中国精算师考试大纲（chinese actuary exam outline）

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1、中国精算师考试大纲（Chineseactuaryexamoutline）Chineseactuarialqualificationexaminationguidelinesforthespringof2011PartIActuariesoftheChineseactuariesqualificationexaminationpartA1toA8subjectsA1mathExamtime:3hoursExaminationform:multiple-choicequestionsExaminationrequi

2、rements:ThiscourseisabasiccourseinstochasticmathematicsinriskmanagementandActuarialscience.Throughthepurposeofundergraduatelearning,candidatesshouldmasterthebasicknowledgeofprobabilityandstatistics,haveacertaindataanalysisability,preliminaryunderstandingofth

3、enatureofvariousstochasticprocesses.Candidatesshouldmasterthebasicconceptsandmaincontentsofprobabilitytheory,statisticalmodelsandtheapplicationofstochasticprocesses.Examinationcontent:Aandprobabilitytheory(fractionalratioisabout35%)1.probabilitycalculation,c

4、onditionalprobability,totallikelihoodformulaandBayesformula(Chapterone)2.calculationofjointdistributionlaw,marginaldistributionfunctionandmarginalprobabilitydensity(secondchapters)Thedigitalcharacteristicsof3.randomvariables(Section3.1,Section3.2,Section3.4)

5、4.conditionalexpectationandvariance(Section3.3)5.lawoflargenumbersandtheirapplications(fourthchapters)Bandmathematicalstatistics(thefractionalratioisabout25%)1.statisticanditsdistribution(fifthchapters)2.parameterestimation(sixthchapters)3.hypothesistesting(

6、seventhchapters)4.analysisofvariance(section8.1)CandAppliedStatistics(fractionalratioisabout10%)1.linearregressionanalysis(Section8.2)2.timeseriesanalysis(stationarytimeseriesandARIMAmodel)(ninthchapters)Dandrandomprocess(fractionalratioisabout20%)1.generald

7、efinitionsandbasicnumericalcharacteristicsofstochasticprocesses(tenthchapters)2.definitionsandpropertiesofseveralcommonprocesses(Poissonprocess,renewalprocess,Markovprocess,martingaleprocessandBrownmotion)(eleventhchapters)Eandstochasticcalculus(fractionalra

8、tioisabout10%)1.ontheBrownintegralofmotion(section11.5,chaptertwelfth)2.Itoformula(section12.2)Examinationmaterials:Chineseactuaryqualificationexaminationbook"Mathematics",editedbyXiaoYugu,LiYon