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cs2

  1. G

    Chapter 9 Q9.5

    Hi, In the Chapter 9 Practice Questions, the solution for question 5, includes calculations for P_82(0.75) and P_82(2.75), to estimate the number of lives at the start of these intervals. Can someone please explain how the weights of 0.25 and 0.75 are derived the answer? Thanks, Gemma
    • Gemma
    • Thread
    • cs2
    • Replies: 1
    • Forum: CS2
  2. J

    CM and CS 2 Syllabus / CMP notes 2022/23

    Hi, does anyone knows if usually there will be a major change in the CMP / study materials for different year sittings ? I plan to order CM and CS 2 this month, but will only sit for exams next year, i.e. April 2023. Thanks !
  3. A

    Chapter 2 Practice question 2.10

    Can someone please explain the part iii. of this question. I'm unable to understand why 1 is added to m_k equation.
    • AGM
    • Thread
    • cs2
    • Replies: 1
    • Forum: CS2
  4. Y

    IAI CS2 Exam Pass Mark Query

    Hi, Does someone know what is the pass mark required for passing CS2 from IAI? And is it mandatory to obtain minimum marks in both papers A and B separately? Did someone appear for CS2 from IAI in Mar 2022 diet? I found the part B paper really tough and very different as compared to previous...
    • Yashika Gupta
    • Thread
    • cs2 cs2b iai march 2022 pass mark pass rate pass rates
    • Replies: 0
    • Forum: CS2
  5. M

    Finding stationary distributions using symmetry, and the importance of being in a certian state

    Hi all, I'm struggling with the end of chapter 2 summary question 2.9 (page 124), please can someone help? All parts are fine, except from the last part "Explain whether or not the process will converge to a stationary distribution given that it is in State 1 at time 0. If it does converge...
    • Molly
    • Thread
    • aperiodic chapter 2 converge cs2 stationary distribution symmetry
    • Replies: 2
    • Forum: CS2
  6. L

    Time intervals in K-M or N-A estimates

    Hi I have a question about how to determine the final time interval to use when specifying the Kaplan-Meier / Nelson-Aalen estimate of the survival function. I understand that if the last observation was a death, then the final time interval will be t >= time of that last death. However, when...
    • Lauren
    • Thread
    • cs2
    • Replies: 1
    • Forum: CS2
  7. B

    ASET Sep 2020 Q2ii

    I am struggling to fully pin down the concept behind the Generalized Pareto Distribution that is being used in Question 2 ii of the September 2020 exam. My immediate answer to this question was to calculate 1 - G(70) ?= 1 - P(X <=70) = P(X > 70) But the marking scheme says it is incorrect to...
    • Brett Kim
    • Thread
    • aset cs2
    • Replies: 5
    • Forum: CS2
  8. S

    Q19.2

    Hi all, I realise this question is related to convolutions and no longer part of the examinable material, but was wondering (for those who have the older study notes) how the probabilities were derived for instances where S=0,1 (being 1/40, 1/20 respectively) and how the limits of the integral...
    • Sahan
    • Thread
    • 19.2 cs2 cs2 chapter 19
    • Replies: 0
    • Forum: CS2
  9. B

    Simulations (Risk models 2)

    This question is in regard to Chapter 20: Risk models 2, section 3.3, example question (ii), page 25. I understand what the R code is trying to do, but for some reason, when I create a vector of length 10,000 for lambda outside of the for-loop I get a slightly different mean and standard...
    • Brett Kim
    • Thread
    • cs2 risk models 2 simulation
    • Replies: 1
    • Forum: CS2
  10. Z

    Typing tips?

