TUGAS

PENGANTAR MATEMATIKA ASURANSI

Nama : Fahira Anggraini

NIM : 08011181823014
FMIPA Matematika 2018

Insurance payable at the end of the year

Insurance Actuarial Present Value(APV) Variance Moment ke-2
Whole life ∞ 2
1. Var ( Z )= A x −( A x ) 2 ∞
A x =∑ v 2. E [ Z ] = A x =∑ e
k+1 2 2 −2 δ(k+1 )
.k p x q x+k .k p x q x+k
k=0 k=0

n-year term n−1 2 1 1

Var ( Z )= A x : n|−( A x : n|)
2 n−1
A 1
=E [ Z ] =∑ v
x: n|
k+1
.k p x q x+k E [ Z ]= A
2 2 1
=∑ e−2δ (k+1) .k px q x+k
x : n|
k=0 k=0

n-year pure A x: n|=E [ Z ] =v E [Y ]¿ v .n px 3. E [ Z ] = A x : n|

1 n n 2n 2n
Var ( Z )=v Var ( Y )=v .n px .n q x 2 2 1

endowment
¿ 2 A 1x: n|−( A1x : n|)2
n-year n−1
A x: n|=∑ v
k+1 n
endowment .k p x q x +k +v .n p x
k=0
Continuous life annuity
Insurance Actuarial Present Value (APV) Variance Hubungan antara a dangen yang lain

( )
Whole life ∞ ∞
1−v T
a x =∫ v .t p x dt=∫ .t E x dt Var ( aT |)=V ar
t

0 0 δ
Var ( v )
T
¿ 2
δ
Var ( v T )
¿ 2
δ

n-year term n
a x : n|=∫ v .t p x dt
t

n-year ∞ ∞
. n|a x =∫ v .t px dt=∫ .t E x dt
t
deferred
n n
Whole life
n-year ∞

certain and a x : n|=an|+∫ v .t p x dt

t

n
life annuity