AS 3429A Assignment 1
Due September 24, 2010
1. The complete expectation of life is given by
ex =
t t px (x + t) dt.
0
Use integration by parts to show that
ex =
t px
dt.
0
2. Express each of the following in actuarial notation.
(a) E[K (x)]
(b) Pr(m < T
AS 3429A Assignment 2
Due October 8, 2010
1. Consider a fully continuous n-year endowment insurance policy with benet 1
payable at the moment of death of a life aged x, provided that death occurs within
n years and a pure endowment of 1 at time n if the i
AS 3429A Assignment 3
Due November 5, 2010
1. Using the Illustrative Life Table with i = 0.10 and assuming UDD, calculate
(12)
(A98:2| ).
1V
2. Find an expression for k Vx
1
:n|
involving annuity-due () symbols only.
a
3. Use the retrospective formula fo
COURSE OUTLINE
Actuarial Science 3429A: Life Contingencies II
Fall 2010
Calendar Description: Single life annuity and life insurance loss random variables and their
distributions, with applications to the analysis of benefit premiums and reserves.
Prerequ
AS 3429B Midterm Test 1
February 13, 2009
Name:
1. An insurer uses an annual eective interest rate of i = 0.04 and the following
mortality rates:
x qx
97 0.1
98 0.4
99 1
Calculate the annual premium for a fully discrete whole life insurance policy issued