Hello Basically i am in big confused about the procedure of cs2b examination Q- where we have to submit? Q-we have to write our answer in word or wps writer? Q- how should i prepare for this Q- is there any internet use?
https://ifoa-www.s3.eu-west-2.amazonaws.com/live/s3fs-public/curriculum/specimen_papers/SPECIMEN%20EXAM%20PAPER_CS2B_IFoA_2019_final_0.pdf https://www.actuaries.org.uk/studying/curriculum-2019/actuarial-statistics as per the sample paper, you need to write your answer in MS word and submit it with your R codes. for preparation - you can easily find a R statistics course online.
Hello, I will be done with my graduation by April 2018 in BSc Applied Statistics and Analytics from NMIMS University, Mumbai, India. I will be done with 6 papers by then. So what companies should I approach to? A few names would be really helpful. Also, when should I ideally start approaching companies if i want to start working by May 2018? And what package should I expect while joining? Thank you in advance.
Look out for list of insurers from IRDAI website, and apply to all, ideally after you'll complete your final exams awaiting results. And try to consulting/KPO also. eg WNS, WTW, Mercer Package: around 4-5 lpa
Pl help no reply from forum how Pij(t+h) = ∑ pik (t) pkj (h) = pij(t) + h ∑ pik (t) µkj + o (h) as per my understanding: Pij(t+h) = ∑ pik (t) pkj (h) --(1) From ch 5 equation 5.7 which is as follows : pij(h) = {h µij + o (h) if i not equal to j and is 1+ h µij + o (h) if i = j now we can substitute it in equation 1 Pij(t+h) = ∑ pik (t) pkj (h) = ∑ pik (t) µkj + o (h) pl. Provide steps after this
Please excuse o(h) terms for this comment only, but mention in exam. Pij(t+h) =sum{Pik(t)Pkj(h)} ... Note: in sum all possible k. =Pij(t)Pjj(h)+sum{Pik(t)Pkj(h)} ... Note: in sum k !=j. [A] Now you know Pjj(h)=1+h*mu(jj) and Pkj(h)=h*mu(kj) Now put in above in [A]. You'll get =Pij(t)*(1+h*mu(jj))+sum{Pik(t)*h*mu(kj)} ... Note: k != j Then =Pij(t)+sum{Pik(t)*h*mu(kj)} ... Note: for all possible k.
Hi Hemant, I need help in Rate interval chapter, Can you please give me your mail id so i can ask my doubts,