105 Pages

#### Math288-Weeks1to2annot

Course: MATH 288, Spring 2008

School: UConn

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Models Lecture: Multi-life Weeks 1-2 Lecture: Weeks 1-2 (Math 288) Multi-life Models Spring 2008 - Valdez 1 / 42 Chapter summary Chapter summary Joint distributions of future lifetimes Statuses: joint life status last-survivor status Insurances and annuities involving multiple lives evaluation using special mortality laws Simple reversionary annuities Contingent probability functions Dependent lifetime...

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UConn - MATH - 288
Claim Frequency ModelsLecture: Week 10Lecture: Week 10 (Math 288)Claim Frequency ModelsSpring 2008 - Valdez1 / 19MotivationCompound frequency modelsLet Xi be the claim payment made for the ith policyholder and let N be the random number
UConn - MATH - 288
Multi-life ModelsLecture: Weeks 1-2Lecture: Weeks 1-2 (Math 288)Multi-life ModelsSpring 2008 - Valdez1 / 42Chapter summaryChapter summaryJoint distributions of future lifetimes Statuses:joint life status last-survivor statusInsurance
UConn - MATH - 288
UConn - MATH - 288
Claim Frequency ModelsLecture: Week 10Lecture: Week 10 (Math 288)Claim Frequency ModelsSpring 2008 - Valdez1 / 19MotivationCompound frequency modelsLet Xi be the claim payment made for the ith policyholder and let N be the random number
UConn - MATH - 288
Claim Severity ModelsLecture: Weeks 11 and 12ecture: Weeks 11 and 12 (Math 288)Claim Severity ModelsSpring 2008 - Valdez1 / 26IntroductionIntroductionGiven that a claim occurs, the (individual) claim size X is typically referred to as c
UConn - MATH - 369
20% ID cases _0278732 _0282302 _0325215 _0326712 _0346574 _0485015 92 94 77 79 77 9410% quizzes 88 94 92 85 55 92 paper10% midterm 97 92 95 95 120 9525% or 0% final exam 35% or 60% raw 91 95 72 84 78 96 73 69 57 52 60 73 scored 95 91 81 76 83 9
UConn - MATH - 369
Math 289/369 Financial Mathematics II Fall 2004 Quiz #1 September 29, 2004 Name:_ This is an open book quiz. You may refer to the textbook or any other reference. You can work with others. You are responsible for your own answer, however, so dont jus
UConn - MATH - 5230
PARI-GP Reference Card(PARI-GP version 2.4.2) Note: optional arguments are surrounded by braces {}.PARI Types &amp; Input Formatst t t t t t t t t t t t t t t t INT/t REAL. Integers, Reals n, n.ddd INTMOD. Integers modulo m Mod(n, m) FRAC. Rational N
UConn - MATH - 324
ID 0506204 1364414 1534951 1599772 1603679 1604425 1605026 1606310 1656137paper 95 95 100 95 98 95 95 98 100final 85 96 96 98 94 100 100 100 72
UConn - MATH - 324
Math 324 Advanced Financial Mathematics Spring 2008 Final Exam May 2, 2008 This is an open book take-home exam. You may work with textbooks and notes but do not consult any other person. Show all of your work and put your name on all papers. The exam
UConn - MATH - 324
Math 324 Advanced Financial Mathematics Spring 2008 Final Exam Solutions May 2, 2008 This is an open book take-home exam. You may work with textbooks and notes but do not consult any other person. Show all of your work and put your name on all papers
UConn - MATH - 329
Math 329 (Roby) Representation Theory HW4 Due 4 May 2007, noon1. Show that for all X Mn (C) lim X I+ mmm= eX .2. (a) Show that the following matrices form a basis for the real Lie algebra su(2): E1 = 1 2 i0 0 i , E2 = 1 2 01 1 0 , E3 = 1 2
UConn - MATH - 329
