SOA真题November2001Course5

文章作者 100test 发表时间 2007:02:05 16:08:02
来源 100Test.Com百考试题网


November 2001
Society of Actuaries
COURSE 5
MORNING SESSION
APPLICATION OF BASIC ACTUARIAL PRINCIPLES
SECTION A-WRITTEN ANSWER
COURSE 5: November 2001 - 2 - GO ON TO NEXT PAGE
Morning Session
**BEGINNING OF EXAMINATION 5**
MORNING SESSION
1. (5 points) With respect to participating life insurance products,
(a) Explain the rationale for offering participating products.
(b) Describe the considerations in setting policyholder dividends.
(c) Describe the concerns regulators have with policyholder dividends.
2. (6 points) Describe the rating variables that should be considered when developing group
insurance medical claim costs.
3. (6 points) Describe each of the following provisions which can be included in an
individual disability income contract:
(a) Residual Disability Income Benefit.
(b) Guaranteed Insurability Option Benefit. and
(c) Cost Of Living Benefit.
COURSE 5: November 2001 - 3 - GO ON TO NEXT PAGE
Morning Session
4. (5 points) You are given the following retirement plan information for an individual:
Current Age 40
Entry Age 30
Retirement Age 65
Social Security Benefit $11,700
Current Salary $80,000
Annual Salary Growth 3%
Personal Savings Accumulation Rate 7%
Final Salary (at age 64) $162,624
Retirement Benefit 1% of final 5-year average salary times
years of service
Annuity Conversion Factor @ age 65 8.1958
The individual begins saving for retirement at his current age.
Calculate the level percent of salary that should be allocated to personal savings each
year to provide this individual with a 70% full replacement ratio. Show all work.
5. (8 points) Describe the following reserve methods for life insurance products:
(a) simplified net premium method.
(b) realistic net premium method.
(c) gross premium method. and
(d) accumulation method.
COURSE 5: November 2001 - 4 - GO ON TO NEXT PAGE
Morning Session
6. (5 points) You are given the following information for a defined benefit plan:
Plan Effective Date: 01/01/2001
Plan Year = Calendar Year
Normal Retirement Benefit: 2% of final three-year average pay for each year of service
Actuarial Cost Method: Entry Age Normal
Actuarial Assumptions:
Interest: 8.00%
Salary Scale: 5.00%
Preretirement termination other than death: None
Data for the 10 active participants as of 1/1/2001 (there are no inactive participants):
Age: 45
Past Service: 5 years
2001 Salary: $25,000
Plan Assets at 1/1/2001: 0
Selected annuity values: a&.&.65
12 10 b g =
a&.&.10 = 7
Selected Commutation Functions:
X DX NX N - 65 SX
S
X
N -SN65
40 245 3200 1.0000 7100
45 180 2100 1.2763 5000
65 50 0 3.3864 0
The supplemental liability is amortized over 10 years.
Determine the annual cost as of December 31, 2001 for the 2001 plan year based on an
initial valuation as of January 1, 2001.
Show all work.
COURSE 5: November 2001 - 5 - GO ON TO NEXT PAGE
Morning Session

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