2001年5月北美精算师资格考试参考资料--课程4
Texts
1. Econometric Models and Economic Forecasts ( Fourth Edition ), 1998, by Pindyck, R.S. and Rubinfeld, D.L., Chapters 3-7, 15-18.
2. Loss Models: From Data to Decisions, 1998, by Klugman, S.A., Panjer, H.H., and Willmot, G.E., Sections 1.5, 2.2-2.6, 2.8-2.10, 3.2.3, 3.3.3-3.3.4, 3.4.2, 3.5, 3.10.1 ( Beginning with Example 3.34 ), 5.1-5.5 (excluding 5.4.6 and 5.5.3 ).
3. Simulation ( Second Edition ), 1997, by Ross, S.M., Chapter 7 and Chapter 9.
4. Survival Analysis, 1997, by Klein, J.P., and Moeschberger, M.L., Chapters 4, 5 ( excluding 5.2 ), 6 ( excluding 6.4 ), 7 (sections 7.1-7.3 only ) and 8.
Study Notes:
SNs for Course 1-4 are available on our Web site (www.soa.org).
Code Title
4-05-01 Course 4 Introductory Study Note
4-09-00 Sample Examination #1
4-10-00 May 2000 Course/Exam 4
4-12-00 November 2000 Course/Exam 4.
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