作者lyndonxxx (lyndon)
看板CFAiafeFSA
标题[请益] exam/p
时间Sun Aug 7 14:31:22 2011
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)
不过我115算出来的X是150
不知道是不是我哪里算错了
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1F：推 louis0407:因为你少考虑了一个条件 given that the reimbursement 08/07 19:05
2F：→ louis0407:is positive. 也就是要given loss>20 这样的话 08/07 19:06
3F：→ louis0407:G(115)=F(150)/F(20)=F(130) by遗失记忆特性 08/07 19:07
4F：→ louis0407:再不然就是答案出错 因为没有given loss>20的话是F(150) 08/07 19:08
5F：→ lyndonxxx:我是觉得答案有问题@@ 08/09 01:35
6F：→ louis0407:应该没有 因为positive应该不包括0 你继续做题吧 08/09 01:40
7F：→ louis0407:看看有没有类似的英文叙述出现 可以相互对照 08/09 01:41
8F：推 louis0407:睡觉前才想到 我算式列错了应该是(F(150)-F(20))/S(20) 08/09 10:20
9F：→ louis0407:=(S(20)-S(150))/S(20)=1-S(150)/S(20)=1-S(130)=F(130) 08/09 10:21