STAM Exam Day Guide

Everything you need to know before sitting for Exam STAM: Short-Term Actuarial Mathematics. Testing center logistics, time management, and strategies for performing your best on exam day.

1

Arrive early and prepare your workspace

Check in 30 minutes before your appointment. Bring two valid IDs and your approved calculator. Arrange your scratch materials and calculator comfortably before starting the exam.

2

Bring your BA-II Plus with fresh batteries

STAM permits the BA-II Plus calculator. Replace the battery within a week of the exam to avoid unexpected shutdowns. Bring a backup calculator if possible, as the testing center will not provide one.

3

Write out key distribution formulas

At the start, write down the mean and variance formulas for Poisson, Negative Binomial, Binomial, Exponential, Pareto, and Lognormal. Also write the Buhlmann credibility formula Z = n/(n+k) and the Panjer recursion formula.

4

Categorize each problem before solving

STAM covers six distinct topic areas. Before computing anything, identify whether the problem is about severity, frequency, aggregate losses, credibility, ratemaking, or reserving. This tells you which formulas and methods apply.

5

Budget 6 minutes per question

With 35 questions in 210 minutes, you have 6 minutes each. Credibility and ratemaking problems tend to be faster; aggregate loss and reserving problems tend to be slower. Use the fast problems to bank time.

6

Set up loss development triangles carefully

For reserving problems, draw the triangle neatly on your scratch paper with clearly labeled rows (accident year) and columns (development period). Arithmetic errors in triangles cascade through the entire calculation.

7

Check your coverage modification setup

Problems involving deductibles and limits require careful attention to whether you are computing E[Y^L] (payment per loss) or E[Y^P] (payment per payment). Getting this distinction wrong gives a completely different answer.

8

Use the normal approximation when appropriate

For aggregate loss problems, the normal approximation is fast and often sufficient. Compute the mean and variance of S = X1 + X2 + ... + XN using E[S] = E[N]*E[X] and Var(S) = E[N]*Var(X) + Var(N)*(E[X])^2.

9

Stay calm during the 3.5-hour sitting

STAM is one of the longer preliminary exams. Take brief mental pauses between problem groups. If you feel stuck, skip the problem and return later with fresh perspective.

10

Verify your final answer against the choices

Before selecting your answer, check that it makes sense. Probabilities should be between 0 and 1, premiums should be positive, and loss reserves should increase with the development period for immature years.