中国精算师考试大纲（China actuary examination outline）.doc

中国精算师考试大纲（China actuary examination outline） Chinese actuarial qualification examination guidelines for the spring of 2011 Part I Actuaries of the Chinese actuaries qualification examination part A1 to A8 subjects A1 math Exam time: 3 hours Examination form: multiple-choice questions Examination requirements: This course is a basic course in stochastic mathematics in risk management and Actuarial science. Through the purpose of undergraduate learning, candidates should master the basic knowledge of probability and statistics, have a certain data analysis ability, preliminary understanding of the nature of various stochastic processes. Candidates should master the basic concepts and main contents of probability theory, statistical models and the application of stochastic processes. Examination content: A and probability theory (fractional ratio is about 35%) 1. probability calculation, conditional probability, total likelihood formula and Bayes formula (Chapter one) 2. calculation of joint distribution law, marginal distribution function and marginal probability density (second chapters) The digital characteristics of 3. random variables (Section 3.1, Section 3.2, Section 3.4) 4. conditional expectation and variance (Section 3.3) 5. law of large numbers and their applications (fourth chapters) B and mathematical statistics (the fractional ratio is about 25%) 1. statistic and its distribution (fifth chapters) 2. parameter estimation (sixth chapters) 3. hypothesis testing (seventh chapters) 4. analysis of variance (section 8.1) C and Applied Statistics (fractional ratio is about 10%) 1. linear regression analysis (Section 8.2) 2. time series analysis (stationary time series and ARIMA model) (ninth chapters) D and random process (fractional ratio is about 20%) 1. general definitions and basic numerical characteristics of stochastic processes (tenth chapters) 2. definitions and properties of several common processes (Poisson process, renewal process, Markov process, mart