Pstat 172A Actuarial Statistics, Winter 2009 HYEKYUNG MIN     (min@pstat.ucsb.edu)   Class: MW 2-3:15 pm   Location: Girvetz Hall 1112   Office Hours: MW 3:30-4:30 pm      South Hall 5518   TA:QUNYING SHEN     (shen@pstat.ucsb.edu)   Discussion: Wed 6-6:50 pm   Location: Girvetz Hall 1119   Office Hours: Mon 10-11 am      South Hall 5431A   ANNOUNCEMENTS   '09 Syllabus COURSE OUTLINE      Jan  5: Introduction to Survival Models                Basic random variables, Survival function                Read sections 3.1-3.2, 3.5.      Jan  7: Survival Models                Probability of deferred mortality, Force of mortality                Read sections 3.2-3.3.             Homework 1  HW1 Solutions     Jan 12: Survival Models                Curtate-future-lifetime, Survival models (De Moivre's law, Constant force of mortality)                Read sections 3.2, 3.7.             Handout 1       Jan 14: Introduction to Life Tables                Relation of life table functions to the survival function                Read sections 3.3-3.5.                Exam MLC Tables                Quiz 1  Quiz 1 Solutions             Homework 2  HW2 Solutions     Jan 19: Martin Luther King, Jr.'s Birthday (NO CLASS)     Jan 21: Life Tables                Fractional ages                Read section 3.6.                Quiz 2  Quiz 2 Solutions             Homework 3  HW3 Solutions     Jan 26: Life Insurance                 Select life tables, Insurances payable at the moment of death                Read sections 3.8, 4.1-4.2.     Jan 28: Life Insurance                Insurances payable at the moment of death                Read section 4.2.                 Quiz 3  Quiz 3 Solutions             Homework 4   HW4 Solutions             Homework 5   HW5 Solutions      Feb  2: Life Insurance                Insurances payable at the end of the year of death                Read section 4.3.     Feb  4: Life Insurance, Review                Relationships between Insurances payable at the time of death and at the end of the year of death                Read section 4.4.                Quiz 4  Quiz 4 Solutions     Feb   9: Midterm Exam 2:00-3:20 pm                 Sample Midterm Exam: '08 Midterm Exam                 Midterm Exam Solutions     Feb 11: Introduction to Life Annuities                 Discrete Life Annuities                 Read sections 5.1, 5.3.     Feb 16: Presidents' Day (NO CLASS)     Feb 18: Life Annuities                 Discrete Life Annuities                 Read section 5.3.                 Handout 2                   Homework 6  HW6 Solutions     Feb 23: Life Annuities                 Continuous Life annuities                 Read sections 5.2.     Feb 25: Life Annuities                 Continuous Life annuities, Life Annuities with m-thly Payments                 Read sections 5.2, 5.4.                 Quiz 5  Quiz 5 Solutions                 Homework 7  HW7 Solutions     Mar  2: Introduction to Benefit Premiums                 Fully Continuous Benefit Premiums                 Read section 6.1-6.2.     Mar  4: Benefit Premiums                 Fully Continuous Premiums, Fully Discrete Premiums                 Read sections 6.2-6.3.                 Quiz 6  Quiz 6 Solutions                 Homework 8  HW8 Solutions     Mar  9: Benefit Premiums                 Fully Discrete Premiums                 Read section 6.3.     Mar 11: Benefit Premiums, Review                 True m-thly Payment Premiums                 Read section 6.4.                  Quiz 7  Quiz 7 Solutions     Mar 17: Final Exam (TUESDAY, 4-7 PM)                  Sample Final Exam: '08 Final Exam                  Final Exam Solutions Any comments or questions regarding this site or its contents should be emailed to Hyekyung Min.   Last modified: March 2009