作者lyndonxxx (lyndon)
看板CFAiafeFSA
標題[請益] exam/p
時間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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1F：推 louis0407:因為你少考慮了一個條件 given that the reimbursement 08/07 19:05
2F：→ louis0407:is positive. 也就是要given loss>20 這樣的話 08/07 19:06
3F：→ louis0407:G(115)=F(150)/F(20)=F(130) by遺失記憶特性 08/07 19:07
4F：→ louis0407:再不然就是答案出錯 因為沒有given loss>20的話是F(150) 08/07 19:08
5F：→ lyndonxxx:我是覺得答案有問題@@ 08/09 01:35
6F：→ louis0407:應該沒有 因為positive應該不包括0 你繼續做題吧 08/09 01:40
7F：→ louis0407:看看有沒有類似的英文敘述出現 可以相互對照 08/09 01:41
8F：推 louis0407:睡覺前才想到 我算式列錯了應該是(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