Exercise


Oct 25'25

Answer

Step 1: Define Variables and Distribution

Solution: D Let [math]X[/math] denote the number of deaths next year among the 1000 employees. Each employee has a 1.4% chance of dying, independently. This means [math]X[/math] follows a binomial distribution.

Parameters of the Binomial Distribution
Parameter Value
Number of Employees ([math]n[/math]) 1000
Probability of Death ([math]p[/math]) 0.014

Therefore, [math]X \sim \textrm{Bin}(1000, 0.014)[/math]. Let [math]S[/math] denote the total life insurance payments next year. Each death results in a benefit of $50,000. So, the total payment is [math]S = 50,000X[/math].

Step 2: Calculate the Expected Value of Total Payments

The expected number of deaths is given by the formula for a binomial distribution: [math]\operatorname{E}(X) = np[/math].

[[math]]\operatorname{E}(X) = 1000 \times 0.014 = 14[[/math]]
The expected value of the total payments [math]S[/math] is:
[[math]]\operatorname{E}(S) = \operatorname{E}(50,000X) = 50,000 \operatorname{E}(X) = 50,000 \times 14 = 700,000[[/math]]

Step 3: Calculate the Variance and Standard Deviation of Total Payments

The variance of the number of deaths is given by the formula for a binomial distribution: [math]\operatorname{Var}(X) = np(1-p)[/math].

[[math]]\operatorname{Var}(X) = 1000 \times 0.014 \times (1 - 0.014) = 1000 \times 0.014 \times 0.986 = 13.804[[/math]]
The variance of the total payments [math]S[/math] is:
[[math]]\operatorname{Var}(S) = \operatorname{Var}(50,000X) = 50,000^2 \operatorname{Var}(X) = 50,000^2 \times 13.804 = 2,500,000,000 \times 13.804 = 34,510,000,000[[/math]]
The standard deviation of the total payments [math]S[/math] is the square root of its variance:
[[math]]\operatorname{StdDev}(S) = \sqrt{34,510,000,000} \approx 185,768.61[[/math]]
Rounding to the nearest whole number as presented in the original solution for the Z-score calculation, we use [math]\operatorname{StdDev}(S) \approx 185,769[/math].

Step 4: Apply the Central Limit Theorem to Find the 99th Percentile

Since the number of employees ([math]n = 1000[/math]) is large, we can approximate the binomial distribution of [math]X[/math] (and thus the distribution of [math]S[/math]) using the Central Limit Theorem with a normal distribution. We need to find the fund amount [math]F[/math] such that the probability that the fund will cover next year's death benefits is at least 0.99. This is expressed as [math]P(S \le F) \ge 0.99[/math]. This means [math]F[/math] is the 99th percentile of the distribution of [math]S[/math]. For a standard normal distribution, the Z-score corresponding to the 99th percentile is approximately [math]z_{0.99} = 2.326[/math]. The formula to calculate the fund amount [math]F[/math] using the normal approximation is:

[[math]]F = \operatorname{E}(S) + z_{0.99} \times \operatorname{StdDev}(S)[[/math]]
Substituting the calculated values:
[[math]]F = 700,000 + 2.326 \times 185,769[[/math]]
[[math]]F = 700,000 + 432,098.994[[/math]]
[[math]]F \approx 1,132,098.994[[/math]]

Step 5: Round the Fund Amount

The calculated fund amount is approximately $1,132,099. We need to round this amount to the nearest 50 thousand.

  • The nearest multiples of 50,000 are:
    • [math]1,100,000 = 22 \times 50,000[/math]
    • [math]1,150,000 = 23 \times 50,000[/math]

Since $1,132,099 is closer to $1,150,000 (difference of $17,901) than to $1,100,000 (difference of $32,099), the smallest amount the company must put into the fund, rounded to the nearest 50 thousand, is $1,150,000.

Key Insights
  • Understanding the Random Variable: The total claim amount is a multiple of a binomial random variable (number of deaths). Correctly identifying the distribution and its parameters is crucial.
  • Binomial Distribution Properties: For a binomial distribution [math]\textrm{Bin}(n, p)[/math], the expected value is [math]np[/math] and the variance is [math]np(1-p)[/math]. These fundamental formulas are often starting points for such problems.
  • Scaling Expected Value and Variance: When a random variable is scaled by a constant (e.g., [math]S = cX[/math]), its expected value scales linearly ([math]\operatorname{E}(S) = c\operatorname{E}(X)[/math]), and its variance scales by the square of the constant ([math]\operatorname{Var}(S) = c^2\operatorname{Var}(X)[/math]). Consequently, the standard deviation scales linearly, [math]\operatorname{StdDev}(S) = |c|\operatorname{StdDev}(X)[/math].
  • Central Limit Theorem (CLT) Application: For a sufficiently large number of trials [math]n[/math], a binomial distribution can be approximated by a normal distribution. This allows for the use of Z-scores to calculate percentiles, which is common in risk management and actuarial science for determining reserve levels.
  • Determining Fund Levels for a Given Probability: To ensure a fund covers liabilities with a specified probability (e.g., 99%), one must calculate the corresponding percentile of the liability distribution. This often involves the formula [math]\text{Fund} = \operatorname{E}(S) + z_{\alpha} \times \operatorname{StdDev}(S)[/math], where [math]z_{\alpha}[/math] is the Z-score for the desired confidence level [math]\alpha[/math].
  • Practical Rounding: Financial calculations often require rounding to specific increments (e.g., nearest thousand, nearest 50 thousand) rather than standard mathematical rounding. It's important to understand the business context for rounding rules.
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