Proofs required for CT1

Discussion in 'CT1' started by Bharti Singla, Mar 9, 2017.

  1. Bharti Singla

    Bharti Singla Senior Member

    Hii
    Could anyone please provide a list of proofs required for CT1 exam?

    Thanks
     
    Bharti Singla, Mar 9, 2017
    #1
  2. John Lee

    John Lee ActEd Tutor Staff Member

    The proofs that get asked most frequently are the derivation of E(Sn)" style="position: relative;" tabindex="0" id="MathJax-Element-1-Frame" class="MathJax">E(Sn) and var(Sn)" style="position: relative;" tabindex="0" id="MathJax-Element-2-Frame" class="MathJax">var(Sn) for the "varying" model in Chapter 15 and also the one about how Sn∼logN(nμ,nσ2)" style="position: relative;" tabindex="0" id="MathJax-Element-3-Frame" class="MathJax">Sn∼logN(nμ,nσ2).

    They have also asked the proofs of the increasing annuities from Chapter 7.

    Finally there is the proof in Chapter 14 that the volatility = v × DMT.
     
    John Lee, Mar 9, 2017
    #2
    Bharti Singla likes this.
  3. Bharti Singla

    Bharti Singla Senior Member


    Sir, I can't see the notations properly :(
     

    Attached Files:

    Bharti Singla, Mar 9, 2017
    #3
  4. Mark Mitchell

    Mark Mitchell Member

    In the code that doesn't appear correctly, John is referring to:
    - the formulae for E(Sn) and var(Sn) derived on pages 7-9 of Chapter 15
    - the distribution of Sn for the lognormal model, from the bottom of page 16 and top of page 17 in Chapter 15.
     
    Mark Mitchell, Mar 13, 2017
    #4
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  5. Bharti Singla

    Bharti Singla Senior Member

    Okay, thankyou sir.
     
    Bharti Singla, Mar 13, 2017
    #5

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