以下是北美精算师2003年SOA真题大纲NovemberCourse8G（第三课），请在考试前尽快吸收占为己用，这只是2014考试其中一部分。
　　8. (6 points) You are *uating Wonderful Life’s reserves and believe the claim lag pattern
　　may have recently changed.
　　(a) Calculate the age-to-age development factors based on 9/2001 to 12/2002
　　emerging experience using claims paid in the most recent two months on Table
　　MM-4b.
　　(b) Estimate incurred claims for December 2002 assuming all claims are complete
　　after 15 months.
　　(c) Describe considerations involved in using age-to-age development factors to
　　estimate incurred claims.
 
　　9. (5 points) You are the pricing actuary for the division of LTDC Life Insurance selling
　　group long term disability and group long term care products. Given the recent
　　fluctuations in the experience, you are considering implementing a reinsurance agreement
　　but must convince your Vice-President that it is needed.
　　(a) Explain the different approaches LTDC Life can use to reinsure its Group LTD
　　and LTC products.
　　(b) Explain risk characteristics of each product line that make the use of reinsurance
　　attractive.
　　**END OF EXAMINATION*
　　MORNING SESSION
　　COURSE 8: Fall 2003 -7- GO ON TO NEXT PAGE
　　Health and Group Life Segment
　　Afternoon Session
　　**BEGINNING OF EXAMINATION**
　　HEALTH AND GROUP LIFE SEGMENT
　　AFTERNOON SESSION
　　Beginning With Question 10
 
　　10. (3 points) You have been asked to summarize the report of the SOA Medical
　　Effectiveness Task Force.
　　(a) Explain the importance of measuring medical effectiveness.
　　(b) Explain the main health plan performance *uation categories.
　　COURSE 8: Fall 2003 -8- GO ON TO NEXT PAGE
　　Health and Group Life Segment
　　Afternoon Session
 
　　11. (4 points) Your company offers an insurance product with the following equally likely
　　events.
　　Severity of Claim Given Event Occurs
　　Event
　　Frequency of Claim
　　Given Event Occurs Probability Claim Size
　　1 25% 75%
　　25%
　　1,000
　　500
　　2 50% 50%
　　50%
　　1,000
　　500
　　3 75% 10%
　　90%
　　1,000
　　500
　　You are also given the following additional information:
　　?  7 years of claims history for one individual
　　Year Claims
　　1 -
　　2 500
　　3 -
　　4 -
　　5 1,000
　　6 1,000
　　7 -
　　?  Expected Value of the Process Variance = 133,581
　　?  Target Loss Ratio = 80%
　　?  Ignore the impact of trend
　　(a) Calculate the expected gross premium for this product. Show your work.
　　(b) Calculate the credibility. Show your work.
　　(c) Calculate the credibility weighted total premium for this individual. Show
　　your work.
　　COURSE 8: Fall 2003 -9- GO ON TO NEXT PAGE
　　Health and Group Life Segment
　　Afternoon Session
 
　　12. (4 points) ABC Company is considering acquiring ITSA, a managed care organization
　　that services a number of major cities. You are the head of the claims department in the
　　Major Medical division and you’ve been asked to *uate claims operations at ITSA,
　　including systems used to process the claims.
　　(a) Describe measures of claims quality.
　　(b) Outline basic steps you would expect to find in the ITSA claims adjudication
　　process.
　　(c) Describe specific internal data sources you should include as part of your claims
　　review.
　　(d) Describe issues that should be considered in performing an audit.
　　自不诚，则欺心而弃己，与人不诚，则丧德而增怨。——高顿网校名人心语

 

 
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