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View Full Version : Hattendorf's Theorem on MLC?



jmcarson
January 30th 2007, 01:39 PM
The Actex Study Manual for MLC has a section on Hattendorf's Theorem, but I don't see it listed on the MLC syllabus found on the SOA's website. Should we know this? Why or why not? Thanks, JC

ctperng
January 30th 2007, 02:25 PM
The Actex Study Manual for MLC has a section on Hattendorf's Theorem, but I don't see it listed on the MLC syllabus found on the SOA's website. Should we know this? Why or why not? Thanks, JC

It's not explicitly mentioned in the main syllabus (for example, Hattendorf's theorem is in 8.5 of Bowers' book.) But it is included as study notes.

It's an elegant result to know, since it saves much computation in some cases. Note that the calculation of expected values and variances of loss random variables is in the syllabus.

ctperng

Abraham Weishaus
February 3rd 2007, 08:41 PM
Hattendorf is explicitly on the syllabus, study note MLC-25-05, or a corresponding section in MQR.

ctperng
February 3rd 2007, 10:50 PM
Hattendorf is explicitly on the syllabus, study note MLC-25-05, or a corresponding section in MQR.

Mea maxima culpa! Thank you for pointing that out.

ctperng