Calculating Actuarial Present Value and Variance for Whole Life Insurance

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SUMMARY

The discussion focuses on calculating the actuarial present value and variance for whole life insurance using the formulas provided. The key equation for present value is defined as Present Value = Int(exp(-delta*t)) * Mu(t+x) * tPx. The participants clarify that Mu(x+t) * tPx simplifies to 1/(100-x), which is crucial for solving the problem. The use of delta(t) = 0.2/(1+0.05*t) and survival function s(x) = 1-(x/100) for 0 PREREQUISITES

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Jrb599
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Homework Statement


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


Homework Equations



Present Value = Int(exp(-delta*t)) *Mu(t+x)*tPx

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?
 
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What's tPx?
 
s(x+t)/s(x)

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

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