Math 329 (Roby) Representation Theory HW3Due 17 April 20071. Find all f n for which f = 2f . 2. (a) Expand the power seriesi1(1 + xi + x2 ) in terms of the elementary symmetric ifunctions. (Hint available on request.) (b) For what real numb
UConn - MATH - 337
R. Kaufmann Math 337, Fall 2006 Homework 2 Directions: This is part homework and part review. Good references (beside your notes) are 1. Gelfand, Sergei I.; Manin, Yuri I. Methods of homological algebra. Second edition. Springer Monographs in Mathema
UConn - MATH - 337
R. Kaufmann Math 337, Spring 2007 Homework 2 The following problems are out of Fultons book Toric Varieties. Hints are in the book as well. Problems Problem 1: If spans NR , show that x is the unique xed point of the action of the torus TN on U . If
UConn - MATH - 337
Math 337 Spring 2007 Toric Varieties SyllabusClass times: TuTh 11:00 - 12:15 PM MSB 303 Faculty: Ralph Kaufmann Office: MSB 3-12 Tel: (860) 4863850 E-mail: kaufmann@math.uconn.edu URL: http:/www.math.uconn.edu/~kaufmann Toric varieties are a class o
UConn - MATH - 340
Alexander (Sasha) Teplyaev Math 340 Final Exam 2 (optional) Friday, May 4, (2007), 6:00-8:00pm Material of midterm exams 1 and 2.
UConn - MATH - 340
Alexander (Sasha) Teplyaev Math 340 first midterm exam questions Monday March 19 (2007), 1:00-1:50pm Section 1.1.3: Cauchys inequality with proof. Section 2.1.2: Cauchy-Riemann equations with proof. Section 2.1.3: Theorem 1 with proof. Section 2.
UConn - MATH - 3621
Distribution of Math 3621 Class Test 10.05 percentage 0.03 0.04Total number: 31 Quartiles: Q1 = 60 Q2 = 68 Q3 = 72 Highest = 98 Average = 690.00 00.010.022040 test16080100
UConn - MATH - 3621
MATH 238 Applied Actuarial Statistics Class Test 1 Thursday, 27 September 2007 Time Allowed: 1 hour, 15 minutes Total Marks: 100 Marks Please write your name and student number at the spaces provided:Name:Student ID: There are two (2) parts her
UConn - MATH - 3621
Validating the Linear Model EA ValdezValidating the Linear ModelMath 3621 Applied Actuarial StatisticsModel interpretationsFall 2008 semesterInference on the slope estimates Testing variable signicance Interval estimates Prediction and predic
UConn - MATH - 3621
UConn - MATH - 3621
Validating the Linear Model EA ValdezValidating the Linear ModelMath 3621 Applied Actuarial StatisticsModel interpretationsFall 2008 semesterInference on the slope estimates Testing variable signicance Interval estimates Prediction and predic
UConn - MATH - 3621
MATH 3621 APPLIED ACTUARIAL STATISTICS MW 3:00-4:15, CAST206 FALL 2008INSTRUCTOR: OFFICE HOURS: Emil Valdez, MSB 418, 486-3597 e-mail: valdez@math.uconn.edu Wednesdays, 10am-12pm or by appointment (send email)PREREQUISITES: Math 231 (Probability)
UConn - MATH - 3621
MATH 238 Applied Actuarial Statistics Final Examination Monday, 10 December 2007 Time Allowed: 2 hours Total Marks: 100 Marks Please write your name and student number at the spaces provided:Name:Student ID: There are four (4) questions here an
UConn - MATH - 3621
MATH 3621, APPLIED ACTUARIAL STATISTICS, FALL 2008PRACTICE PROBLEMS 1Problem 1: n The following steps develop a formula to simplify the computation of i=1 (Yi Y)2 . (a) Expand the square to geti=1 (Yi Y)2 =n i=1 2ni=1 Yi2 2 Yi Y +
UConn - MATH - 3621
Multiple Regression: Inference EA ValdezMultiple Regression: InferenceMath 3621 Applied Actuarial StatisticsIntroductionFall 2008 SemesterHypothesis tests for comparing modelsThe general theory Test of all the predictors Testing signicance o
UConn - MATH - 3621
