Pembahasan Soal Ujian Profesi Aktuaris
Institusi |
: |
Persatuan Aktuaris Indonesia (PAI) |
Mata Ujian |
: |
Matematika Aktuaria |
Periode Ujian |
: |
November 2017 |
Nomor Soal |
: |
18 |
SOAL
Untuk T , variabel acak “future lifetime” pada (0), diberikan sebagai berikut:
- \(\omega > 70\)
- \({}_{40}{P_0} = 0,6\)
- \(E[T] = 62\)
- \(E[min(T,t)] = t – 0,005{t^2},\) \(0 < T < 60\)
Hitunglah “complete expectation of life” pada 40
- 30
- 35
- 40
- 45
- 50
Step 1 |
\(E[min(T,t)] = t – 0,005{t^2}\)
\(E[min(T,40)] = 40 – 0,005{(40)^2}\)
\(E[min(T,40)] = 32\)
- \(E[min(T,t)] = \int_0^t {{}_x{p_0}dx} \)
- \(E[min(T,40)] = \int_0^{40} {{}_x{p_0}dx} \)
- \(\int_0^{40} {{}_x{p_0}dx} = 32\)
|
Step 2 |
\(E[T] = \int_0^{40} {{}_x{p_0}dx} + \int_{40}^\omega {{}_x{p_0}dx} \)
\(62 = 32 + \int_{40}^\omega {{}_x{p_0}dx} \)
\(\int_{40}^\omega {{}_x{p_0}dx} = 30\) |
Step 3 |
\({\mathop e\limits^o _{40}} = \frac{{\int_{40}^\omega {{}_x{p_0}dx} }}{{{}_{40}{p_0}}}\)
\({\mathop e\limits^o _{40}} = \frac{{30}}{{0,6}}\)
\({\mathop e\limits^o _{40}} = 50\) |
Jawaban |
e. 50 |