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  1. Lindsay Smitherman replied to the thread Chapter 16 IFRS.

    Yes but this is not covered explicitly in the SA2 Core Reading

    Mar 19, 2024 at 7:50 AM
  2. Lindsay Smitherman replied to the thread April 2008- analysis of EV.

    Step back from it: the calculations in part (ii) show that death claims during the year were 100,000 (when actual = expected). If...

    Mar 19, 2024 at 7:44 AM
  3. vidhya36 liked John Potter's post in the thread CT6 Sep 14 Q8 & CT6 Apr 2017 Q10.

    See attached. The September 2014 question had a mistake in it, which won't have helped. Often our ASET solutions provide the...

    Mar 19, 2024 at 5:38 AM
  4. vidhya36 liked John Potter's post in the thread CT8 September 2013 - Q5(i)(a).

    James, My advice is to give Ito's lemma a miss and just use Taylor's formula (which is effectively using Ito's lemma). My advice is...

    Mar 19, 2024 at 5:34 AM
  5. vidhya36 liked John Potter's post in the thread April 2014 Question 3.

    Yes, GBM and cts time logN model are the same model, we just need to be careful what we mean by "mu". If we start with dSt = St (mu dt...

    Mar 19, 2024 at 5:29 AM
  6. 1495_sc replied to the thread April 2008- analysis of EV.

    Yes 2 iv) If the question mentioned that actual mortality experience was 0.5% and expected experience was 1%, assets = liabilities as...

    Mar 19, 2024 at 12:55 AM
  7. John Potter replied to the thread CT8 September 2013 - Q5(i)(a).

    James, My advice is to give Ito's lemma a miss and just use Taylor's formula (which is effectively using Ito's lemma). My advice is...

    Mar 18, 2024 at 10:34 PM
  8. John Potter attached a file to the thread CT6 Sep 14 Q8 & CT6 Apr 2017 Q10.

    See attached. The September 2014 question had a mistake in it, which won't have helped. Often our ASET solutions provide the...

    Mar 18, 2024 at 10:23 PM
  9. John Potter replied to the thread April 2014 Question 3.

    Yes, GBM and cts time logN model are the same model, we just need to be careful what we mean by "mu". If we start with dSt = St (mu dt...

    Mar 18, 2024 at 9:13 PM
  10. rlsrachaellouisesmith replied to the thread Chapter 16 IFRS.

    Hi When discounting immediate annuities using the GMM would we expect the discount rate to reflect an illiquidity premium in excess of...

    Mar 18, 2024 at 8:21 PM
  11. Katherine Young replied to the thread SP8 Specimen 2010 Q2.

    Perhaps you're getting confused by the heading for this column. They've simply calculated the number of policies in force during each...

    Mar 18, 2024 at 5:59 PM
  12. Katherine Young replied to the thread April 2022 Question 2.

    From page 38 of Chapter 18 we know that φ=E[σ^2(θ)]=Vik multipled by var (Xik|θi). But we are working with a claim number distribution...

    Mar 18, 2024 at 5:44 PM
  13. 1495_sc liked Lindsay Smitherman's post in the thread April 2008- analysis of EV.

    In Q2(ii) we can see that the investment income calculation has an amount deducted from it in relation to death claims, and there's no...

    Mar 18, 2024 at 4:37 PM
  14. 1495_sc liked Lindsay Smitherman's post in the thread Marginal and Standalone pricing- April 2022.

    Have a look at the glossary definition of 'Marginal pricing', which is what is relevant here. If a marginal costing basis is used, this...

    Mar 18, 2024 at 4:27 PM
  15. 1495_sc liked Lindsay Smitherman's post in the thread Marginal and Standalone pricing- April 2022.

    If a company is using a marginal costing basis for a particular product, it is not gaining any contribution to overheads from that...

    Mar 18, 2024 at 4:27 PM
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