SOA精算师考试真题Course8E（第四块）

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森川葵

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SOA精算师考试真题Course8E（第四块）
1分钟前发布 -【SOA精算师考试真题Course8E（第四块）】http://www.zjks.cc 12月04日讯: 我们给您提供SOA精算师考试真题Course8EZoolanderisrequiredtocomplywithSection404oftheSarbanes-OxleyActbysubmittinganannualreportwithrespecttointernalcontroloverfinancialreporting.Inpreparation,theBoardofDirectorshasaskedyouforthefollowingitems.iscurrentlyconsideringofferinganEquity-IndexedAnnuityproduct.Therearefourproposeddesignsunderconsideration,eachemployingadifferentindexmethodology:i.Point-to-Point,witha2%flooriii.SimpleAnnualRatchet1million$10.00$10,000,000StockB()SB2million$5.00$10,000,000Total$20,000,000Youhavebeenprovidedthefollowingdata:Variance-Covariance:ThresholdLimitsasaFunction(basedondailyhistoricalobservations)oftheConfidenceLevel:StockAStockB99.97%-3.43Average0.10%0.05%99.87%-3.00StandardDeviation2.00%1.00%99%-2.33CorrelationCoefficientρA,B=0.295%-1.65HistoricalSimulation:MonteCarloSimulation:Rank10-dayReturnsRank10-dayReturns100-9.6%1000-15.7%99-8.9%999-15.3%98-7.9%：991-14.9%90-7.1%990-14.7%89-6.9%989-14.4%501.1%5000.8%113.4%113.2%103.7%103.5%28.2%29.1%19.0%110.4%COURSE8:Fall2005-14-GOONTONEXTPAGEEnterpriseRiskManagementSegmentAfternoonSession之经典总结：时间像奔腾澎湃的急湍，它一去无还，毫不留恋。 —— 塞万提斯
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骑猪总裁

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*7最权威的北美精算师考试辅导讲义和笔记——往年真题November2003Course8RU（五）——SOA精算师考试，就在！Afternoon SessionAll Questions pertain to the Case Study9. (15 points) NOC is purchasing a refinery from ABC Company, and will offeremployment to all of the employees at the refinery. All refinery employees are membersof the ABC Refinery Pension Plan and the ABC Refinery Post-Retirement Medical plan.There are no other members of these plans.You are given:Provisions of the ABC Refinery PlansThe ABC Refinery Pension Plan provisions are as follows: Normal Retirement Age: Age 65 Early Retirement Age: Age 60 Normal Retirement Benefit: 1.75% of final earnings times years of service Early Retirement Reduction: Actuarially equivalent Normal Form of Benefit: If married, 50% joint & survivor, withoutreduction. If not married, single life annuity Post-Retirement Indexing: Lesser of 1% or CPI Termination and Pre-Retirement Death Benefits: Lump sum value of theaccrued benefit, excluding indexation.The ABC Refinery Post-Retirement Medical Plan provisions are exactly the sameas NOC’s.COURSE 8: Fall 2003 -10- GO TO NEXT PAGERetirement Benefits。Comprehensive Segment – U.S.Afternoon SessionAll Questions pertain to the Case Study9. ContinuedJanuary 1, 2003 Membership Data – ABC Refinery Plans之名人信念：如果一个人不知道他要驶向哪个码头，那么任何风都不会是顺风。——小塞涅卡
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长得丑活得久

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【往年真题系列】SOA精算师November2003Course8FEquity TradingUsing the principles of qualitative asset transformation, explain why the savingsplan is a financial intermediary.(b) From the shareholders’ point of view, describe the factors the company shouldconsider in evaluating whether or not to hedge.当我活着，我要做生命的主宰，而不做它的奴隶。 ——名人哲理
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山雾

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备战北美精算师的孩子们，*7复习资料由[*{7}*]发布哦——真题精选November2003Course5 ABC Life Insurance Company has a 40% quota share reinsurance treaty on a firstdollar basis. Its retention limit is $500,000 per policy.Policy 1 Policy 2Net Amount at Risk $750,000 XAmount Retained R YAmount Reinsured on a First Dollar Basis S ZAmount Reinsured on an Excess Basis T $100,000Calculate the missing values in the table above.Show all work.4. Mary and John, respectively 45 and 42 years old, are considering the purchaseof a non-participating whole life, joint last-to-die policy, paid-up at first death with: a 5 year term inpidual rider life insurance convertible and renewable upto age 65 for Mary and John; a Critical Illness rider covering 50 illnesses for Mary and John; a Disability income rider providing a lifetime benefit with a 2 weekwaiting period for Mary and John.(a) Describe briefly the policy and its riders.(b) Describe alternatives to each coverage that could reduce the cost to Mary andJohn.COURSE 5: Fall 2003 - 4 - GO ON TO NEXT PAGEMorning Session6. (7 points) For a defined benefit pension plan, you are given:Pension plan formula:1.5% of final year’s salary for each year of service up to 10 years, plus2.0% of final year’s salary for each year of service after 10 years.Interest Rate 6%Salary Growth Rate 4%Pre-retirement decrements NoneAssumed retirement age 65(12)a&&65 12Assets at 1/1/2003 300,000Assets at 1/1/2004 320,000Contribution made on 12/31/2003 5,000Funding method Projected unit creditEmployee Age at Hire Age on 1/1/2003 Salary on 1/1/2003A 30 40 30,000B 30 60 50,000(a) Calculate the unfunded accrued liability at 1/1/2003.(b) The actual accrued liability on 1/1/2004 is 350,000.Calculate the total experience gain/loss as of that date.Show all work.COURSE 5: Fall 2003 - 5 - GO ON TO NEXT PAGEMorning Session7. (5 points) For a property and casualty insurance policy issued January 1, 2000, you aregiven:Effective Date Rate ChangeMay 1, 2000 +5%November 1, 2000 +10%Calendar YearEarned PremiumExpected effective incurred losses, trendedand developed through December 31, 20022000 120,000 100,0002001 130,000 110,0002002 140,000 120,000Expense ratio: 30%Present average manual rate: 45Assume all policies have a one-year term and the premium is uniformlydistributed.Calculate the indicated average gross rate as of January 1, 2003.Show all work.之名人名言：别人讲我们不好，不用生气、难过。说我们好也不用高兴，这不好中有好，好中有坏，就看你会不会用？
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