SOA真题Course5

文章作者 100test 发表时间 2007:02:05 16:09:28
来源 100Test.Com百考试题网


COURSE 5
MORNING SESSION
APPLICATION OF BASIC ACTUARIAL
PRINCIPLES
SECTION A-WRITTEN ANSWER
COURSE 5: Fall 2005 - 1 - GO ON TO NEXT PAGE
Morning Session
**BEGINNING OF EXAMINATION**
COURSE 5
MORNING SESSION
1. (4 points) Describe the reasons an individual or a business would purchase:
(a) life insurance
(b) property and casualty insurance
2. (4 points) In developing medical claims costs for a group health plan:
(a) Describe the factors to consider in 0selecting the appropriate data sources.
(b) List the considerations in assessing the quality of data obtained from outside
sources.
(c) Describe considerations when normalizing historical data.
COURSE 5: Fall 2005 - 2 - GO ON TO NEXT PAGE
Morning Session
3. (6 points) Given the following information:
Annual Normal Retirement Benefit: 1.5% of final earnings times service from hire
Early Retirement Eligibility: Age 60
Early Retirement Benefit: Retirement Benefit accrued to date, reduced by
1/15 for each year before age 65
Normal form of Payment: Life Annuity, payable monthly
Cost Method: Projected Unit Credit
Actuarial Assumptions:
Interest 6%
Salary Increases 4%
Pre-retirement death and terminations: None
(12)
a􀀅.􀀅.62 : 11.61
(12)
a􀀅.􀀅.65 : 10.87
Participant data
Employee Birth date Hire date 2004 earnings
Brown 1/1/1965 1/1/2000 34,000
Smith 1/1/1940 1/1/1995 60,000
In prior years, the assumed retirement age was 65. Effective with the January 1, 2005
actuarial valuation, the assumed retirement age is changed to 62.
Calculate the change in the actuarial liability as of January 1, 2005 due to the change in
the assumed retirement age.
Show all work.
4. (4 points) Describe the expense philosophies used in pricing individual life insurance.
COURSE 5: Fall 2005 - 3 - GO ON TO NEXT PAGE
Morning Session
5. (6 points)
(a) Explain why mortality experience varies from company to company.
(b) Describe how breaking a group of lives into risk classes affects assumptions other
than mortality.
(c) You are dividing an existing group into two risk classifications and are given the
following information:
Before Risk Classification After Risk Classification
Total Group Group A Group B
Mortality ratio Weight Weight Weight
50% 25.0 25.0 0.0
100% 42.5 36.5 6.0
150% 37.5 0.0 37.5
175% 26.0 0.0 26.0
Product: Two-year term life insurance policy
Face amount: 100,000
( q( 50): 0.0035
q(51): 0.0039
Interest: 6% per annum
Expense loading: 0%
Calculate the single premium issued to a 50 year old from Group B before and
after risk classification.
Show all work.
COURSE 5: Fall 2005 - 4 - GO ON TO NEXT PAGE
Morning Session

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