Gfsdye北美精算师大纲

1、生命是永恒不断的创造，因为在它内部蕴含着过剩的精力，它不断流溢，越出时间和空间的界限，它不停地追求，以形形色色的自我表现的形式表现出来。泰戈尔基本教育阶段(6门课程)： 课程1：精算科学的数学基础 说明：这门课程的目的是为了培养关于一些基础数学工具的知识，形成从数量角度评估风险的能力，特别是应用这些工具来解决精算科学中的问题。并且假设学员在学习这门课程之前已经熟练掌握了微积分、概率论的有关内容及风险管理的基本知识。主要内容及概念：微积分、概率论、风险管理（包括损失频率、损失金额、自留额、免赔额、共同保险和风险保费） 课程2：利息理论、经济学和金融学 说明：这门课程包括利息理论，中级微观经济学和

2、宏观经济学，金融学基础。在学习这门课程之前要求具有微积分和概率论的基础知识。主要内容及概念：利息理论，微观经济学，宏观经济学，金融学基础 课程3：随机事件的精算模型 说明：通过这门课程的学习，培养学员关于随机事件的精算模型的基础知识及这些模型在保险和金融风险中的应用。在学习这门课程之前要求熟练掌握微积分、概率论和数理统计的相关内容。建议学员在通过课程1和课程2后学习这门课程。主要内容及概念：保险和其它金融随机事件，生存模型，人口数据分析，定量分析随机事件的金融影响 课程4：精算建模方法 说明：该课程初步介绍了建立模型的基础知识和用于建模的重要的精算和统计方法。在学习这门课程之前要求熟练掌握微积

3、分、线性代数、概率论和数理统计的相关内容。 主要内容及概念： 模型模型的定义 为何及如何使用模型 模型的利弊 确定性的和随机性的模型 模型选择 输入和输出分析 敏感性检验 研究结果的检验和反馈 方法回归分析 预测 风险理论 信度理论 课程5精算原理应用 说明：这门课程提供了产品设计，风险分类，定价/费率拟定/建立保险基金，营销，分配，管理和估价的学习。覆盖的范围包括金融保障计划,职工福利计划，事故抚恤计划，政府社会保险和养老计划及一些新兴的应用领域如产品责任，担保的评估，环境的维护成本和制造业的应用。 该课程的学习材料综合了各种计划和覆盖范围以展示精算原理在各研究领域中应用的一致性和差异性。为

4、了鼓励这种学习方法，该课程在研究各精算课题，如定价等时考虑该课题在各领域中的应用而不是相反。 主要内容及概念：计划和产品设计，风险分类原理和技术，精算原理和实务在定价、费率拟定、建立保险基金及传统和新兴的应用领域中的应用，营销、分配和管理，负债和保险基金评估的精算技术 课程6投资和资产管理 说明：该课程是用于投资和资产负债管理领域的精算原理的拓展。学员在完成该课程的学习后，将会对资本市场、投资工具、衍生证券及应用、投资组合管理和资产负债管理有深入的了解。主要内容及概念：资本市场和基本投资原理，投资工具，衍生证券，投资组合管理的原理，资产负债管理 财产和意外险精算师学会(CAS)考试制度介绍&#

5、160;从2005年春季开始考试体系变更如下： 第一阶段是准精算师(ACAS)，要求通过以下七大部分课程： EXAM 1：概率论（包含微积分） 3小时 (联合考试, =SOA EXAM P) EXAM 2：金融数学（利息理论） 2小时 (联合考试, =SOA EXAM MF) EXAM 3：统计和精算模型 4小时 (CAS单独命题) EXAM 4：精算建模（拟合模型和信度） 4

6、小时 (联合考试, =SOA EXAM C) EXAM 5：非寿险原理和费率厘订 4小时 EXAM 6：准备金、保险会计准则和再保险 4小时 EXAM 7：年度报表、税收和法规 4小时 (分美国和加拿大体系) 第二阶段是精算师(FCAS)，要求通过以下两大部分课程： EXAM 8：投资和金融分析 4小时 EXAM 9：高级费率厘订、收益率和个体风险费率厘订计划 4小时 CAS考

