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  • BSA 4119 - Risk Theory - July 2019

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    Peris Wanjiku
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    Exam 2

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    BSA 4119 - Risk theory - July 2019

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    Exam 2

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    © All Rights Reserved
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    2 views9 pages

    BSA 4119 - Risk Theory - July 2019

    Uploaded by

    Peris Wanjiku
    Exam 2

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 9

    SCHOOL OF FINANCE AND APPLIED ECONOMICS

    BBS ACTUARIAL SCIENCE


    BSA 4119: RISK THEORY
    END OF SEMESTER EXAM
    DATE: Monday, 15th July 2019 TIME: 2Hours
    Instructions: Answer Question 1 and any other 2 Questions.
    QUESTION 1 – 30 Marks
    Part 1

    Part 2

    Page 1 of 9
    Part 3

    Part 4

    Page 2 of 9
    Part 5

    Page 3 of 9
    QUESTION 2 – 20 Marks

    Part 1
    Explain the difference between a Collective and an individual risk model [3]
    Part 2

    Part 3

    Part 4

    Page 4 of 9
    QUESTION 3 – 20 Marks
    Part 1

    Part 2

    Part 3

    Page 5 of 9
    QUESTION 4 – 20 Marks
    Part 1
    State 2 assumptions assumed by the Chain Ladder Method. [1]
    Part 2

    Part 3

    Page 6 of 9
    QUESTION 5 – 20 Marks
    Part 1

    Part 2

    Page 7 of 9
    Page 8 of 9
    Part 3

    END
    GOOD LUCK

    Page 9 of 9

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