THE UNIVERSITY OF HONG KONG

DEPARTMENT OF STATISTICS AND ACTUARIAL SCIENCE

STAT2801/3901 Life Contingencies 2013-2014 Semester 1 Tutorial 1
Tutor: George Zhang, Louie Tang
Oce: MW515
Tel: 2859-1920
Email: zhehzhang@gmail.com, tml1991@hku.hk
Consultation hour: 2:00pm - 4:00pm, Fri (George) 10:30am - 3:30 pm, Fri (Louie)
Revision on basic actuarial notation
1. The future lifetime of an infant is assumed to follow the distribution F(x) = 1e
0.01x
.
(a) Find the survival function s(x) and the force of mortality (x).
(b) Express the following probabilities in actuarial notations and nd their values.
i. an infant dies no later than age 45.
ii. an infant dies after age 45 but no later than age 80.
iii. a person age 20 survives to age 40.
iv. a person age 30 dies no later than age 80.
2. [2007-2008 STAT2801 Final Exam]
Given
1|
q
x+1
= 0.095,
2|
q
x+1
= 0.171 and q
x+3
= 0.2. Find q
x+1
+ q
x+2
.
3. [SOA Exam MLC Sample Question]
For a population which constains equal numbers of male and female at birth, force
of mortality for male
m
(x) = 0.10, x > 0 and the force of mortality for female

f
(x) = 0.08, x > 0. Calculate q
60
for this population.
4.
(a) Given (x) =
x
100
, x > 0. Find
20|10
q
5
.
(b) Given
t|
q
x
= 0.1 for t = 0, 1, , 9. Find
2
p
x+5
.
Revision on Life Table Function and Models on Mortality Function
1. Given the curve of death is constant up to the limiting age = 100. Find the mean
and variance of T(88).
2. [SOA Exam MLC Sample Question]
A population has 30% who are smokers with a constant force of mortality 0.2 and
70% who are non-smkoers with a constant force of mortality 0.1. Calculate the 75th
percentile of the distribution of the future lifetime of an individual selected at random
from this population.
1