Pembahasan Soal Ujian Profesi Aktuaris
Institusi |
: |
Persatuan Aktuaris Indonesia (PAI) |
Mata Ujian |
: |
Matematika Aktuaria |
Periode Ujian |
: |
November 2015 |
Nomor Soal |
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18 |
SOAL
Diberikan suatu fungsi survival:
\({{S_0}\left( t \right) = 1 – {{\left( {0,01t} \right)}^2};}\) \({0 \le t \le 100}\)
Hitunglah \(e_{30:\left. {\overline {\, {50} \,}}\! \right| }^0\) (pembulatan terdekat)
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- 30
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- 37
- 41
Diketahui |
\({{S_0}\left( t \right) = 1 – {{\left( {0,01t} \right)}^2};}\) \({0 \le t \le 100}\) |
Rumus yang digunakan |
\({}_t{p_x} = \frac{{{S_0}\left( {x + t} \right)}}{{{S_0}\left( x \right)}}\)
\(e_{x:\left. {\overline {\, n \,}}\! \right| }^0 = \int\limits_0^n {{}_t{p_x}dt} \) |
Proses pengerjaan |
\(e_{30:\left. {\overline {\, {50} \,}}\! \right| }^0 = \int\limits_0^{50} {{}_t{p_{30}}dt} = \int\limits_0^{50} {\frac{{{S_0}\left( {30 + t} \right)}}{{{S_0}\left( {30} \right)}}dt} \)
\(e_{30:\left. {\overline {\, {50} \,}}\! \right| }^0 = \frac{{\int\limits_{30}^{80} {\left[ {1 – {{\left( {0,01t} \right)}^2}} \right]dt} }}{{1 – {{\left( {0,01\left( {30} \right)} \right)}^2}}}\)
\(e_{30:\left. {\overline {\, {50} \,}}\! \right| }^0 = \frac{1}{{0.91}}\left[ {\int\limits_{30}^{80} {1dt} – {{0.01}^2}\int\limits_{30}^{80} {{t^2}dt} } \right]\)
\(e_{30:\left. {\overline {\, {50} \,}}\! \right| }^0 = \frac{1}{{0.91}}\left[ {50 – \frac{{{{0.01}^2}\left( {{{80}^3} – {{50}^3}} \right)}}{3}} \right]\)
\(e_{30:\left. {\overline {\, {50} \,}}\! \right| }^0 = 37.179\) |
Jawaban |
d. 37 |