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Recent Content by Dave Johnson

  1. Dave Johnson
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    CP2 Goalseek

    Hi Elliott I don't think comments are a great idea anyway since they may be missed by your marker. You can achieve more or less the same effect...
    Post by: Dave Johnson, Apr 4, 2024 in forum: CP2
  2. Dave Johnson
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    CP2 ASET Solutions

    Hi Sarah Your understanding is correct. The commentary by question number in ASET is to help you understand how the model solution satisfies the...
    Post by: Dave Johnson, Sep 8, 2023 in forum: CP2
  3. Dave Johnson
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    CP2 April 2022 paper 1

    Hi Jenil The reason for dividing the term by 2 in the approximation is because on average each dollar paid in to the accumulation fund is only...
    Post by: Dave Johnson, Sep 4, 2023 in forum: CP2
  4. Dave Johnson
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    Chi-Square Test - Determining test statistic

    Hi David You're right to be confused about this. The examiners have applied the chi-squared test in a very unusual manner. Normally we would...
    Post by: Dave Johnson, Sep 4, 2023 in forum: CP2
  5. Dave Johnson
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    Sept 2021 Question 7(iii) -1st,2nd and 3rd Yule Walker Equations for Time Series

    Hi Priyanka, I think the issue may be that you need to rearrange the equation for the time series to get the right signs for \( \alpha \) and \(...
    Post by: Dave Johnson, Jul 8, 2022 in forum: CS2
  6. Dave Johnson
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    Paper B April 2019

    Hi Fitting time series models can sometimes be more of an art than a science, and that is what we are seeing here. We will never observe zero...
    Post by: Dave Johnson, Apr 8, 2022 in forum: CS2
  7. Dave Johnson
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    Sept 2021 Question 7(iii) -1st,2nd and 3rd Yule Walker Equations for Time Series

    Hi There are two things going on here, which I will cover in turn. The first is that there is a formula in the Core Reading for the Yule-Walker...
    Post by: Dave Johnson, Apr 8, 2022 in forum: CS2
  8. Dave Johnson
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    Sept 2021 Question 5(iii) Kaplan-Meier: Nelson-Aalen estimate

    Hi The approximation you mention is central to this question. It can be written as: \( \hat S_{KM} = \prod_{t_j \le t} 1 - \hat \lambda_j...
    Post by: Dave Johnson, Apr 8, 2022 in forum: CS2
  9. Dave Johnson
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    Ch 13 question 9 part ii

    Hi Molly This is certainly a challenging question, and quite unusual so don't get bogged down in this one. Starting from where you got to, we...
    Post by: Dave Johnson, Apr 6, 2022 in forum: CS2
  10. Dave Johnson
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    Apr 2021 Q9iv

    Hi Laura First thing to note is that this is an extremely hard question, the hardest on the paper in my opinion. The theme that runs through the...
    Post by: Dave Johnson, Jan 26, 2022 in forum: CS2
  11. Dave Johnson
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    Time Series (April 2005 q4)

    Hi Jia The easiest way to calculate this is using the formula for \( \rho_k \) of an \( ARMA(1,1) \) given on page 40 of the Tables, using \(...
    Post by: Dave Johnson, Jan 21, 2022 in forum: CS2
  12. Dave Johnson
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    CS2 Paper B Online Resources

    Hi Stephen We are in the process of updating the PBOR. Parts 1-4 are now live, and part 5 and the Y assignments should be available in...
    Post by: Dave Johnson, Nov 1, 2021 in forum: CS2
  13. Dave Johnson
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    Time intervals in K-M or N-A estimates

    Hi Lauren I agree the approach sometimes appears to be inconsistent. CT4 Apr 11 Q10 has come up before, and my response was that the survival...
    Post by: Dave Johnson, Sep 21, 2021 in forum: CS2
  14. Dave Johnson
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    Ch12 Q12.4

    Hi Brett The error you are making is writing p_ij(t) = exp{-mu_ij * t} (Sorry - I've altered your notation to make it clear this is a function...
    Post by: Dave Johnson, Sep 20, 2021 in forum: CS2
  15. Dave Johnson
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    Lee Carter model 'b' parameter

    Hi Edward First thing to note is that the notes are talking about empirical observation here rather than model effects, which I think is what you...
    Post by: Dave Johnson, Sep 16, 2021 in forum: CS2