7、试的EXAM 1采用计算机联网考试（CBT），CAS考试的EXAM 2-4采取单项选择（multiple choice）形式出卷， EXAM 5-9采取单项选择+问答题（multiple choice + essay）形式出卷。考生通过EXAM 1-7、三门VEE以及CAS Course on Professionalism后可获得ACAS资格证书；完成全部九门课程、三门VEE以及CAS Course on Professionalism后，方可

8、获得FCAS资格证书。 CAS每年春季、夏季和秋季举办三次考试，每门成绩采取10分制。6-10分表示已通过该门课程的考试，0-5分表示未通过。考生在考试后2个月左右将收到成绩报告单，通过考试者成绩一律标注为PASS；未通过者则被告知具体分数，分数越高表示距通过分数线越近。每年通过分数线均不相同，由负责每门课程的委员收集历年试题的难易程度系数确定该门课程的初步通过分数线，上报专职副会长审定批准。 CAS考试资料分为Web Note和Study Kit。其中Web Note是多篇相互独立的文章，可以从CAS网站上下载；而Study Kit

9、则通常是教材章节或者指定资料，必须向协会订购。Study Manual 是CAS的复习资料，针对Web Note和Study Kit的内容进行总结归纳，不由协会提供。  Study Notes: SNs for Course 1-4 are available on our Web site (). Code Title 1-05-01 Course

10、60;1 Introductory Study Note 1-09-00 Sample Examination #1 1-10-00 May 2000 Course/Exam 1 1-12-00 November 2000 Course/Exam 1 1-21-00 Risk and Insurance 1-22-00 Chapter 4.10 a

11、nd 12 from Risk Management and Insurance by C.A.Williams, Jr., and M.L., Smith, 1998, Mcgram-Hill, (background reading)Texts 1、 Principles of Corporate Finance (Sixth Edition), 200

12、0, by Brealey,R.A. and Myers, S.C., Chapter 1,4-21, and 28 2、 Price Theory and Application (Fourth Edition), 1999, by Landsburg,S.E., Chapters 1-5,7-8,9(9.3 only), 10-11, and 

13、14 3、 Theory of Interest (Second Edition), 1991, by Kellison, S.G.,Chapters 1-3 (exclude 3.6 3.7, 3.10 ), 4-5 (exclude 5.7-5.9), 6 (exclude 6.7-6.8), 7 (7.3-7.4 only), an

14、d 8 (8.5-8.6 only). Study Notes: SNs for Course 1-4 are available on our Web site (). Code Title 2-05-01 Course 2 Introductory Study Note 2-09-00 Sample E

15、xamination #1 2-10-00 May 2000 Course/Exam 2 2-12-00 November 2000 Course/Exam 2 2-21-00 Macroeconomics (Third Printing) Texts 1. Actuarial Mathematics ( Second Edition ), 1997,

16、60;by Bowers, N.U., Hickman, J.C., Jones, D.A. amd Nesbitt, C.J., Chapters 5.1-5.4, 6.1-6.4, 7.1-7.6, Chapter 8, Section 9.1-9.8, Chpters 10 and 13 (excluding autoregressive discre

17、te-time model and appendix ), Section 14.5. Note: some notation presented in Chapters 13-14 of Actuarial Mathematics is introduced in Chapter 12. Candidates may find it h

18、elpful to refre to Chapter 12 when studying the readings in Chapters 13 and 14. 2. Introduction to Probability Models ( Seventh Edition ), 2000, by Ross, S.M., 

19、Sections 2.8, 4.1-4.4, 4.5.1, 4.6, 5.3-5.4, 6.1-6.5, 6.8, 10.1-10.4. 3. Loss Models: From Data to Decisions, 1998, by Klugman, S.A., Panjer, H.H., and Willmot, G.E., Sections&

