Fully Continuous Premiums Problem

timothy.regan@us.zurich.com
Fri, 19 Mar 1999 08:08:51 -0600

Problem 6:A1 in the 4A Casualty Study Manual :

"You are given the following values calculated at (force of interest)=.08 for
two fully continuous whole life policies issued to (x).

Policy 1 Death Benefit 4 Premium .18 Variance of Loss
3.25
Policy 2 Death Benefit 6 Premium .22 Variance of Loss
?

Calculate the variance of loss for policy 2."

I worked the problem and came up with a solution much the same as the manual,
with one exception: As part of the answer, the manual calculates P(bar) by
deviding the premium by the death benefit (.18/4). Can anyone explain why they
do this? I was thinking that P(bar) is the premium; am I off base on this?