# AS 5102 Study Guide - Quiz Guide: Survival Analysis, Problem Set, Life Table

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Published on 23 Nov 2019

School

Department

Course

Professor

TEMPLE UNIVERSITY

AS 3501 ACTUARIAL MODELING I

PROBLEM SET CH.2&3, LM CH.12

Note: The problem set contains optional practice questions from many sources. In particular, it includes

the Exam LTAM/MLC sample questions and textbook exercises.

1. LTAM Sample Qs: 1.1-3.10, LM.1-LM.5 (Note: LM.5 is covered in LM 12.2)

2. LTAM Written Sample Qs: WA.3, WA.24

3. MLC Sample Qs: 13, 21, 22, 28, 32, 59, 65, 66, 98, 106, 116, 120, 131, 136, 145, 155, 161, 168, 171,

188, 189, 200, 201, 207, 219, 223, 267.

4. MLC Written Sample Qs: 1, 3(a).

5. Textbook Exercises: 2.1-2.8, 2.11, 3.2, 3.5, 3.6, LM 12.11-12.16, 12.19-12.25, 12.31-12.37.

6. The force of mortality for a survival model is given by µx=1

110−x,0≤x < 110.

(a) Find out f0(t)and S0(t).

(b) What is the limiting age ωfor this model?

(c) Assess the suitability of this survival model for human mortality.

7. Given that µx=x

100 for x≥0, calculate 20|10q5.

8. For a population which contains equal numbers of males and females at birth:

(i) The force of mortality for females, µf

x(t) = 0.08,x≥0

(ii) The force of mortality for males, µm

x(t) = 0.10,x≥0

For this population, calculate

(a) q50

(b) ˚e0

(c) ˚e20 and ˚e20:10

9. You are given that S0(x) = 1 −x

120 2for 0≤x≤120, calculate

(a) V ar(T30)

(b) ˚e30:3, the 3-year temporary complete life expectancy of a life (30)

(c) e30:3, the 3-year temporary curtate life expectancy of a life (30)

10. You are given tpx=1−t

100−x0.5for 0≤x < 100 and 0≤t < 100 −x.

(a) What is the limiting age ω?

(b) Find out µx

(c) Calculate ˚e30 and ˚e30:20

(d) Calculate V ar(T30)