论的基础知识。主要内容及概念：利息理论，微观经济学，宏观经济学，金融学基础 课程3：随机事件的精算模型 说明：通过这门课程的学习，培养学员关于随机事件的精算模型的基础知识及这些模型在保险和金融风险中的应用。在学习这门课程之前要求熟练掌握微积分、概率论和数理统计的相关内容。建议学员在通过课程1和课程2后学习这门课程。主要内容及概念：保险和其它金融随机事件，生存模型，人口数据分析，定量分析随机事件的金融影响 课程4：精算建模方法 说明：该课程初步介绍了建立模型的基

3、础知识和用于建模的重要的精算和统计方法。在学习这门课程之前要求熟练掌握微积分、线性代数、概率论和数理统计的相关内容。 主要内容及概念： 模型模型的定义 为何及如何使用模型 模型的利弊 确定性的和随机性的模型 模型选择 输入和输出分析 敏感性检验 研究结果的检验和反馈 方法回归分析 预测 风险理论 信度理论 课程5精算原理应用 说明：这门课程提供了产品设计，风险分类，定价/费率拟定/建立保险基金，营销，分配，管理和估价的学习。覆盖的范围包括金融保障计划,职工福利计划，事故抚恤计划，政府社会保险和养老计划及一些新兴的应用领域如产品责任，担保的评估，环境的维护成本和制造业的应用。 该课程的学习材料综

4、合了各种计划和覆盖范围以展示精算原理在各研究领域中应用的一致性和差异性。为了鼓励这种学习方法，该课程在研究各精算课题，如定价等时考虑该课题在各领域中的应用而不是相反。 主要内容及概念：计划和产品设计，风险分类原理和技术，精算原理和实务在定价、费率拟定、建立保险基金及传统和新兴的应用领域中的应用，营销、分配和管理，负债和保险基金评估的精算技术 课程6投资和资产管理 说明：该课程是用于投资和资产负债管理领域的精算原理的拓展。学员在完成该课程的学习后，将会对资本市场、投资工具、衍生证券及应用、投资组合管理和资产负债管理有深入的了解。主要内容及概念：资本市场和基本投资原理，投资工具，衍生证券，投资组合

5、管理的原理，资产负债管理 财产和意外险精算师学会(CAS)考试制度介绍从2005年春季开始考试体系变更如下：第一阶段是准精算师(ACAS)，要求通过以下七大部分课程：EXAM1：概率论（包含微积分）3小时(联合考试,=SOAEXAMP)EXAM2：金融数学（利息理论）2小时(联合考试,=SOAEXAMMF)EXAM3：统计和精算模型4小时(CAS单独命题)EXAM4：精算建模（拟合模型和信度）4小时(联合考试,=SOAEXAMC)EXAM5：非寿险原理和费率厘订4小时EXAM6：准备金、保险会计准则和再保险4小时EXAM7：年度报表、税收和法规4小时(分美国和加拿大体系)第二阶段是精算师(FC

6、AS)，要求通过以下两大部分课程：EXAM8：投资和金融分析4小时EXAM9：高级费率厘订、收益率和个体风险费率厘订计划4小时CAS考试的EXAM1采用计算机联网考试（CBT），CAS考试的EXAM2-4采取单项选择（multiplechoice）形式出卷，EXAM5-9采取单项选择+问答题（multiplechoice+essay）形式出卷。考生通过EXAM1-7、三门VEE以及CASCourseonProfessionalism后可获得ACAS资格证书；完成全部九门课程、三门VEE以及CASCourseonProfessionalism后，方可获得FCAS资格证书。CAS每年春季、夏季和秋

7、季举办三次考试，每门成绩采取10分制。6-10分表示已通过该门课程的考试，0-5分表示未通过。考生在考试后2个月左右将收到成绩报告单，通过考试者成绩一律标注为PASS；未通过者则被告知具体分数，分数越高表示距通过分数线越近。每年通过分数线均不相同，由负责每门课程的委员收集历年试题的难易程度系数确定该门课程的初步通过分数线，上报专职副会长审定批准。CAS考试资料分为WebNote和StudyKit。其中WebNote是多篇相互独立的文章，可以从CAS网站上下载；而StudyKit则通常是教材章节或者指定资料，必须向协会订购。StudyManual是CAS的复习资料，针对WebNote和Study