    Hi all, Apologies if this has already been asked previously (did a quick scan of the topics, couldn't find anything), but how are you all coping with typing up your answers in word? I am relatively comfortable with the material and am practicing R, but feel like I really need to work on typing...
    • zubbo
    • Thread
    • cs2 new format paper a typing tips
    • Replies: 9
    • Forum: CS2
  11. Y

    CS2 Past Exam Question IAI CS2B 0619

    A particle is moving on the graph below by starting on a randomly chosen vertex (each with the same probability) and at each time step moving along one of the adjacent edges to a neighbouring vertex, choosing the edge with equal probability and independently of all previous movements. iii) How...
    • yatsa
    • Thread
    • cs2 cs2b past papers
    • Replies: 0
    • Forum: CS2
  12. A

    General Random Walk

    Hey I was going through the Chapter 1 of the subject and found that a general random walk can be represented as Xn = Summation of Yj from j = 1 to n, where Yj is a sequence of IID Random Variables. I also learnt that a sequence of IID RV is a white noise and the white noise processes normally...
    • Aisha
    • Thread
    • cs2
    • Replies: 1
    • Forum: CS2
  13. Y

    CS2 September 2020 Paper B Question 1 Part vi

    For this question(CS2 September 2020 Paper B Question 1 Part vi), solution given in the examiner report is : set.seed(967) ACF2MA=1:1000 ACF2AR=1:1000 for (i in 1:1000){ YMA= arima.sim(n=200, model=list(ma=c(0.4))) YAR= arima.sim(n=200, model=list(ar=c(0.45))) ACF2MA=acf(YMA,plot =...
    • yatsa
    • Thread
    • cs2 cs2b r programming time series
    • Replies: 6
    • Forum: CS2
  14. D

    Graduation September 2019 CS2A Q6

    Hi ! I was wondering if someone could help me with the past paper September CS2A - Question 6 For the chi square test - we use the Exc * national mortality rate in the Q= expected deaths but for cumulative deviations test - we use we use the Exc * 'graduated' national mortality rate? Is this...
    • dan r
    • Thread
    • chisquare cs2 cumulativedistributions graduation pastpaper
    • Replies: 6
    • Forum: CS2
  15. S

    CS2 - September 2019 - Q8.(v) - Yule-Walker Equations

    Is there an error in the suggested solution. Shouldn’t gamma 1 also have a 1/n. if gamma 1 is just the covariance function https://www.actuaries.org.uk/documents/subject-cs2a-risk-modelling-and-survival-analysis-exam-paper-september-2019
    • Stephan Iliffe
    • Thread
    • autocovariance cs2 yule-walker
    • Replies: 4
    • Forum: CS2
  16. B

    Coefficients of Lower and Upper Tail dependencies (Copulas CS2 Chapter 12)

    Hi , Understand that the Coefficient of Lower and Upper Tail dependencies is a probability between 0 and 1 to reflect the degree of positive interdependence. But does it also measure the negative interdependence? For example, the coefficient for perfect negative interdependence (eg the...
    • Bill SD
    • Thread
    • copulas cs2 lower tail dependency;
    • Replies: 1
    • Forum: CS2
  17. S

    CS2 - Loss Distribution R Coding (Pareto Distribution)

    Dear Team, Hope you are doing well. As per Core reading, it is mentioned that The basic R packages do not include functions for the two‐parameter Pareto distribution. So, we are creating the below function in R. rpareto <- function(n,a,l){ rp <- l*((1-runif(n))^(-1/a)-1) rp } However...
    • skharki1
    • Thread
    • cs2 loss distribution;pareto; rcoding
    • Replies: 2
    • Forum: CS2
  18. S

    Sep 2020 Online Mock Paper

    Hi All, I am looking for sep, 2020 online mock paper for CS2. Can anyone please provide the link or the path where I can find the mock to understand the paper pattern and all. Thanks.
    • skharki1
    • Thread
    • cs2 mock online september 2020
    • Replies: 1
    • Forum: CS2
  19. N

