PQ-5-331-2011-F

PQ-5-331-2011-F - Practice Questions 5 ACTSC 331, FALL 2011...

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Practice Questions 5 – ACTSC 331, FALL 2011 1. For two independent lives (40) and (50), you are given: For (40), mortality follows μ 40+ t = 0 . 01 , t 0 . For (50), mortality follows μ 50+ t = 0 . 015 , t 0 . Calculate the probability that (50) will die between ages 70 and 80 after (40) dies. 2. You are given that T x and T y are independent. The following life table: k q x + k q y + k 0 0.08 0.10 1 0.09 0.15 2 0.10 0.20 Calculate the probability the first death occurs after 2 years before 3 years from now. 3. Assume that T 30 and T 40 are independent. You are given: (i) For (30), mortality follows l x = 100 - x, 0 x < 100. (ii) For (40), mortality follows μ 40+ t = 0 . 01 , t 0 . Calculate (a) Pr { T 30:40 > 20 | T 30 50 } ; (b) the probability that (30) will die after (40); (c) V ar [ T 30:40 ]; and (d) E [ K 30:40 ] . 4. For two independent lives (50) and (60), you are given: For (50), mortality follows μ 50+ t = 0 . 02 , t 0 . For (60), mortality follows
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This note was uploaded on 01/04/2012 for the course ACTSC 331 taught by Professor David during the Fall '09 term at Waterloo.

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PQ-5-331-2011-F - Practice Questions 5 ACTSC 331, FALL 2011...

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