# Acturial Mathematics Problem.

1. Nov 14, 2007

### Jrb599

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?

2. Nov 14, 2007

### EnumaElish

What's tPx?

3. Nov 14, 2007

### Jrb599

s(x+t)/s(x)

For the Mu(x+t)*tPx you should get 1/(100-x)

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