Hello, I was wondering whether anyone has a list of topics that are useful to know the basics for, that aren't in the core reading for SA3. I know there have previously been questions on bootstrapping and Mack. I am reading up on Solvency II, ICAs and stochastic reserving. I've looked through the usual list for past GIRO papers, but if anyone has any useful lists that would be much appreciated! Thanks
I wouldn't have thought that stochastic reserving is likely to be examined since the main methods (Bootstrapping, etc.) came out last year. Having said that I'd like it to come out again. I'm currently reading around Pricing methods and Cat pricing - recent goings-on about Madoff perhaps? My guess is as good as yours. What did you mean by reading ICAs? I'm quite worried by this - does Solvency II encompass this or is it a separate thing altogether?
Yes, I meant them together - reading up on ICAs in general, from websites and in a bit more detail than the course notes - only because I haven't done any at work or ever been involved in the process.
Did it help? After the SA3 exam, do you think that you did the right type an amount of additional reading...irrepsective of whether you pass the exam or not?
