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2
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3,029
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Finding interest rates and amount of investment after n years . picture below , highlighted question
asked
Apr 12, 2017
in
BUS 1003H - Introduction to Financial Risk
by
Mufhatutshedzwa
(
310
points)
#interest-rates
+2
votes
1
answer
2,596
views
What is the difference between central rate of mortality and force of mortality? They seem to have the same formula
asked
May 28, 2017
in
BUS 3018F - Models
by
25b14c23
(
400
points)
exposed-to-risk
mortality-rates
+1
vote
1
answer
1,845
views
Chapter 12, example 3 from slides, part 2: why do we ignore capital gains tax here? (in respect to the 2 redemption payments)
asked
Nov 12, 2016
in
BUS 2016H - Financial Mathematics
by
Tayla
(
220
points)
+1
vote
1
answer
1,183
views
Why is there a discontinuity in the calculation of central exposure to risk when the rate interval is a Calendar year ?
asked
Jun 17, 2017
in
BUS 3018F - Models
by
Maya
(
430
points)
exposed-to-risk
bus3018f
rate-intervals
+2
votes
1
answer
1,153
views
Negative reserves
asked
Sep 29, 2017
in
BUS 3024S - Contingencies
by
anonymous
+1
vote
1
answer
1,123
views
difference between a "simple" continuous payment and an increasing/decreasing continuous stream of payment.
asked
Aug 10, 2017
in
BUS 2016H - Financial Mathematics
by
anonymous
0
votes
1
answer
1,085
views
How to Reference in LaTeX (natbib.bst does not seem to be working)
asked
Apr 16, 2017
in
BUS 4029H - Research Project
by
asilmotala
(
2,610
points)
latex
bus4029h
referencing
0
votes
2
answers
959
views
What rate interva is age x next birthday at entry plus "curtate duration" at death?
asked
Apr 13, 2016
in
BUS 3018F - Models
by
Yoyo
(
240
points)
0
votes
1
answer
947
views
What is the difference between the discounted mean term and the volatility of interest rates?
asked
Oct 24, 2016
in
BUS 2016H - Financial Mathematics
by
anonymous
term-structure-of-interest-rates
+1
vote
1
answer
937
views
Let $B_{t}$ denote standard Brownian motion and $F_{t}$ be its natural filtration. What is $E[B_{t}^{3}|F_{s}]$ ?
asked
Mar 23, 2016
in
BUS 4028F - Financial Economics
by
JasonWessels
(
330
points)
brownian-motion
martingales
+1
vote
1
answer
747
views
Independent rates derived from dependent rates
asked
Sep 12, 2017
in
BUS 3024S - Contingencies
by
Rohin
#multi_state_model
+4
votes
1
answer
708
views
Discuss, Describe, Outline, Explain
asked
Aug 9, 2016
in
BUS 4027W - Actuarial Risk Management
by
marciolopes
(
440
points)
0
votes
1
answer
667
views
What is reciprocal reinsurance and securitisation?
asked
Nov 9, 2017
in
BUS 4027W - Actuarial Risk Management
by
Rowan
(
4,010
points)
alternative-risk-transfer
0
votes
1
answer
596
views
For zeroisation of negative cashflows in profit testing, Can reserves ever be held at time 0?
asked
Nov 22, 2017
in
BUS 3024S - Contingencies
by
adam
(
240
points)
zeriozation
0
votes
1
answer
563
views
Don't the assumptions of uniform distribution of deaths and linearity of the force of mortality contradict one another?
asked
Jun 14, 2017
in
BUS 3018F - Models
by
25b14c23
(
400
points)
exposed-to-risk
mortality-rates
force-of-mortality
bus3018f
0
votes
1
answer
478
views
is the spot price calculated at time 0 (i.e 6 months before the first coupon) or when the contract is negotiated?
asked
Nov 16, 2017
in
BUS 2016H - Financial Mathematics
by
anonymous
+1
vote
1
answer
461
views
For the force of mortality, why do we denote it as mu (x+t) [for example] and not just mu (x)?
asked
Mar 17, 2017
in
BUS 3018F - Models
by
anonymous
0
votes
1
answer
414
views
Difference between assuming distribution of birthdays over calendar year/policy year/rate interval?
asked
May 23, 2018
in
BUS 3018F - Models
by
Anon
exposed-to-risk
bus3018f
+1
vote
1
answer
411
views
Given l_0 = 1000000 and q_x = 0.0034 for all x calculate l_30 ? whats the intuition and how do we go about this?
asked
Aug 2, 2018
in
BUS 1003H - Introduction to Financial Risk
by
anonymous
0
votes
1
answer
390
views
How do I show that a weibull is NOT memoryless? Q3A below
asked
Jun 8, 2017
in
STA 3045F - Adv. Stochastic Processes
by
anonymous
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