9.12 Past Exam Questions

TIA Exercise

  • \(\star \star\) TIA 1: Use simplified GLM and then back out the GLM parameters

  • TIA 2: Reduce parameters

  • TIA 3: Minimize square error for GLM

  • TIA 4: Benefit of simplified GLM

  • \(\star\) TIA 5: Residuals with england verrall adjustment

  • TIA 6: Dispersion

  • TIA 7: Dispersion with hat matrix adj

  • TIA 8: Simulate loss variance distribution assumption & simulate psudeo triangle (no process variance)

  • TIA 9: Setup GLM with CY trend

  • TIA 10: Negative values

  • TIA 11: Simulate negative

  • TIA 12: Partial triangle

  • TIA 13: Stratified (includes “new” method in the paper)

  • TIA 14: Dealing with correlation (location mapping)

  • TIA 15: Outliers

Practical Issues

  • 2013 #7: negative values

  • 2014 #7: List 4 practical issues and solutions

  • 2015 #10: Heteroscedasticity, why important, adjustments description

  • 2015 #11: Identify issues with given triangle: Negative values, outliers, exposure level

  • 2016 #12: Negative values adjustment

Diagnostics

  • \(\star\) 2014 #9: Evaluate the results given mean unpaid, s.e., CoV by AYs

  • \(\star\) 2016 #13: Residual plots, part c on rational

Calculations

  • \(\star \star\) 2016 14: Hetero adjustment

9.12.1 Question Highlights

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