Gfsdye北美精算師大綱.doc

生命是永恒不斷的創(chuàng)造，因為在它內(nèi)部蘊含著過剩的精力，它不斷流溢，越出時間和空間的界限，它不停地追求，以形形色色的自我表現(xiàn)的形式表現(xiàn)出來。泰戈爾基本教育階段(6門課程)： 課程1：精算科學(xué)的數(shù)學(xué)基礎(chǔ) 說明：這門課程的目的是為了培養(yǎng)關(guān)于一些基礎(chǔ)數(shù)學(xué)工具的知識，形成從數(shù)量角度評估風(fēng)險的能力，特別是應(yīng)用這些工具來解決精算科學(xué)中的問題。并且假設(shè)學(xué)員在學(xué)習(xí)這門課程之前已經(jīng)熟練掌握了微積分、概率論的有關(guān)內(nèi)容及風(fēng)險管理的基本知識。主要內(nèi)容及概念：微積分、概率論、風(fēng)險管理（包括損失頻率、損失金額、自留額、免賠額、共同保險和風(fēng)險保費） 課程2：利息理論、經(jīng)濟學(xué)和金融學(xué) 說明：這門課程包括利息理論，中級微觀經(jīng)濟學(xué)和宏觀經(jīng)濟學(xué)，金融學(xué)基礎(chǔ)。在學(xué)習(xí)這門課程之前要求具有微積分和概率論的基礎(chǔ)知識。主要內(nèi)容及概念：利息理論，微觀經(jīng)濟學(xué)，宏觀經(jīng)濟學(xué)，金融學(xué)基礎(chǔ) 課程3：隨機事件的精算模型 說明：通過這門課程的學(xué)習(xí)，培養(yǎng)學(xué)員關(guān)于隨機事件的精算模型的基礎(chǔ)知識及這些模型在保險和金融風(fēng)險中的應(yīng)用。在學(xué)習(xí)這門課程之前要求熟練掌握微積分、概率論和數(shù)理統(tǒng)計的相關(guān)內(nèi)容。建議學(xué)員在通過課程1和課程2后學(xué)習(xí)這門課程。主要內(nèi)容及概念：保險和其它金融隨機事件，生存模型，人口數(shù)據(jù)分析，定量分析隨機事件的金融影響 課程4：精算建模方法 說明：該課程初步介紹了建立模型的基礎(chǔ)知識和用于建模的重要的精算和統(tǒng)計方法。在學(xué)習(xí)這門課程之前要求熟練掌握微積分、線性代數(shù)、概率論和數(shù)理統(tǒng)計的相關(guān)內(nèi)容。 主要內(nèi)容及概念： 模型模型的定義 為何及如何使用模型 模型的利弊 確定性的和隨機性的模型 模型選擇 輸入和輸出分析 敏感性檢驗 研究結(jié)果的檢驗和反饋 方法回歸分析 預(yù)測 風(fēng)險理論 信度理論 課程5精算原理應(yīng)用 說明：這門課程提供了產(chǎn)品設(shè)計，風(fēng)險分類，定價/費率擬定/建立保險基金，營銷，分配，管理和估價的學(xué)習(xí)。覆蓋的范圍包括金融保障計劃,職工福利計劃，事故撫恤計劃，政府社會保險和養(yǎng)老計劃及一些新興的應(yīng)用領(lǐng)域如產(chǎn)品責(zé)任，擔(dān)保的評估，環(huán)境的維護成本和制造業(yè)的應(yīng)用。 該課程的學(xué)習(xí)材料綜合了各種計劃和覆蓋范圍以展示精算原理在各研究領(lǐng)域中應(yīng)用的一致性和差異性。為了鼓勵這種學(xué)習(xí)方法，該課程在研究各精算課題，如定價等時考慮該課題在各領(lǐng)域中的應(yīng)用而不是相反。 主要內(nèi)容及概念：計劃和產(chǎn)品設(shè)計，風(fēng)險分類原理和技術(shù)，精算原理和實務(wù)在定價、費率擬定、建立保險基金及傳統(tǒng)和新興的應(yīng)用領(lǐng)域中的應(yīng)用，營銷、分配和管理，負債和保險基金評估的精算技術(shù) 課程6投資和資產(chǎn)管理 說明：該課程是用于投資和資產(chǎn)負債管理領(lǐng)域的精算原理的拓展。學(xué)員在完成該課程的學(xué)習(xí)后，將會對資本市場、投資工具、衍生證券及應(yīng)用、投資組合管理和資產(chǎn)負債管理有深入的了解。主要內(nèi)容及概念：資本市場和基本投資原理，投資工具，衍生證券，投資組合管理的原理，資產(chǎn)負債管理 財產(chǎn)和意外險精算師學(xué)會(CAS)考試制度介紹從2005年春季開始考試體系變更如下：第一階段是準精算師(ACAS)，要求通過以下七大部分課程：EXAM1：概率論（包含微積分）3小時(聯(lián)合考試,=SOAEXAMP)EXAM2：金融數(shù)學(xué)（利息理論）2小時(聯(lián)合考試,=SOAEXAMMF)EXAM3：統(tǒng)計和精算模型4小時(CAS單獨命題)EXAM4：精算建模（擬合模型和信度）4小時(聯(lián)合考試,=SOAEXAMC)EXAM5：非壽險原理和費率厘訂4小時EXAM6：準備金、保險會計準則和再保險4小時EXAM7：年度報表、稅收和法規(guī)4小時(分美國和加拿大體系)第二階段是精算師(FCAS)，要求通過以下兩大部分課程：EXAM8：投資和金融分析4小時EXAM9：高級費率厘訂、收益率和個體風(fēng)險費率厘訂計劃4小時CAS考試的EXAM1采用計算機聯(lián)網(wǎng)考試（CBT），CAS考試的EXAM2-4采取單項選擇（multiplechoice）形式出卷，EXAM5-9采取單項選擇+問答題（multiplechoice+essay）形式出卷?？忌ㄟ^EXAM1-7、三門VEE以及CASCourseonProfessionalism后可獲得ACAS資格證書；完成全部九門課程、三門VEE以及CASCourseonProfessionalism后，方可獲得FCAS資格證書。CAS每年春季、夏季和秋季舉辦三次考試，每門成績采取10分制。6-10分表示已通過該門課程的考試，0-5分表示未通過。考生在考試后2個月左右將收到成績報告單，通過考試者成績一律標注為PASS；未通過者則被告知具體分數(shù)，分數(shù)越高表示距通過分數(shù)線越近。每年通過分數(shù)線均不相同，由負責(zé)每門課程的委員收集歷年試題的難易程度系數(shù)確定該門課程的初步通過分數(shù)線，上報專職副會長審定批準。CAS考試資料分為WebNote和StudyKit。其中WebNote是多篇相互獨立的文章，可以從CAS網(wǎng)站上下載；而StudyKit則通常是教材章節(jié)或者指定資料，必須向協(xié)會訂購。StudyManual是CAS的復(fù)習(xí)資料，針對WebNote和StudyKit的內(nèi)容進行總結(jié)歸納，不由協(xié)會提供。