Pembahasan Soal Ujian Profesi Aktuaris
Institusi | : | Persatuan Aktuaris Indonesia (PAI) |
Mata Ujian | : | Matematika Aktuaria |
Periode Ujian | : | Juni 2015 |
Nomor Soal | : | 26 |
SOAL
Berdasarkan soal nomor 23. Hitunglah \(Cov\left( {{T_{30:50}},{T_{\overline {30:50} }}} \right)\)
- 10
- 25
- 50
- 100
- 200
Diketahui | - \(\left( {30} \right)\) dan \(\left( {50} \right)\) adalah suatu independent lives dengan constant force of mortality, \(\mu = 0,05\)
- \(\delta = 0,03\)
|
Rumus yang digunakan | \(Cov\left( {{T_{xy}},{T_{\overline {xy} }}} \right) = \left( {e_x^0 – e_{xy}^0} \right)\left( {e_y^0 – e_{xy}^0} \right)\)
Untuk Distribusi Eksponensial: \(e_x^0 = \frac{1}{{{\mu _x}}}\) |
Proses pengerjaan | \(e_x^0 = e_y^0 = \frac{1}{{{\mu _x}}} = \frac{1}{{0.05}} = 20\)
\(e_{xy}^0 = \frac{1}{{{\mu _{xy}}}} = \frac{1}{{{\mu _x} + {\mu _x}}} = \frac{1}{{0.05 + 0.05}} = \frac{1}{{0.1}} = 10\) |
| \(Cov\left( {{T_{xy}},{T_{\overline {xy} }}} \right) = \left( {e_x^0 – e_{xy}^0} \right)\left( {e_y^0 – e_{xy}^0} \right)\)
\(Cov\left( {{T_{xy}},{T_{\overline {xy} }}} \right) = \left( {20 – 10} \right)\left( {20 – 10} \right)\)
\(Cov\left( {{T_{xy}},{T_{\overline {xy} }}} \right) = 100\) |
Jawaban | d. 100 |