20、#160;1.3, 1.4, 2.1, 2.2 ( Definitions 2.10, 2.11, 2.12 and 2,13 only), 2.6 (pp. 74-77, 83 only), 2.7 (excluding Example 2.51), 2.10 (excluding 2.10.1 and following ),

21、0;31, 3.2.1-3.2.2, 3.3.1-3.3.2, 3.4.1, 3.5 (through the first full paragragh on page 222), 3.6.1, 3.7 (excluding 3.7.1 and 3.7.2), 3.9 (Example 3.29 only ), 3.10 (excluding

22、60;Example 3.34 and following ), 3.10.2 (excluding Example 3.38 and following ), 4.1-4.3, 4.5-4.6 (excluding  ), 4.8, 4.9.4 (page 336 only ), 6.2.3, 6.3.1, .

23、0;4. Simulation ( Second Edition ), 1997, by Ross, S.M., Sections 3.1, 4.1-4.3, Chapter 5 (excluding 5.3 ), and Chapter 6. 5. Survival Analysis, 1997, by Klein, J.P.

24、, and Moeschberger, M.L., Chapters 2-3 ( excluding 3.6) Study Notes: SNs for Course 1-4 are available on our Web site (). Code Title 3-05-01 Course 2 Intr

25、oductory Study Note 3-09-00 Sample Examination #1 3-10-00 May 2000 Course/Exam 3 3-12-00 November 2000 Course/Exam 3 3-22-00 "Stochastic Models for Continuing Care Retirement 

26、Communities,"NAAJ, Vol.1, No.1, pp. 50-64 Texts 1. Econometric Models and Economic Forecasts ( Fourth Edition ), 1998, by Pindyck, R.S. and Rubinfeld, D.L., Chapters 3-7, 

27、;15-18. 2. Loss Models: From Data to Decisions, 1998, by Klugman, S.A., Panjer, H.H., and Willmot, G.E., Sections 1.5, 2.2-2.6, 2.8-2.10, 3.2.3, 3.3.3-3.3.4, 3.4.2, 3.5, 3.10.

28、1 ( Beginning with Example 3.34 ), 5.1-5.5 (excluding 5.4.6 and 5.5.3 ). 3. Simulation ( Second Edition ), 1997, by Ross, S.M., Chapter 7 and Chapter 9. 4. 

29、;Survival Analysis, 1997, by Klein, J.P., and Moeschberger, M.L., Chapters 4, 5 ( excluding 5.2 ), 6 ( excluding 6.4 ), 7 (sections 7.1-7.3 only ) and 8. Study&

30、#160;Notes: SNs for Course 1-4 are available on our Web site (). Code Title 4-05-01 Course 4 Introductory Study Note 4-09-00 Sample Examination #1 4-10-00 May 

31、2000 Course/Exam 4 4-12-00 November 2000 Course/Exam 4. · ExamP(Probability)StudyNote-Fall2006· Candidates should be able to use and apply the following concepts in a risk management context:1. General Probability   Set functions including

32、set notation and basic elements of probability Mutually exclusive events Addition and multiplication rules Independence of events Combinatorial probability Conditional probability Non Bayes Theorem Bayes Theorem / Law of total probability 2. Univariate probability distributions (including binom

33、ial, negative binomial, geometric, hypergeometric, Poisson, uniform, exponential, chi-square, beta, Pareto, lognormal, gamma, Weibull, and normal).  Probability functions and probability density functions Cumulative distribution functions Conditional probability Mode, median, percentiles, and m

34、oments Variance and measures of dispersion Moment generating functions Transformations· 3. Multivariate probability distributions (including the bivariate normal) Joint probability functions and joint probability density functions Joint cumulative distribution functions Central Limit Theorem Co

35、nditional and marginal probability distributions Moments for joint, conditional, and marginal probability distributions Joint moment generating functions Variance and measures of dispersion for conditional and marginal probability distributions Covariance and correlation coefficients Transformations