StudyNotes:SNsforCourse1-4areavailableonourWebsite().CodeTitle1-05-01Course1IntroductoryStudyNote1-09-00SampleExamination#11-10-00May2000Course/Exam11-12-00November2000Course/Exam11-21-00RiskandInsurance1-22-00Chapter4.10and12fromRiskManagementandInsurancebyC.A.Williams,Jr.,andM.L.,Smith,1998,Mcgram-Hill,(backgroundreading)Texts1、PrinciplesofCorporateFinance(SixthEdition),2000,byBrealey,R.A.andMyers,S.C.,Chapter1,4-21,and282、PriceTheoryandApplication(FourthEdition),1999,byLandsburg,S.E.,Chapters1-5,7-8,9(9.3only),10-11,and143、TheoryofInterest(SecondEdition),1991,byKellison,S.G.,Chapters1-3(exclude3.63.7,3.10),4-5(exclude5.7-5.9),6(exclude6.7-6.8),7(7.3-7.4only),and8(8.5-8.6only).StudyNotes:SNsforCourse1-4areavailableonourWebsite().CodeTitle2-05-01Course2IntroductoryStudyNote2-09-00SampleExamination#12-10-00May2000Course/Exam22-12-00November2000Course/Exam22-21-00Macroeconomics(ThirdPrinting)Texts1.ActuarialMathematics(SecondEdition),1997,byBowers,N.U.,Hickman,J.C.,Jones,D.A.amdNesbitt,C.J.,Chapters5.1-5.4,6.1-6.4,7.1-7.6,Chapter8,Section9.1-9.8,Chpters10and13(excludingautoregressivediscrete-timemodelandappendix),Section14.5.Note:somenotationpresentedinChapters13-14ofActuarialMathematicsisintroducedinChapter12.CandidatesmayfindithelpfultorefretoChapter12whenstudyingthereadingsinChapters13and14.2.IntroductiontoProbabilityModels(SeventhEdition),2000,byRoss,S.M.,Sections2.8,4.1-4.4,4.5.1,4.6,5.3-5.4,6.1-6.5,6.8,10.1-10.4.3.LossModels:FromDatatoDecisions,1998,byKlugman,S.A.,Panjer,H.H.,andWillmot,G.E.,Sections1.3,1.4,2.1,2.2(Definitions2.10,2.11,2.12and2,13only),2.6(pp.74-77,83only),2.7(excludingExample2.51),2.10(excluding2.10.1andfollowing),31,3.2.1-3.2.2,3.3.1-3.3.2,3.4.1,3.5(throughthefirstfullparagraghonpage222),3.6.1,3.7(excluding3.7.1and3.7.2),3.9(Example3.29only),3.10(excludingExample3.34andfollowing),3.10.2(excludingExample3.38andfollowing),4.1-4.3,4.5-4.6(excluding),4.8,4.9.4(page336only),6.2.3,6.3.1,.4.Simulation(SecondEdition),1997,byRoss,S.M.,Sections3.1,4.1-4.3,Chapter5(excluding5.3),andChapter6.5.SurvivalAnalysis,1997,byKlein,J.P.,andMoeschberger,M.L.,Chapters2-3(excluding3.6)StudyNotes:SNsforCourse1-4areavailableonourWebsite().CodeTitle3-05-01Course2IntroductoryStudyNote3-09-00SampleExamination#13-10-00May2000Course/Exam33-12-00November2000Course/Exam33-22-00StochasticModelsforContinuingCareRetirementCommunities,NAAJ,Vol.1,No.1,pp.50-64Texts1.EconometricModelsandEconomicForecasts(FourthEdition),1998,byPindyck,R.S.andRubinfeld,D.L.,Chapters3-7,15-18.2.LossModels:FromDatatoDecisions,1998,byKlugman,S.A.,Panjer,H.H.,andWillmot,G.E.,Sections1.5,2.2-2.6,2.8-2.10,3.2.3,3.3.3-3.3.4,3.4.2,3.5,3.10.1(BeginningwithExample3.34),5.1-5.5(excluding5.4.6and5.5.3).3.Simulation(SecondEdition),1997,byRoss,S.M.,Chapter7andChapter9.4.SurvivalAnalysis,1997,byKlein,J.P.,andMoeschberger,M.L.,Chapters4,5(excluding5.2),6(excluding6.4),7(sections7.1-7.3only)and8.StudyNotes:SNsforCourse1-4areavailableonourWebsite().CodeTitle4-05-01Course4IntroductoryStudyNote4-09-00SampleExamination#14-10-00May2000Course/Exam44-12-00November2000Course/Exam4. 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 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 probability2. Univariate probability distributions (including binomial, 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 moments 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 Conditional 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 and order statistics Probabilities and moments for linear combinations of independent random variablesSuggested 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 which 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 Probability (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. Mathematical 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, Insurance and Engineering 2001, by Bean, M.A., Chapters 19.Study NotesSNs 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 copies 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 Education 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 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 being 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 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 validated 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 Business 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 criteria. 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. Applied 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 learning 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 grade, 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 catalog, 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 earned 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 (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 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 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 mapping 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, 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, Mathematics 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 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 Actuarial 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 External Forces: Provide an understanding of how core external forces, outside of the actuarys 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 Selected 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: 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, Monitoring 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, 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. These 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 Perspective 2. Several e-learning modules that will use the same Internet-based systems as the FAP course 3. A capstone module or seminar 4. The Fellowship Admissions Course (FAC) Conversion Mapping In establishing conversion rules, the major motivating factor was simplicity while assuring a balance of equity and equivalence. T