| Summary: | 碩士 === 國立中山大學 === 應用數學系研究所 === 102 === This thesis investigates the methods of solving probability and statistics prob- lems
in SOA &; CAS actuarial exams. These exam problems are classified as 4 main topics.
The topics include general probability, univariate probability distributions, multivariate
probability distributions and loss models. We will introduce definitions and theorems used
to solve problems. In Chapter 2 we introduce general probabil- ity including event
probability, conditional probability, independent events, classical probability and Bayes’
theorem. In Chapter 3&;4 we discuss one-dimensional and multi-dimensional random
variable including probability distribution, distribution function, expected value, variance,
moments, moment generating function, variable transformation, CLT and order statistics.
In Chapter 5 we introduce loss models including survival analysis and simulation
method. The aim of this thesis to en- hance the readers to better understanding of
probability and statistics theory and applications in actuarial exams.
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