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+2
votes
1
answer
63
views
Finding the central rate of mortality under a piecewise UDD assumption.
asked
Mar 5
in
BUS 3018F - Models
by
Njabulo.Dube
(
1,920
points)
mortality-rates
central-rate-of-mortality
+1
vote
1
answer
35
views
Finding the complete expectation of life
asked
Mar 3
in
BUS 3018F - Models
by
psdj1997
(
150
points)
0
votes
1
answer
48
views
Models Tut Qstn 20c
asked
Feb 27
in
BUS 3018F - Models
by
Kuzy
(
130
points)
0
votes
1
answer
40
views
Chapter 14: The Investment Market
asked
Nov 27, 2017
in
BUS 1003H - Introduction to Financial Risk
by
Ireneus
(
410
points)
0
votes
1
answer
53
views
Calculating independent rates when the assumption is neither UDD nor CFM
asked
Nov 23, 2017
in
BUS 3024S - Contingencies
by
anonymous
0
votes
1
answer
73
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
(
160
points)
zeriozation
0
votes
1
answer
34
views
November 2011 Exam - Q3
asked
Nov 21, 2017
in
BUS 2016H - Financial Mathematics
by
Rowan
(
3,370
points)
0
votes
1
answer
46
views
Initial selection vs temporary initial selection
asked
Nov 20, 2017
in
BUS 3024S - Contingencies
by
anonymous
0
votes
1
answer
24
views
Factors affecting mortality (time selection and reverse TIS)
asked
Nov 19, 2017
in
BUS 3024S - Contingencies
by
anonymous
0
votes
1
answer
460
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
0
votes
1
answer
71
views
Thiele's differential for reserves in multiple state
asked
Nov 16, 2017
in
BUS 3024S - Contingencies
by
rohin_jain
(
460
points)
0
votes
1
answer
40
views
Impact of currency appreciation on overseas investments
asked
Nov 16, 2017
in
BUS 4027W - Actuarial Risk Management
by
Njabulo.Dube
(
1,920
points)
investments
exchange-rate-risk
0
votes
1
answer
26
views
Setting the risk discount rate in valuing liabilities
asked
Nov 16, 2017
in
BUS 4027W - Actuarial Risk Management
by
Njabulo.Dube
(
1,920
points)
valuations
discount-rates
0
votes
1
answer
107
views
for question 9.8 in DHW: how do we know or prove that for independent lives that u_x+t:y+t = U_x+t + U_y+t
asked
Nov 15, 2017
in
BUS 3024S - Contingencies
by
adam
(
160
points)
+1
vote
1
answer
51
views
Why is the Final Average Earnings the same for the actuarial liability at time 0 and at time 1?
asked
Nov 15, 2017
in
BUS 3024S - Contingencies
by
Yongama
pensions
reserves
0
votes
1
answer
15
views
Including benefits at time t for retrospective policy values
asked
Nov 12, 2017
in
BUS 3024S - Contingencies
by
anonymous
0
votes
1
answer
44
views
What is reciprocal reinsurance and securitisation?
asked
Nov 9, 2017
in
BUS 4027W - Actuarial Risk Management
by
Rowan
(
3,370
points)
alternative-risk-transfer
0
votes
1
answer
7
views
Difference in liquidity requirements for funded and unfunded schemes?
asked
Nov 9, 2017
in
BUS 4027W - Actuarial Risk Management
by
Rowan
(
3,370
points)
pensions
0
votes
1
answer
25
views
How can legislation affect sponsor contributions?
asked
Nov 9, 2017
in
BUS 4027W - Actuarial Risk Management
by
Rowan
(
3,370
points)
pensions
0
votes
1
answer
10
views
How do with-profit and unit-linked contracts affect guarantees?
asked
Nov 9, 2017
in
BUS 4027W - Actuarial Risk Management
by
Rowan
(
3,370
points)
guarantees
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