PQ-6-331-2011-F

PQ-6-331-2011-F - Practice Questions 6 ACTSC 331, FALL 2011...

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Practice Questions 6 – ACTSC 331, FALL 2011 1. For a triple-decrement model, you are given: μ ( j ) x ( t ) = j 6(100 - t ) , j = 1 , 2 , 3 , 0 t < 100 . (a) Calculate the expected time of decrement. (b) Calculate E ( K x ) . (c) Calculate the probability of decrement due to all causes during the 11th year. (d) Calculate the probability of decrement due to cause 2 during the 11th year. (e) Calculate the conditional probability that decrement is due to cause 1, given the decrement at time 10. (f) Calculate E [ T x | J x = 2]. 2. For a double-decrement table, you are given: (a) q 0 (1) 60 = 0 . 15; q 0 (2) 60 = 0 . 25 . (b) l ( τ ) 60 = 10000; l ( τ ) 62 = 5538 . Calculate q ( τ ) 61 . 3. In a double-decrement model, you are given: (a) 3 p 0 (1) 30 - 2 p 0 (2) 30 = 1; (b) p 0 (1) 30 + p 0 (2) 30 = 0 . 75 + p ( τ ) 30 . Calculate the absolute rate of decrement due to cause 2 for age 30 in one year. 4. For a double-decrement table, you are given:
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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-6-331-2011-F - Practice Questions 6 ACTSC 331, FALL 2011...

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