exam/p - 金融分析師

Table of Contents

The cumulative distribution function for health care costs experienced

by a policyholder is modeled by the function


F(x) = 1 - exp(-x/100) , x>0


The policy has a deductible of 20. An insurer reimburses the policyholder

for 100% of health care costs between 20 and 120 less the deductible.

Health care costs above 120 are reimbursed at 50%.

Let G be the cumulative distribution function of reimbursements

given that the reimbursement is positive.

Calculate G(115).


解答是 G(115)=F(130)

不過我115算出來的X是150

不知道是不是我哪裡算錯了

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All Comments

Hedwig avatarHedwig2011-08-08
因為你少考慮了一個條件 given that the reimbursement
Audriana avatarAudriana2011-08-09
is positive. 也就是要given loss>20 這樣的話
Zora avatarZora2011-08-10
G(115)=F(150)/F(20)=F(130) by遺失記憶特性
Audriana avatarAudriana2011-08-14
再不然就是答案出錯 因為沒有given loss>20的話是F(150)
Noah avatarNoah2011-08-18
我是覺得答案有問題@@
Genevieve avatarGenevieve2011-08-21
應該沒有 因為positive應該不包括0 你繼續做題吧
Charlie avatarCharlie2011-08-24
看看有沒有類似的英文敘述出現 可以相互對照
Sandy avatarSandy2011-08-28
睡覺前才想到 我算式列錯了應該是(F(150)-F(20))/S(20)
Belly avatarBelly2011-08-30
=(S(20)-S(150))/S(20)=1-S(150)/S(20)=1-S(130)=F(130)