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

Final, Tuesday 12/15, 7:00-9:00, (PM), ARMS B061



The final covers reserves and their variances and loss functions. It does NOT include percentage premiums. It also covers joint life, last survivor, and multiple decrements. Study those questions from Test 2, 2007 which ask about reserves. Also study the 2007 final. Be sure to study the homework including the Sample MLC questions. As with the last test, the actual final will be more in depth than the posted tests.

FinalSoln.pdf
Final from 2009
Solution to Final from 2009
Mortality Table in Excel format
Illustrative Life Table
Normal Distribution
All tables from the MLC exam
Important Formulas

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