Jan 17'24

Exercise

Initially, 50 lives are included in an observation of survival times following a specific medical treatment. You are given excerpted information from the study data in the table below.

[math]j[/math] [math]t_{(j)}[/math] Deaths at [math]t_{(j)}[/math] Exits (Other than deaths) in [math](t_{(j)},t_{(j+1)}][/math] Entrants in [math](t_{(j)},t_{(j+1)}][/math]
0 4 0
1 0.2 1 2 3
2 1.8 1 5 0
3 1.9 1 0 0
4 2.1 1 7 0

Calculate the Nelson-Aalen estimate of [math]S(2)[/math].

  • 0.910
  • 0.916
  • 0.922
  • 0.928
  • 0.934

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

1 Answer
Jan 17'24

Answer: E

[math]r_{1}=50-4=46 ; \quad r_{2}=45-2+3=46 ; \quad r_{3}=45-5=40[/math]

[math]\hat{H}(2)=\frac{1}{46}+\frac{1}{46}+\frac{1}{40}=0.06848[/math]

[math]\hat{S}(2)=e^{-\hat{H}(2)}=0.9338[/math]

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

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