    Chapter 13 page 31 Question 2

    In reference to the question that goes as follows: "Given that (lambda)=2 is a root of the characteristic equation of the process: Xn = (11/6)*Xn-1 - Xn-2 + (1/6)*Xn-3 + en calculate the other roots and classify the process as I(d)." The solution states that "it is easy to see that...
    • Nolasko
    • Thread
    • chapter 13 cs2 question
    • Replies: 2
    • Forum: CS2
  20. A

    CS2 Paper B exam code

    Hi, In the CS2 paper B exam, do you have to write the arguments of an R function out in full to get full marks? For example in the April 2019 paper B question 2iia), to simulate 1,000 values from a distribution in the exam report gives the code: > LNorm_Vector <- rlnorm(1000, meanlog = 0...
    • Arny01
    • Thread
    • cs2 cs2b
    • Replies: 1
    • Forum: CS2
  21. S

    PBOR material For CS2B

    Hi, Anyone who attended CS2 last exam from IAI used PBOR material from Acted UK for CS2B? Was it helpful?
    • Srijana Raghunath
    • Thread
    • cs2 cs2b online exam pbor
    • Replies: 0
    • Forum: India
  22. S

    Copulas & EVT

    Hi, I tried to find questions based on these two topics (Copulas and EVT) but they don't appear in any of the past papers for CT4 or CT6. If anyone could tell me if these topics were included in the past syllabus and in which subject, that would be great. Also past papers regarding these...
    • Sunit_K
    • Thread
    • cs2
    • Replies: 6
    • Forum: CS2
  23. T

    Does anyone have access to the online exam environment yet?

    I've asked the institute and they assured me I would have a chance to login and test connections etc when we received the Entry Permit. "We’ll be sending out ‘joining instructions’ for the exam next week, which will give you information about how to log into the platform the exam will be hosted...
    • Travis Yates
    • Thread
    • cs2 environment exam online
    • Replies: 3
    • Forum: CS2
  24. S

    Page 31 of Chapter 13 [Time Series 1] - question on roots of an equation

    Hi all On page 31 of chapter 13 of CS2, there is the following in the first solution: “The polynomial can be factorized as (1+3z)(1-z), so it’s roots are 1/3 and 1.” I understand that we are interested in the absolute value of the roots so in this case there is one less than 1 and the process...
    • Stephan Iliffe
    • Thread
    • cs2 equation polynomials roots time series
    • Replies: 9
    • Forum: CS2
  25. A

    A5 April 2005

    How is the model markov chain? Suppose one is at 40% level, and he makes a claim we'll need to know about the previous claim history (whether he made a claim previously or not) to tell whether he will be at 0% level or 25% level. On the other hand if one is at 60% level and he makes a claim he...
    • Aditya jain
    • Thread
    • cs2 ct4 markov chain
    • Replies: 2
    • Forum: CS2
  26. T

    Online Exam Procedures

    Hi All, I'm having trouble finding out the exact procedure for the online exam for CS2. Does anyone know how it will work? Is it open book? Will we have access to the internet, specific reading materials or our own notes? Will it need to be supervised by a qualified Actuary? Can I do it...
    • Travis Yates
    • Thread
    • cs2 exam online
    • Replies: 5
    • Forum: CS2
  27. C

    CS2 chapter 2 section 5 (models)

    in example 5.1 in the quick approach used to calculate the probability of going from state 0 to state 2 in 3 time steps (NCD model) there is a section in the notes which says "..since we know that the distribution at time is (1,0,0) we can calculate the probability distribution.." I'm not...
    • Chiashots
    • Thread
    • chapter 2 cs2 markov chain
    • Replies: 2
    • Forum: CS2
  28. M

    Any advice?

    Hi, I'm planning on sitting CM1 in April 2019 and I want to sit another paper alongside it but I can't decide between CM2 and CS2, (I have exemptions for CS1, CB1 and CB2). Has anyone got any recommendations or opinions on which would be better to sit alongside CM1?
    • Miraj
    • Thread
    • cm1 cm2 cs2 exams new syllabus
    • Replies: 15
    • Forum: CM1
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