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SOA真题（六）开放November2004Course5——精算师北美地区考试甄选

来源：高顿网校 2014-08-04

　　如下的内容很多，可分批记忆——SOA真题（六）开放November2004Course5——精算师北美地区考试甄选。
　　27. For a dynamic life insurance product at policy year t, you are given the following:

　　Account value 40,000

　　Surrender charge as a percentage of the account value 30%

　　Account value not subject to surrender charge 10%

　　Account value withdrawn 15%

　　Calculate the partial withdrawal charge.

　　(A) 0

　　(B) 600

　　(C) 1,620

　　(D) 1,800

　　(E) 10,800

　　COURSE 5: Fall 2004 - 29 - GO ON TO NEXT PAGE

　　Morning Session

　　USE THIS PAGE FOR YOUR SCRATCH WORK

　　COURSE 5: Fall 2004 - 30 - GO ON TO NEXT PAGE

　　Morning Session

　　28. For a pension plan, you are given the following:

　　Actuarial cost method: Projected unit credit

　　Normal retirement benefit: 2% of final salary for each year of service

　　Actuarial assumptions:

　　Interest rate 7%

　　Annual salary increase 5%

　　Pre-retirement decrement None

　　Retirement age 65

　　(12)

　　a????65 8.33

　　Data for the sole participant:

　　Age at hire 30

　　Age at January 1, 2003 45

　　Salary at January 1, 2003 40,000

　　Actual 2003 salary increase 10%

　　Calculate the experience loss for the plan as of January 1, 2004.

　　(A) –2,940

　　(B) –3,108

　　(C) –3,315

　　(D) –3,547

　　(E) –3,724

　　COURSE 5: Fall 2004 - 31 - GO ON TO NEXT PAGE

　　Morning Session

　　USE THIS PAGE FOR YOUR SCRATCH WORK

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　　Morning Session

　　29. For a Property and Casualty insurer, you are given the following:

　　? Paid loss development factors based on cumulative payments.

　　1/0 2/1 3/2 ∞ / 3

　　1.63 1.23 1.12 1.02

　　? For accident year 2003 you have paid claims of 54,000 as of duration 1 (December

　　31, 2004).

　　? Expected loss ratio is 75%.

　　? Earned premium for accident year 2003 is 95,000

　　Using the chain ladder method, calculate the estimated loss reserves for accident year

　　2003 as of December 31, 2004.

　　(A) 17,250

　　(B) 20,544

　　(C) 21,878

　　(D) 69,681

　　(E) 75,878

　　COURSE 5: Fall 2004 - 33 - GO ON TO NEXT PAGE

　　Morning Session

　　USE THIS PAGE FOR YOUR SCRATCH WORK

　　COURSE 5: Fall 2004 - 34 - GO ON TO NEXT PAGE

　　Morning Session

　　30. A person, with current wealth of 25, has a utility function given by μ (x)=100x?x2.

　　Calculate the maximum wager this person would make in a game where there is a 20%

　　chance of winning 10 plus the return of the wager.

　　(A) 1.1

　　(B) 1.3

　　(C) 1.9

　　(D) 2.0

　　(E) 2.5

　　COURSE 5: Fall 2004 - 35 - GO ON TO NEXT PAGE

　　Morning Session

　　USE THIS PAGE FOR YOUR SCRATCH WORK

　　COURSE 5: Fall 2004 - 36 - GO ON TO NEXT PAGE

　　Morning Session

　　31. For a dynamic life insurance product, you are given the following:

　　Policy Month M-1 M

　　Fixed amount death benefit 40,000 40,000

　　Cumulative partial withdrawal 3,000 6,000

　　Account value at end of month 30,000 27,075

　　Minimum death benefit as % of account value 120% 120%

　　Annual Cost of Insurance (COI) charge rate per 1,000 net

　　amount of risk 2.00 2.20

　　Calculate the COI charge for policy month M under death benefit option A.

　　(A) 1.10

　　(B) 1.28

　　(C) 1.64

　　(D) 2.37

　　(E) 6.78

　　COURSE 5: Fall 2004 - 37 - GO ON TO NEXT PAGE

　　Morning Session

　　USE THIS PAGE FOR YOUR SCRATCH WORK

　　COURSE 5: Fall 2004 - 38 - GO ON TO NEXT PAGE

　　Morning Session
　　高顿网校之名人名言：每个人应该有这样的信心：人所能负的责任，我必能负；人所不能负的责任，我亦能负。——林肯

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