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
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