36、 and order statistics Probabilities and moments for linear combinations of independent random variables   Suggested TextsThere is no single required text for this exam.  The texts listed below may be considered as representative of the many texts available to cover material on wh

37、ich the candidate may be examined. Not all the topics may be covered adequately by just one text.  You may wish to use more than one of the following or other texts of your choosing in your preparation.  Earlier or later editions may also be adequate for review.  A First Course in Pro

38、bability (Seventh Edition), 2005, by Ross, S.M., Chapters 18.   Fundamentals of Probability (Third Edition), 2005, by Ghahramani, S., Chapters 111.  John E. Freunds Mathematical Statistics with Applications (Seventh Edition), 2004, by Miller, I. Miller, M., Chapters 1-8.  Ma

39、thematical Statistics with Applications (Sixth Edition), 2002, by Wackerly, D., Mendenhall III, W. Scheaffer, R.,Chapters 1-7.  Probability for Risk Management, 1999, by Hassett, M. and Stewart, D., Chapters 111.  Probability: The Science of Uncertainty with Applications to Investments, In

40、surance and Engineering 2001, by Bean, M.A., Chapters 19.Study Notes SNs for the Preliminary Education examinations are available on the SOA Web site under Exams and Jobs/Candidate and Exam Information/Fall Exam Session/Fall 2006 Basic Education Catalog Study Notes Information.  Hard copie

41、s may be purchased by using the Study Note and Published Reference order form in the back of the printed catalog or by downloading the form from the Fall Exam Session Web page.SOA 改革全文Updated Information for Candidates and Members Education Redesign In August 2003, the Working Groups for the Educati

42、on Redesign project, with the supportand endorsement of the Board of Governors published its recommendations for the education and examination process of the Society of Actuaries. That report is available at /eande/report_membership03.pdf). Work on developing a final implementation

43、plan ensued along with a commentary period during which, you, our candidates and members, submitted questions and comments. This update describes the final design, conversion mapping and implementation plans. A web cast "Town Hall" session to discuss the design and conversion plan, is bein

44、g prepared for the first quarter of 2004. Please be sure to watch your email boxes and our web site, for information as it becomes available. Associateship Requirements Under the redesign plan, the candidate is required to complete the Preliminary Education requirements, the Fundamentals

45、 of Actuarial Practice (FAP) Course, and the Associateship Professionalism Course (APC) for the ASA designation. The Preliminary Education requirements and the FAP Course may be attempted concurrently. The Preliminary Education Component will consist of (i) pre-requisites, (ii) subjects to be valida

46、ted by educational experience, and (iii) four examinations. Pre-requisites are topics that will assist candidates in their exam progress and work life but will not be directly tested or validated:   Calculus   Linear Algebra   Introductory Accounting   Busines

47、s Law   Mathematical Statistics Validated by Educational Experience (VEE) Subjects are subjects for which candidates will demonstrate knowledge by submitting transcripts and course descriptions from formal courses. Submissions will be reviewed to determine whether they meet the stated crit

48、eria. Economics. The requirement will be two semesters, one each of introductory microeconomics and macroeconomics. A one-semester survey course will not qualify. Corporate Finance. The requirement will typically be met by a course with an introductory corporate finance course as a prerequisite. App

49、lied Statistical Methods. The course must cover both time series and regression (or a candidate may submit two courses). Detailed learning objectives for the three VEE subjects will be included in the final syllabus publication, scheduled for Summer 2004. Candidates will be able to compare those lea

50、rning objectives to the descriptions of the courses they will submit under this plan. VEE submissions will be accepted starting on January 1, 2005. Submission procedures will be published prior to that date. There are three mechanisms by which VEE can be accomplished: 1. Completion, with a pre-set g

51、rade, of one or more courses offered by a recognized college or university and approved by the sponsoring organizations. a. Candidates or faculty members would submit a course or courses for consideration. b. Generally, the only submission required for course approval will be the entry in the catalo

