Revision as of 02:34, 18 January 2024 by Admin

Exercise


Jan 17'24

Answer

Answer: C

[math]s d[\hat{S}(25)] \approx \hat{S}(25) \sqrt{\sum_{t_{(j)} \leq 25} \frac{d_{j}}{r_{j}\left(r_{j}-d_{j}\right)}}[/math]

[math]\hat{S}(25)=\hat{p}_{1} \times \hat{p}_{2}=0.8940[/math]

[math]d_{1}=r_{1}\left(1-\hat{p}_{1}\right)=1 ; \quad d_{2}=r_{2}\left(1-\hat{p}_{2}\right)=2[/math]

[math]\Rightarrow s d[\hat{S}(25)] \approx 0.8940 \sqrt{\left(\frac{1}{29 \times 28}+\frac{2}{27 \times 25}\right)}=0.0579[/math]

Copyright 2024. The Society of Actuaries, Schaumburg, Illinois. Reproduced with permission.

Copyright 2024. The Society of Actuaries, Schaumburg, Illinois. Reproduced with permission.

00