close× Call Us +62 21 835 5105

Silabus A70

A70 – PEMODELAN & TEORI RISIKO  

Tujuan mata ujian ini adalah menguji kemampuan dan pemahaman peserta dalam teori risiko di asuransi jiwa, dana pensiun, asuransi kesehatan dan asuransi umum serta teknik  simulasi dan pemodelan dalam industri asuransi.
Topik:
1.      Actuarial Models
2.      Continouos Models
3.      Discrete Distribution and Process
4.      Aggregate Loss and Ruin Models
5.      Empirical Models
6.      Estimated Parametric Models
7.      Adjusted Estimated and Credibility
8.      Simulation Methods
 
Tipe :  3 Jam soal pilihan ganda
Buku Referensi :
Loss Models: From Data to Decisions, (Second Edition) 2004, by Klugman, S.A., Panjer, H.H., and Willmot, G.E.
·         Chapter 1 sd 3 (background only)
·     Chapter 4, Sections 4.1–4.4 (excluding data-dependent distributions), 4.6.1–4.6.5, 4.6.7 through Theorem 4.51 (excluding zero-modified distributions, in particular Example 4.46, Theorem 4.49 and subsequent examples that depend on these distributions), 4.6.9–4.6.11,  Chapter 5
·         Chapter 6, Aggregate Loss
·         Chapter 7 dan 8, Ruin Models
·         Chapter 9 sd 11, Empirical Models
·         Chapter 12  sd 14, Parametric Statistical Method
·         Chapter 15 dan 16, Adjusted Estimates
·         Chapter 17, Simulation