UConn - MATH - 3621
Further Topics on the Predictor Variables EA ValdezFurther Topics on the Predictor VariablesMath 3621 Applied Actuarial Statistics Fall 2008 SemesterIntroduction Introducing additional variablesPlotting residuals against additional predictors A
UConn - MATH - 3621
Simple Linear Regression EA ValdezSimple Linear RegressionMath 3621 Applied Actuarial StatisticsIntroductionFall 2008 semesterIdentifying and summarizing the dataAnalyze each variable separately Graphically summarizing the data Correlation c
UConn - MATH - 3621
UConn - MATH - 3621
Determinants of Mutual Fund PerformanceNathan Rule, Miles Carpenter, and Thomas Murawski Executive Summary Mutual funds are a very important and distinct segment of the nancial market. They vary greatly in size, investment strategies, and general st
UConn - MATH - 3621
MATH 238 Applied Actuarial Statistics Class Test 2 Thursday, 15 November 2007 Suggested Solutions(1) [4 points] &gt; summary(chredlin) race fire Min. : 1.00 Min. : 2.00 1st Qu.: 3.75 1st Qu.: 5.65 Median :24.50 Median :10.40 Mean :34.99 Mean :12.28 3r
UConn - MATH - 3621
MATH 3621 Applied Actuarial Statistics Class Test 1 Wednesday, 1 October 2008 Suggested Solutions Part I: Mutual Fund Performance (a) [5 points] analysis of the summary statistics &gt; summary(YTD.rtn) Min. 1st Qu. Median Mean 3rd Qu. -1.610 7.835 11.07
UConn - MATH - 3621
MATH 238 Applied Actuarial Statistics Class Test 1 Thursday, 27 September 2007 Time Allowed: 1 hour, 15 minutes Total Marks: 100 Marks Please write your name and student number at the spaces provided:Name:LUTtOAJStudent ID: There are two (2)
UConn - MATH - 3621
Analysis of Variance (ANOVA) Models EA ValdezAnalysis of Variance (ANOVA) ModelsMath 3621 Applied Actuarial Statistics Fall 2008 SemesterIntroductionCategorical variables An illustration - age and memory The groups Initial investigation of data
UConn - MATH - 3621
UConn - MATH - 3621
MATH 3621, APPLIED ACTUARIAL STATISTICS, FALL 2008 Problem 1: The following exercise proves the decomposition formula:PRACTICE PROBLEMS 2i=1 (Yi Y)2 =Total SSni=1 (Yi Yi )2 +Error SSni=1 (Yi Y)2 ,Regression SSnwhere SS sta
UConn - MATH - 3621
MATH 3621 Applied Actuarial Statistics Class Test 2 Monday, 17 November 2008 Suggested Solutions Question (1) [8 points]: Preliminary investigation of the data (a) summary statistics of the data&gt; summary(naic.exp2005) company AAA Mid-Atlantic Ins Co
UConn - MATH - 3621
MATH 3621, APPLIED ACTUARIAL STATISTICS, FALL 2008 Effect of speeding convictions on insurance premiumsPRACTICE PROBLEMS 5In a newspaper article under the heading Caught on camera: the effect of speeding convictions upon insurance premiums, it di
UConn - MATH - 3621
MATH 3621, APPLIED ACTUARIAL STATISTICS, FALL 2008 Problem 1: (a) By adding/deducting term Yi , we haveSOLUTIONSTOEXERCISE 2(Yi Y)2 = (Yi Yi + Yi + Y)2 = (Yi Yi )2 + (Yi Y)2 + 2(Yi Yi )(Yi Y).By noting that i = Yi Yi , we get the desi
UConn - MATH - 3621
Multiple Regression: Inference EA ValdezMultiple Regression: InferenceMath 3621 Applied Actuarial StatisticsIntroductionFall 2008 SemesterHypothesis tests for comparing modelsThe general theory Test of all the predictors Testing signicance o
UConn - MATH - 3621
Page 1 # R session 29 September 2008 Monday # analysis of the Hurricane Loss data # checking normality assumptionhur.loss &lt;- read.csv(&quot;C:/Documents and Settings/Emil/Desktop/ChristianBale/UConn2008/Math3621-Fall20 hur.loss names(hur.loss) attach(hu
