PSTAT 172 A

Life Tables
Homework Solutions February 2, 2015

Ian Duncan, FSA FIA FCIA MAAA

Duncan@pstat.ucsb.edu

University of California, Santa Barbara

EXERCISES AND HOMEWORK

Hand in problems 1-12. (Rest of problems for practice)
1. Given the following life table, calculate the mortality probabilities
indicated:
x
52
53
54
55
56
57
58
59
60

1.a.
1.b.
1.c.
1.d.
1.e.
1.f.

lx
89948
89089
88176
87208
86181
85093
83940
82719
81429

0.2 q 52.4

(assuming UDD)
0.2 q 52.4 (assuming CFM)
5.7 q 52.4 (assuming UDD)
5.7 q 52.4 (assuming CFM)
3.2 q 52.4 (assuming UDD)
3.2 q 52.4 (assuming CFM)

2. Use this table to calculate:

x
75
76
77

80
81
82
83
84

l[x]
15930
15508
15050

l[x]+1
15668
15224
14744

lx+2
15286
14816
14310

12576
11928
11250
10542
9812
9064

x+2
77
78
79

82
83
84
85
86
87

2.a. Probability that a life now aged 75 who has just been selected will survive to
age 85.
2.b. Probability that a life aged 76, selected a year ago at 75, will die between 85
and 87.
2.c. 4|2 q [77]+1.

3. A select survival model has a select period of 3 years; calculate 3 p 53, given
q [50] = 0.01601; 2 p 50 = 0.96411;

4.

2| q 50 =

0.02410; 2| 3 q [50] +1 = 0.09272.

Deaths are uniformly distributed over each year of age.

lx
100
99
96
92
87

x
35
36
37
38
39

Which of the following are true?

(Questions and Solutions)
4.a.

1|2 q 36

= 0.91 = (l 37 - l 39)/ = l 36 = (96-87)/99 = 0.091

4.b.

0.33 q 38.5 =

0.21

(0.5 p 38) (0.33 q 38.5) =

0.5 p 38
6

(0.5 p 38)(1- 0.33 p 38.5)

(1 - 0.5 q 38)

(1- (0.5)(5/92))( 0.83 p 38) =

0.972826

(0.972826)-(0.954891)
0.972826

1 0.980945 = 0.018055
False.

5.

If qx = 0.1200, find:
5.a.

1/3 q x+1/2

under UDD. This is a straightforward application of the result

sqx
s q x+t =
1-t qx
where (s+t) < 1
= 1/3 (0.12)
(1 0.5 (0.12)

5.b.
6.

q x under

= 0.04/0.94 = 0.4255

CFM = (1 ( p x)0.5) = 1 0.9381 = 0.0619

Using the Illustrative Life Table (for ultimate mortality) and the following
select mortality assumption:
a. 4 year select period.
b. p [x] +k = (0.8 + 0.05k) p x+k, k = 0,1,2,3
Calculate 4 p [62] +2
Solution
4 p [62] +2 = (p [62] +2)(p [62] +3) (p 66)( p 67)
p [62] +2 = [0.8 + (0.05)(2)] p4
p [62] +3 = [0.8 + (0.05)(3)] p5
Answer: 0.781

7.

Using this select/ultimate table, calculate:

x

l [x]

l [x]+1

lx+2

x+2

30
31
32
33

1000
996
994
987

998
994
990
983

995
988
982
970

32
33
34
35

7.a.
7.b.
7.c.
7.d.
7.e.
7.f.
8.

2 p [31]

= 988/996
2 p [30]+1 = 988/998
1| q [31] = (994-988)/996
1| q [30]+1 = (995 988)/998
2 q [33] = (987 970)/987
2 q [31]+2 = (988 970)/988

A life table has values q x = 0.1222 and q x+1 = 0.1384. Find q x+1/2 assuming
UDD.
First thing to note about this question is that q x+1/2 is 1 q x+1/2 . Thus in
terms of our formulae for partial years, this example spans the year-of-age.
So it is appropriate to use the trick we introduced in class:
q x+1/2 = (0.5 px)(1 p x+1/2) = 0.5 px 1.5 px
0.5 px
0.5 px

= (1- q x ) 1.5 px
(1 - q x)

= (1- q x ) (1 px)( p x+1) = (1 0.0611) (0.8778)(1- 0.0692)

(1 - q x)
(1 0.0611)
= 1 0.81706/0.9389 = 1 0.87023 = 0.12977

9.

You are given a life table with a one-year select period.

x
85
86

l[x]
1000
850

d[x]
100
100
8

Given also that e[85] = 5.556, and that deaths are uniformly distributed over
0

the year of age, find e[86].

Given lx = 1000, lx+1 = 900 and lx+2 = 800, find 0.8 q x+0.7 under:

10.
a.
b.
a.

UDD
CFM
0.8 q x+0.7 =

1 - 0.8 p x+0.7 = 1 (0.8 p x+0.7) (0.7 p x)

(0.7 p x)

Solving for 0.8 p x+0.7 = (p x)(1- 0.5 q x+1)/ (0.7 p x)

= (900/1000)(1- 50/1000) / (1-70/1000)
= 850/930 = 0.086022

b.

0.8 q x+0.7 =

1 - 0.8 p x+0.7 = 1 (0.8 p x+0.7) (0.7 p x)

(0.7 p x)

Solving for 0.8 p x+0.7 = (p x)(0.5p x+1)/ (0.7 p x) = (p x)(p x+1)0.5/ ( p x)0.7
= (900/1000)(800/900)0.5 / (900/1000)0.7 = 0.91348
And

0.8 q x+0.7 =

0.8652

10

11.

On a certain life table, the average force of mortality between ages 90 and
92 is 0.2. If q 90 = 0.17 and e 0.1 = 1.105, find q 91.

12.

The force of mortality at each age from 37.5 to 75 is twice the force of
mortality from 30 to 67.5. If 15 q 60 = 0.390, find 15 q 30.

13 a. and 13.b.

11

15 and 16

18.

19.
12

20.

21.

22.

23.

13

24.

25.

14