4 notes
The reference I built to prepare for Exam P. Covers general probability, random variables, and multivariate distributions, each topic with actuarial intuition, not just formulas. Includes solved problems with analysis of why the distractors mislead.
From theory to production: how insurers actually estimate claim frequency, severity, and policy lapse. This note walks from exponential families and link functions through validation with ROC curves, Gini coefficients, and relativity tables. Three full case studies: auto, life, and workers' comp. Personal actuarial synthesis note.
Bridge document connecting Adam's Law, Eve's Law, mixed distributions (Poisson-Gamma, mixed exponential), and compound distributions. Includes SOA-style solved problems with analysis of why each distractor fails. The piece that links conditional variance to credibility theory.
Lee-Carter model reestimation using Mexican mortality data. SVD decomposition of the rate matrix, time projection of the kappa index, and its direct implication for life tables and life insurance reserves. Connects demography to actuarial practice.