Re: Fall 98 Question 17
Wojciech Herchel ( wherch@sgh.waw.pl )
Thu, 29 Apr 1999 10:25:43 -0500
At 19:05 99-04-28 +0200, you wrote:
>Constant force of mortality = u , and Force of interest = delta, where detla
>is Uniformly distributed from 0 to 0.1. Find the expression for A_bar x.
>Answer is E: 10u times integral (0 to 0.1) (1/[u+In(1+i )]) di.
>Could anyone show me how to get there?
my answer is very much "the other way round", but i only see it intuitevely.
when force of mortality is constant, A_bar x is u/(u+delta). now, here
delta is uniformely dist and its density is 10. recalling that
delta=ln(1+i), and appling it into u/(u+delta) and integrating it from 0 to
0.1 (to get expected value) you'll get the E answer.
however i know it's not a very elegant answer...
von Geschichte ausradiert,
ich stampfe durch den Dreck bedeutender Metaphorn...
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vVolf.