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April 2017 CT6 Question paper

B

buddingactuary

Member
Hi All, Now that the CT6 exam is over, what is your take on the difficulty level of this paper?
 
For me it was quite hard
what about you?
Here is the questions of the exam from what I remember:

1.decision domination
2.mixture distribution to obtain pareto 3 parameters
3.ruin theory with Um and alpha max
4.ebct2
5.triangle bf
6.acceptance rejection +find value for efficient similation
7.prior gamma then exponentiel
8.find estmate for mean 60 and 59 ( or quadratic or all or nothing estimateI don't remember )
9. time series

There is one last question that I cannot remember...
 
EBCT was quite time consuming and because of that I had a problem attempting all questions. I struggled with the monte carlo question... Also for Time Series, it was an unusual question. They asked what are the two ways in which we could estimate parameters. And the subsequent question was based on picking one of these methods... I think the answer to it is 1. Using Yule walker equations and 2. Equating SACF to ACF and getting estimates for parameters. I ended up deriving row 1, 2, etc by using yule walker equations...What do you think?
 
Yohav said:
For me it was quite hard
what about you?
Here is the questions of the exam from what I remember:

1.decision domination
2.mixture distribution to obtain pareto 3 parameters
3.ruin theory with Um and alpha max
4.ebct2
5.triangle bf
6.acceptance rejection +find value for efficient similation
7.prior gamma then exponentiel
8.find estmate for mean 60 and 59 ( or quadratic or all or nothing estimateI don't remember )
9. time series

There is one last question that I cannot remember...
Click to expand...
The 10th question was estimation of parameters for Weibull distribution given 25th and 75th percentile.
 
anyone remembers their answers for the run off triangles question?
 
Planning to write CT4. Very short time for prep! How about you both?
 
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