1. The problem statement, all variables and given/known data If delta(t) = 0.2/(1+0.05*t) and s(x)= 1-(x/100) for 0<x<100, calclulate a. For a whole life insurance issued at age x, the actuarial present value and the variance of the present value of the benefits 2. Relevant equations Present Value = Int(exp(-delta*t)) *Mu(t+x)*tPx 3. The attempt at a solution I try to integrate the exponentional because the Mu and P can be pulled out but get a weird situation. Any thoughts or help?