PSTAT 172 A
Homework Week 1: Intro. to insurance
Ian Duncan, FSA FIA FCIA MAAA
[email protected]
University of California, Santa Barbara
1
Note: this weeks homework is unusual in that there are no computations; it is all
written question/answer. Impor
PSTAT 172 A
Week 1-2 Survival Models
January 10th 2015
Homework
Ian Duncan, FSA FIA FCIA MAAA
[email protected]
University of California, Santa Barbara
1
1.
FIND
a.
b.
c.
F X (x)
tp y
t|uq y
For the following functions:
1.
2.
3.
2.
s(x) = e ax (a > 0)
PSTAT 172 A
INSURANCE
Homework February 13 2015
(revised)
Ian Duncan, FSA FIA FCIA MAAA
[email protected],ucsb.edu
University of California, Santa Barbara
1
1. Given x = for all x and a force of interest of ;
a. Derive an expression for x and Var[Z] in terms o
PSTAT 172 A
HOMEWORK: PREMIUMS
March 2 2015
Hand in March 9, 2015
Ian Duncan, FSA FIA FCIA MAAA
[email protected]
1
Note: homework is shorter than usual, because it is due on Monday 9th.
However, there are a number of examples in the notes, and you sh
PSTAT 172 A
Revision Questions
March, 2015
Ian Duncan, FSA FIA FCIA MAAA
[email protected]
University of California, Santa Barbara
1
1.
The force of mortality is given by
x
Find each of the following:
a.
20|10 q50
b.
50|10 q50
c.
f 50 (10)
d.
e50
e.
PSTAT 172 A
ANNUITIES
Homework February 20, 2015
Hand in March 2nd, 2015
Ian Duncan, FSA FIA FCIA MAAA
[email protected]
University of California, Santa Barbara
1
1. Given: = 0.05; Mortality is uniformly distributed throughout life (DeMoivre)
with = 1
PSTAT 172 A
ANNUITIES Homework
February 20, 2015
Hand in March 2nd, 2015
Ian Duncan, FSA FIA FCIA MAAA
[email protected]
University of California, Santa Barbara
1
1. Given: = 0.05; Mortality is uniformly distributed throughout life (DeMoivre)
with = 1
PSTAT 172 A
Week 2 Survival Models
January 13th 2015
Homework
Ian Duncan, FSA FIA FCIA MAAA
[email protected]
University of California, Santa Barbara
1
1.
FIND
a.
b.
c.
F X (x)
tp y
t|uq y
For the following functions:
1.
2.
3.
s(x) = e ax (a > 0)
s(x)
PSTAT 172 A
Life Tables
Homework Solutions February 2, 2015
Ian Duncan, FSA FIA FCIA MAAA
[email protected]
University of California, Santa Barbara
1
EXERCISES AND HOMEWORK
Hand in problems 1-12. (Rest of problems for practice)
1. Given the following
PSTAT 172 A
Week 1 January 9, 2015
Homework with Solutions
Ian Duncan, FSA FIA FCIA MAAA
[email protected]
University of California, Santa Barbara
Week 1
PROBLEMS FOR HOMEWORK
Note: this weeks homework is unusual in that there are no computations; it
PSTAT 172 A
Revision Questions with Solutions
March, 2015
Ian Duncan, FSA FIA FCIA MAAA
[email protected]
University of California, Santa Barbara
1
1.
The force of mortality is given by
x
Find each of the following:
a.
20|10 q50
b.
50|10 q50
c.
f 50
PSTAT 172 A
INSURANCE
Homework February 13 2015
(revised)
Ian Duncan, FSA FIA FCIA MAAA
[email protected],ucsb.edu
University of California, Santa Barbara
1
1. Given x = for all x and a force of interest of ;
a. Derive an expression for x and Var[Z] in terms o
PSTAT 172 A
HOMEWORK: PREMIUMS
With solutions
March 2 2015
Hand in March 9, 2015
Ian Duncan, FSA FIA FCIA MAAA
[email protected]
1
Note: homework is shorter than usual, because it is due on Monday 9th.
However, there are a number of examples in the no
PSTAT 172 A
Life Tables
Homework
Ian Duncan, FSA FIA FCIA MAAA
[email protected]
University of California, Santa Barbara
1
EXERCISES AND HOMEWORK
Hand in problems 1-12. (Rest of problems for practice)
EXERCISES AND HOMEWORK
1. Given the following life