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2011年精算师考试大纲(2011 actuary exam outline)
2011年精算师考试大纲(2011 actuary exam outline)
The latest actuary examination guide issued by China actuarial Committee
The first part is about 01 to 09 subjects of the Actuary of China actuary qualification test
01 mathematical basis I.
Exam time: 3 hours
Examination form: objective judgment questions
Examination contents and requirements:
Candidates should master the basic concepts and main contents of calculus, linear algebra and operations research.
Calculus (fractional ratio is about 60%)
Function, limit, continuity
Unary function calculus
function of several variables
series
ordinary differential equation
Linear algebra (fractional ratio is about 30%)
determinant
matrix
System of linear equations
vector space
Eigenvalues and eigenvectors
Two stage
Operations Research (fraction ratio is about 10%)
linear programming
integer programming
dynamic programming
Bibliography:
Lectures on Advanced Mathematics (second mathematical analysis), edited by Fan Yingchuan, higher education press
Linear algebra, Hu Xianyou, Sichuan peoples press
Operations Research (Revised Edition), operations research textbook compilation group, Tsinghua University press, 1990
In addition to the above reference books, you may also refer to other reference books of the same level.
02 mathematical foundations II
Exam time: 3 hours
Examination form: objective judgment questions
Examination contents and requirements:
Probability theory (fractional ratio is about 50%)
Probability calculation, conditional probability, total likelihood formula and Bayes formula
Numerical characteristics of random variables and characteristic functions;
The joint distribution law, marginal distribution function and marginal probability density are calculated
The law of large numbers and Its Applications
Conditional expectation and conditional variance
The distribution function, expectation and variance of mixed random variables
Mathematical statistics (fractional ratio is about 35%)
Statistic and Distribution
parameter esti
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