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.

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

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