Pstat 172A

  Actuarial Statistics, Winter 2009

Class: MW 2-3:15 pm
Location: Girvetz Hall 1112
Office Hours: MW 3:30-4:30 pm
   South Hall 5518

Discussion: Wed 6-6:50 pm
Location: Girvetz Hall 1119
Office Hours: Mon 10-11 am
   South Hall 5431A

'09 Syllabus



    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.
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. 
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.
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.
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.
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. 
7  Quiz 7 Solutions

    Mar 17: Final Exam (TUESDAY, 4-7 PM)
                 Sample Final Exam: '08 Final Exam
                 Final Exam Solutions

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  Last modified: March 2009