MLC 个人总结.pdfVIP

Lesson 1：Probability review Lesson 2 Survival Distributions: Probability Functions 1 Lesson3 Surrvival Distributions: Force of Mortality Lesson 4: Survival Distributions: Mortality Laws 2 Lesson 5: Survival Distributions: Moments 3 Lesson 6: Survival Distributions: Percentiles and Recursions Percentiles: A 100  percentile of survival time is the time t such that there is a 100 % probability that survival time is less than t. In other words, it is t such that t qx  or t p x 1 . Lesson 7: Survival Distributions: Fractional Ages 注意：s p xt (p x )s 中要求0 t 1s ，即s t 1 Lesson 8: Select Mortality Easy but important, 2012 spring 中有一道题。 4 Lesson 9: Insurance: Continuous-Moments-Part 1 ShortcutsConstant force of mortality:  n ( ) A  / ( ) A E A e x n| x n x xn   Lesson 10: Insurance: Continuous-Moments-Part 2 The integral represents the present value of a continuously increasing annuity-certain for u years at force of interest  . 5 10.3 Variance of endowment insurance 0 ( q )   n x n 2 For n-pure endowment Z  Var(Z )= p q (v ) 2 n 2 n x n x v ( p )