UConn - MATH - 3621
Foundations EA ValdezFoundationsMath 3621 Applied Actuarial Statistics Fall 2008 semesterIdentifying and summarizing dataIdentifying and summarizing data Basic summary statistics Visualizing the distribution of data Standardization of dataPopu
UConn - MATH - 3621
Simple Linear Regression EA ValdezSimple Linear RegressionMath 3621 Applied Actuarial StatisticsIntroductionFall 2008 semesterIdentifying and summarizing the dataAnalyze each variable separately Graphically summarizing the data Correlation c
UConn - MATH - 3621
MATH 238 - Applied Actuarial Statistics Sample Final Examination - Time Allowed: 2 hours Question no. 1: [25 points] In a study of population density around a large urban area, a random sample of 10 residential areas was selected. For each area, the
UConn - MATH - 3621
Further Topics on the Predictor Variables EA ValdezFurther Topics on the Predictor VariablesMath 3621 Applied Actuarial Statistics Fall 2008 SemesterIntroduction Introducing additional variablesPlotting residuals against additional predictors A
UConn - MATH - 3630
Contingent Contract ReservesLecture: Weeks 12-13Lecture: Weeks 12-13 (Math 3630)Contingent Contract ReservesFall 2008 - Valdez1 / 23Chapter summaryChapter summaryInsurance reserveswhat are they? how do we calculate them? why are they i
UConn - MATH - 3630
MATH 3630 Actuarial Mathematics I Sample Test 1 Time Allowed: 1 hour Total Marks: 100 points Please write your name and student number at the spaces provided:Name:Student ID: There are ten (10) written-answer questions here and you are to answe
UConn - MATH - 3630
Survival Distribution ModelsLecture: Weeks 1-2Lecture: Weeks 1-2 (Math 3630)Survival Distribution ModelsFall 2008 - Valdez1 / 23Chapter summaryChapter summarySurvival modelsAge-at-death, time-until-death random variables Force of morta
UConn - MATH - 3630
UConn - MATH - 3630
UConn - MATH - 3630
UConn - MATH - 3630
Illustrative Life Table: Basic Functions and Single Benefit Premiums at i = 0.06Illustrative Life Table: Basic Fun.ctionsand Single Benefit Premiums at i = 0.061Illustrative Life Table: Basic Functions and Sinale Benefit Premiums at i = 0.06Li
UConn - MATH - 3630
UConn - MATH - 3630
MATH 3630 - Actuarial Mathematics I Fall 2008 - Valdez Additional Exercises 21. Express each of the following by a single (actuarial) symbol: (a) the probability that a life now aged 50, insured 3 years ago, will die in his 59th year, i.e. between
UConn - MATH - 3630
Distribution of Math 3630 Class Test 20.04 0.03percentageTotal number: 36 Quartiles: Q1 = 62 Q2 = 77 Q3 = 87 Highest = 98 Average = 750.00 00.010.022040 test26080100
UConn - MATH - 3630
MATH 3630 - Actuarial Mathematics I Fall 2008 - Valdez Homework No. 6 due Wednesday, 6:50 PM, December 3, 2008 Please return this page with your signature. number at the spaces provided: Name: Please write your name and studentStudent ID:I certif
UConn - MATH - 3630
MATH 3630 Actuarial Mathematics I Sample Test 2 Time Allowed: 1 hour Total Marks: 100 points Please write your name and student number at the spaces provided:Name:Student ID: There are ten (10) written-answer questions here and you are to answe
UConn - MATH - 3630
UConn - MATH - 3630
MATH 3630 - Actuarial Mathematics I Fall 2008 - Valdez Additional Exercises 4 1. Express each of the following by a single (actuarial) symbol: (a) the net annual premium payable continuously for 20 years to provide an insurance to age 60 on a life no