52、g, including pre-requisites and a description of the course. At its discretion, the committee making the determination may request additional information. c. To earn validation for an approved course, a candidate must receive a grade of B- or better. If the course is repeated, the highest grade earn

53、ed can be used. If the institution does not use letter grading, the institution will be consulted to determine an appropriate translation. 2. Achieving a pre-set score on a standardized examination, as determined by the sponsoring organizations. a. Specified score minimums on the Advanced Placement

54、(AP) tests and College Level Examination Program (CLEP) tests for micro and macroeconomics will be accepted as VEE credit for economics. b. The committee responsible for VEE implementation will determine which other examinations qualify and the score required for credit. Additional research will be

55、done regarding options such as the CFA exams. c. Two of the actuarial exams for which specific course credit was not received during the 2000 conversion can satisfy VEE, as follows: i. Unused PD credits earned from passing the pre-2000 Course 120 (Applied Statistical Methods) examination may be used

56、 for validation of Applied Statistics. ii. Unused PD credits earned from passing the pre-2000 Course 220 (Introduction to Asset Management and Corporate Finance) may be used for validation of Corporate Finance and Economics. Additional details on these two options are included under the conversion m

57、apping section of this document. 3. Completion of educational experiences as approved by the sponsoring organizations. The CAS or SOA may choose to offer educational experience in a particular subject. Other vendors of educational programs may provide eligible educational experiences. By definition,

58、 a CAS or SOA experience would be accepted. All other options would need to be approved by the committee responsible for VEE. Preliminary Education Examinations   Exam P, Probability: Probability and supporting calculus; validated by a three-hour examination.   Exam MF, Mathemati

59、cs of Finance: Theory of interest and introduction to financial economics; validated by a two-hour examination.   Exam M, Models for Quantifying Risk: Life contingencies, frequency models and aggregate loss models; validated by a four-hour examination.   Exam C, Construction and

60、Evaluation of Risk Models: Fitting parametric and nonparametric models and credibility; validated by a four hour-examination. Fundamentals of Actuarial Practice The e-Learning component of ASA level education (previously referred to as the ASA Course) has an official new name - Fundamentals of Actua

61、rial Practice (FAP) Course. As introduced in the August 2003 report, the module topics will be presented in the context of a control cycle. Module 1, Role of the Professional Actuary: Provide the basic framework for actuarial work and functions using a control cycle as a framework. Module 2, Core Ex

62、ternal Forces: Provide an understanding of how core external forces, outside of the actuary's sphere, integrate into actuarial work. Module 3, Typical Actuarial Problems: Provide an introduction to concepts within the context of common actuarial problems and assignments. Module 4, Solutions to S

63、elected Actuarial Problems: Demonstrate how a complete control cycle is applied, through selected examples and sample solutions. Module 5, Design and Pricing of an Actuarial Solution: Introduce and define common models for each area of practice. Module 6, Selection of an Actuarial Design and Model:

64、Given a problem, find a solution by going through the entire process to select a model. Module 7, Selection of Initial Assumptions: Introduce the process and considerations in selecting assumptions as a component of finalizing the design solution and moving toward monitoring results. Module 8, Monit

65、oring Experience - Model and Assumptions: Establish the link between designing the solution and monitoring the results via techniques for monitoring experience. Validation Plan for Fundamentals of Actuarial Practice 1. To maintain standards, validation (including interactions embedded in the content

66、, end-of-module tests and end-of-module exercises) will occur throughout the course. 2. Candidates will also be formally evaluated via computerized, multiple-choice examinations. The first examination will cover content in Modules 1-5 and the second examination will cover content in Modules 6-8. The

67、se exams will be administered securely and frequently, with a potential to evolve to "on demand" over time. Associateship Professionalism Course (APC) The APC objectives are unchanged from the current description. Fellowship Requirements For the FSA designation, the candidate would be required to complete all of the ASA requirements plus the following additional educational elements: 1. Two practice-specific examinations a. Examination DP Design & Pricing b. Examination CSP Company/Sponsor Pe