Pstat 172A, Winter 2009: Homework 1.

1. Do problems 3.2, 3.6, 3.7, 3.16, and 3.17 from the textbook.
2. (Fall 2000, #36, SOA) Given:
(a) (x) = F + e2x , x 0
(b) 0.4 p0 = 0.5
Calculate F .
3. (Fall 2003, #28, SOA) For (x):
(a) K is the curtate future lifetime random variable.
(b) qx+k = 0.1(k + 1), k = 0, 1, 2, . . . , 9
Calculate Var(K 3).
4. (Fall 2004, #4, SOA) For a population which contains equal numbers of males and females
at birth:
(a) For males, m (x) = 0.1, x 0
(b) For females, f (x) = 0.08, x 0
Calculate q60 for this population.
5. (Sample Question #65) You are given:
(
0.04, 0 < x < 40
(x) =
0.05, x > 40
Calculate
e25:25 .
6. (Sample Question #189) You are given:
(a) T is the future lifetime random variable.
(b) (t) = , t 0.
(c) Var[T ]=100.
(d) X = min(T, 10)
Calculate E[X].