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Actuarial Statistics II Revision Questions

This document contains 10 practice questions related to actuarial statistics concepts including: 1) Determining constants for a cumulative distribution function (CDF) of an age-at-death random variable. 2) Finding the probability of death between two ages given a CDF. 3) Showing that a function can serve as a survival distribution function (SDF). 4) Finding a simple SDF function to model a population where one person dies annually out of every 108 originally born. 5) Calculating probabilities using a given SDF. 6) Finding a probability density function (PDF) given a CDF. 7) Finding the PDF and CDF given a SDF.

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Godfred Nunoo
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46 views2 pages

Actuarial Statistics II Revision Questions

This document contains 10 practice questions related to actuarial statistics concepts including: 1) Determining constants for a cumulative distribution function (CDF) of an age-at-death random variable. 2) Finding the probability of death between two ages given a CDF. 3) Showing that a function can serve as a survival distribution function (SDF). 4) Finding a simple SDF function to model a population where one person dies annually out of every 108 originally born. 5) Calculating probabilities using a given SDF. 6) Finding a probability density function (PDF) given a CDF. 7) Finding the PDF and CDF given a SDF.

Uploaded by

Godfred Nunoo
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

UNIVERSITY OF GHANA

DEPARTMENT OF STATISTICS AND ACTUARIAL SCIENCE


STAT 456
ACTUARIAL STATISTICS II
REVISION QUESTIONS 1

AGE-AT-DEATH RANDOM VARIABLE


Cumulative Distribution Function

1. Determine the constants A and B so that F (x) = A + Be−0.5x , x ≥ 0 is a


CDF.

2. The CDF of an age-at-death random variable is given by F (x) = 1 −


e−0.008x , x ≥ 0. Find the probability that a newborn baby dies between
age 60 and age 70.

Survival Distribution Function

3. Show that the function s(x) = e−0.34x can serve as a surviva; distribution
function where x ≥ 0.

4. The mortality pattern of a certain population may be described as follows:


Out of every 108 lives born together, one dies annually until there are
no survuvors. Find a simple function that can be used as s(x) for this
population.
x
5. The survival distribution is given by s(x) = 1 − 100 for 0 ≤ x ≤ 100 and
0 otherwise.

a. Find the probability that a person dies before reaching the age of 30.
b. Find the probability that a person lives more than 70 years.

Probability Density Function

6. The cumulative distribution


 function of an age-at-death random variable


 0 x<0


 7x

0≤x<1
X is given by F (x) = 162
3x +4

 16
 1≤x<2


2≤x

1
Find the PDF of X

7. Consider an age-at-death random variable X with survival distribution


defined by
s(x) = e−0.34x , x ≥ 0

Find the PDF and CDF of X.

CC-W STAT 456 —— Page 1


Force of Mortality

8. An age-at-death random variable has a survival function

1 1
s(x) = (100 − x) 2 , 0 ≤ x ≤ 100
10

Find the force of mortality of this random variable.

9. Given the following information:

i. µ(x) = F + e2x
ii. 0.4 P0 = 0.5

Determine the value of F.


3
10. The force of mortality fof a survival model is given by µ(x) = x+2 , x ≥ 0.
Find Λ(x), s(x), F (x) and f (x)

CC-W STAT 456 —— Page 2

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