8、Kit的内容进行总结归纳，不由协会提供。StudyNotes:SNsforCourse1-4areavailableonourWebsite(www.soa.org).CodeTitle1-05-01Course1IntroductoryStudyNote1-09-00SampleExamination#11-10-00May2000Course/Exam11-12-00November2000Course/Exam11-21-00RiskandInsurance1-22-00Chapter4.10and12fromRiskManagementandInsurancebyC.A.William

9、s,Jr.,andM.L.,Smith,1998,Mcgram-Hill,(backgroundreading)Texts1、PrinciplesofCorporateFinance(SixthEdition),2000,byBrealey,R.A.andMyers,S.C.,Chapter1,4-21,and282、PriceTheoryandApplication(FourthEdition),1999,byLandsburg,S.E.,Chapters1-5,7-8,9(9.3only),10-11,and143、TheoryofInterest(SecondEdition),1991,

10、byKellison,S.G.,Chapters1-3(exclude3.63.7,3.10),4-5(exclude5.7-5.9),6(exclude6.7-6.8),7(7.3-7.4only),and8(8.5-8.6only).StudyNotes:SNsforCourse1-4areavailableonourWebsite(www.soa.org).CodeTitle2-05-01Course2IntroductoryStudyNote2-09-00SampleExamination#12-10-00May2000Course/Exam22-12-00November2000Co

11、urse/Exam22-21-00Macroeconomics(ThirdPrinting)Texts1.ActuarialMathematics(SecondEdition),1997,byBowers,N.U.,Hickman,J.C.,Jones,D.A.amdNesbitt,C.J.,Chapters5.1-5.4,6.1-6.4,7.1-7.6,Chapter8,Section9.1-9.8,Chpters10and13(excludingautoregressivediscrete-timemodelandappendix),Section14.5.Note:somenotatio

12、npresentedinChapters13-14ofActuarialMathematicsisintroducedinChapter12.CandidatesmayfindithelpfultorefretoChapter12whenstudyingthereadingsinChapters13and14.2.IntroductiontoProbabilityModels(SeventhEdition),2000,byRoss,S.M.,Sections2.8,4.1-4.4,4.5.1,4.6,5.3-5.4,6.1-6.5,6.8,10.1-10.4.3.LossModels:From

13、DatatoDecisions,1998,byKlugman,S.A.,Panjer,H.H.,andWillmot,G.E.,Sections1.3,1.4,2.1,2.2(Definitions2.10,2.11,2.12and2,13only),2.6(pp.74-77,83only),2.7(excludingExample2.51),2.10(excluding2.10.1andfollowing),31,3.2.1-3.2.2,3.3.1-3.3.2,3.4.1,3.5(throughthefirstfullparagraghonpage222),3.6.1,3.7(excludi

14、ng3.7.1and3.7.2),3.9(Example3.29only),3.10(excludingExample3.34andfollowing),3.10.2(excludingExample3.38andfollowing),4.1-4.3,4.5-4.6(excluding4.6.5.2),4.8,4.9.4(page336only),6.2.3,6.3.1,6.3.2.1.4.Simulation(SecondEdition),1997,byRoss,S.M.,Sections3.1,4.1-4.3,Chapter5(excluding5.3),andChapter6.5.Sur

15、vivalAnalysis,1997,byKlein,J.P.,andMoeschberger,M.L.,Chapters2-3(excluding3.6)StudyNotes:SNsforCourse1-4areavailableonourWebsite(www.soa.org).CodeTitle3-05-01Course2IntroductoryStudyNote3-09-00SampleExamination#13-10-00May2000Course/Exam33-12-00November2000Course/Exam33-22-00StochasticModelsforConti

16、nuingCareRetirementCommunities,NAAJ,Vol.1,No.1,pp.50-64Texts1.EconometricModelsandEconomicForecasts(FourthEdition),1998,byPindyck,R.S.andRubinfeld,D.L.,Chapters3-7,15-18.2.LossModels:FromDatatoDecisions,1998,byKlugman,S.A.,Panjer,H.H.,andWillmot,G.E.,Sections1.5,2.2-2.6,2.8-2.10,3.2.3,3.3.3-3.3.4,3.

