STAT 472: Actuarial Models Fall 2009

Materials forSTAT 472.

INSTRUCTOR: Richard Penney

Office: MATH 822
Telephone: 494-1968
e-mail: rcp@math.purdue.edu
Web page: http://www.math.purdue.edu/~rcp
Office Hours:
Mon 11:00-12:30
Wed 11:00--12:30
or by appointment

GRADER:
Nick Georgopoulos
ngeorgop@purdue.edu
Mail Box
Lobby, outside MATH 826, Upper Right Box

Test 2, Thursday 11/19, 7:00-9:00, (PM), HAAS G066



The test covers premiums (6.1-6.4 in Bowers), variances of insurance, annuities, and the loss function, . You certainly should know the definition of the various loss functions and their meaning. e.g. MLC11, # 11. It does NOT include percentage premiums or reserves which will be on the final. Study questions 3(a), (b) and 4 from Test 1, 2007 and those questions from Test 2, 2007 which don't ask about reserves. Be sure to study the homework including the Sample MLC questions. As with the last test, the actual test will be more in depth than the posted tests.


Make-up Test 2 from 2007
Solution to Make-up Test 2 from 2007
Test 1 from 2007
Solution to Test 1 from 2009
Solution to Test 1 from 2007
Mortality Table in Excel format
Illustrative Life Table
Normal Distribution
All tables from the MLC exam
Important Formulas (Updated 10/27/09)

Course Information


Notes
Notes on Select and Ultimate tables
Mortality Table for Select and Ultimate Lecture
Sample MLC Exam 1
Sample MLC Exam 2
Sample MLC Exam 3
Sample MLC Exam 4
Sample MLC Exam 5
Sample MLC Exam 6
Sample MLC Exam 7
Sample MLC Exam 8
Sample MLC Exam 9
Sample MLC Exam 10
Sample MLC Exam 11
Sample MLC Exam 12
Sample MLC Exam 13

Assignments: Answers to the exercises in the notes


Homework Assignments
Solutions to selected homework problems