AMS410.01 Actuarial Mathematics, Fall 2009
Syllabus Schedule Homework Exam
Syllabus
Course website: http://www.ams.sunysb.edu/~nsun/Teaching/ams410_fall2009.html
Class Time & Location: TuTh 6:50PM-8:10PM
@ Melville Lbr E4315
Instructor: Ning Sun nsun@ams.sunysb.edu
Office Hour: Tu 4:30PM-6:30PM @ Math Tower B-148 (7)
Direction to my office
(My room is difficult to find...): Enter the math tower, take the
elevator to Floor 2, make a right, you will see red stairs. Go
upstairs, make a left, you will see Room B-148. Enter the door and take
a right. I'm in room #7 of B-148.
Grader: Shitao ZHANG lulala-z@hotmail.com
Office Hour: Th 5:00PM-6:30PM @ Harriman Help Room 010
Textbook: ACTEX Study Manual SOA Exam P - CAS Exam 1. 2007
Edition. Samuel. A. Broverman, Ph.D., ASA
Reference: A First Course in Probability by Sheldon Ross
Prerequisites: Mainly targeted at students who have knowledge of Calculus and have already taken AMS 311.
Course
outline: This course is a preparation SOA Exam P/CAS Exam 1. You can take it for 3 credits, or just sit in.
- General probability
- Discrete distributions
- Continuous distributions
- Multivariate distributions and transformation
- Risk management
Policies:
- Homework will be due at the beginning of class (by 7:00PM). No late homework will be
accepted.
- The lowest homework grade will be dropped.
- All grades will be posted on Blackboard. Make sure you can be reached via the email address on Blackboard.
- Exams will be given in the regular classroom. Don't be late.
- Exams are closed notes and book. You need to prepare your own calculator.
- The lowest in-class exam grade will be dropped.
Grading: You can get an A if you pass the SOA Exam P/CAS Exam 1. Otherwise:
Homework
(5 or 6 homeworks, 25%)
Midterm I (MC)-- Sep 24, in class
Midterm II (MC) -- Oct 22 or 27, in class
November Diagnostic (MC) -- Nov 19, in class
The highest two in-class exams ->45%
Final (MC, 30%) -- Dec 18, 2:15 - 4:45PM
Disability
Policy: If you have a physical, psychological, medical or learning disability
that may impact your course work, please contact Disability Support Services, ECC (Educational Communications Center) Building, room 128, (631) 632-6748.
They will determine with you what accommodations are necessary and appropriate.
All information and documentation is confidential. Students who require
assistance during emergency evacuation are encouraged to discuss their needs
with their professors and Disability Support Services. For procedures and
information, go to the following web site: http://www.sunysb.edu/ehs/fire/disabilities.shtml
Schedule
1st week (Sep 1 - Sep 3)
Sep 1 - Introduction
Sep 3 - General Probability I: Basic Definitions and Rules
2nd week (Sep 8 - Sep 10)
Sep 8 - General Probability I: Basic Definitions and Rules (cont'd)
Sep 3 - General Probability II: Conditional Probability and Independence
3rd week (Sep 15 - Sep 17)
Sep 15 - General Probability II: Conditional Probability and Independence (cont'd)
Sep 17 - General Probability III: Combinatorial Principles, Permutation & Combination
4th week (Sep 22 - Sep 24)
Sep 22 - General Probability Review
Sep 24 - Exam 1
5th week (Oct 1)
Oct 1 - Review of Differentiation and Integration
6th week (Oct 6 - Oct 8)
Oct 6 - Univariate Distribution: Discrete distributions
Oct 8 - Three Specific discrete distributions
7th week (Oct 13 - Oct 15)
Oct 13 - Univariate Distribution: Continuous distributions
Oct 20 - Three Specific Continuous distributions
8th week (Oct 20 - Oct 22)
Oct 20 - Some other questions
Oct 22 - Review before the second exam
9th week (Oct 27 - Oct 29)
Oct 29 - Review of Double Integral
10th week (Nov 3 - Nov 5)
Nov 3 -
Joint Distribution: Discrete Case
Nov 5 - Joint Distribution: Continuous Case
11th week (Nov 10 - Nov 12)
I got my exam P score this Monday...10!!!
Nov 10 -
Joint Distribution: Continuous Case
Nov 12 - Joint Distribution: Transformation
12th week (Nov 17 - Nov 19)
Nov 17 -
Joint Distribution: Transformation
Nov 19 - Exam 3
13th week (Nov 24 - Nov 26)
Nov 24 -
Normal Distribution and Normal Approximation
This
is mainly for those who will take the exam P in November but need help
with the normal approximation (or something else). You can skip it if
you don't take the exam P and want to go home for Thanksgiving. I will
review those stuffs later in December. Nov 26 - Thanksgiving!!
Homework
Solution:
HW4 (due on Tuesday, Nov 17) covering joint distributions
HW4 typo corrected on Nov 10
HW3 (due on Tuesday, Oct 20) covering continuous distributions
HW2 (due on Tuesday, Oct 13) covering integral calculations and discrete distributions
HW1 (due on Thursday, Sep 17) covering Basic definitions, Conditional Probability and Independence, Bayes' Rule
Exam
Exam 3 (Thursday, Nov 19, 6:50 - 8:00 pm) covering Joint Distributions (discrete, continuous, transformation)
in class, regular classroom
closed notes and book
Bring your own calculator!!
Exam3 (Version 1)
Solution to Exam3
Exam 2 (Tuesday, Oct 27, 6:50 - 8:00 pm) covering Univariate Distribution (general discrete, 3 specific discrete, general continuous, 3 specific continuous, some other topics)
in class, regular classroom
closed notes and book
Bring your own calculator!!
Exam2 (Version 1)
Solution to Exam2
Summary ( Nov 3): # took
exam - 41/48, highest - 94, lowest - 20, mean - 60, median
- 57, standard deviation - 23.4
The stem and leaf plot:
The decimal point is 1 digit(s) to the right of the |
2 | 019
3 | 02466789
4 | 24456689
5 | 677
6 | 456
7 | 5579
8 | 03358
9 | 0002344
Exam 1 (Sep 24)
Exam1 (Version 1)
Solution to Exam1
Summary (Oct 1): # took
exam - 46/48, highest - 100 (2 of 46), lowest - 27, mean - 65.6, median
- 66, standard deviation - 20.9
The stem and leaf plot:
The decimal point is 1 digit(s) to the right of the |
2 | 7
3 | 355
4 | 001355777
5 | 2355677
6 | 13668
7 | 00234478
8 | 0289
9 | 0334557
10 | 00
updated by Ning SUN on Nov 19, 2009