17、4.2,3.5,3.10.1(BeginningwithExample3.34),5.1-5.5(excluding5.4.6and5.5.3).3.Simulation(SecondEdition),1997,byRoss,S.M.,Chapter7andChapter9.4.SurvivalAnalysis,1997,byKlein,J.P.,andMoeschberger,M.L.,Chapters4,5(excluding5.2),6(excluding6.4),7(sections7.1-7.3only)and8.StudyNotes:SNsforCourse1-4areavaila

18、bleonourWebsite(www.soa.org).CodeTitle4-05-01Course4IntroductoryStudyNote4-09-00SampleExamination#14-10-00May2000Course/Exam44-12-00November2000Course/Exam4. ExamP(Probability)StudyNote-Fall2006 Candidates should be able to use and apply the following concepts in a risk management context:1. General

19、 Probability Set functions including set notation and basic elements of probability Mutually exclusive events Addition and multiplication rules Independence of events Combinatorial probability Conditional probability Non Bayes Theorem Bayes Theorem / Law of total probability2. Univariate probability

20、 distributions (including binomial, negative binomial, geometric, hypergeometric, Poisson, uniform, exponential, chi-square, beta, Pareto, lognormal, gamma, Weibull, and normal). Probability functions and probability density functions Cumulative distribution functions Conditional probability Mode, m

21、edian, percentiles, and moments Variance and measures of dispersion Moment generating functions Transformations 3. Multivariate probability distributions (including the bivariate normal) Joint probability functions and joint probability density functions Joint cumulative distribution functions Centr

22、al Limit Theorem Conditional and marginal probability distributions Moments for joint, conditional, and marginal probability distributions Joint moment generating functions Variance and measures of dispersion for conditional and marginal probability distributions Covariance and correlation coefficie

23、nts Transformations and order statistics Probabilities and moments for linear combinations of independent random variablesSuggested TextsThere is no single required text for this exam. The texts listed below may be considered as representative of the many texts available to cover material on which t

24、he candidate may be examined. Not all the topics may be covered adequately by just one text. You may wish to use more than one of the following or other texts of your choosing in your preparation. Earlier or later editions may also be adequate for review. A First Course in Probability (Seventh Editi

25、on), 2005, by Ross, S.M., Chapters 18. Fundamentals of Probability (Third Edition), 2005, by Ghahramani, S., Chapters 111. John E. Freunds Mathematical Statistics with Applications (Seventh Edition), 2004, by Miller, I.Miller, M., Chapters 1-8. Mathematical Statistics with Applications (Sixth Editio

26、n), 2002, by Wackerly, D., Mendenhall III, W. Scheaffer, R.,Chapters 1-7. Probability for Risk Management, 1999, by Hassett, M. and Stewart, D., Chapters 111. Probability: The Science of Uncertainty with Applications to Investments, Insurance and Engineering 2001, by Bean, M.A., Chapters 19.Study No

27、tesSNs for the Preliminary Education examinations are available on the SOA Web site under Exams and Jobs/Candidate and Exam Information/Fall Exam Session/Fall 2006 Basic Education Catalog Study Notes Information. Hard copies may be purchased by using the Study Note and Published Reference order form

28、 in the back of the printed catalog or by downloading the form from the Fall Exam Session Web page.SOA 改革全文Updated Information for Candidates and Members Education Redesign In August 2003, the Working Groups for the Education Redesign project, with the supportand endorsement of the Board of Governor

29、s published its recommendations for the education and examination process of the Society of Actuaries. That report is available at http:/www.soa.org/eande/report_membership03.pdf). Work on developing a final implementation plan ensued along with a commentary period during which, you, our candidates and members, submitted questions and comments. This update describes the final