[請益] exam/p

看板CFAiafeFSA作者 (lyndon)時間13年前 (2011/08/07 14:31), 編輯推噓2(2推 0噓 7→)
留言9則, 2人參與, 最新討論串1/1
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 -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 111.254.36.133
推
08/07 19:05, , 1F
因為你少考慮了一個條件 given that the reimbursement
08/07 19:05, 1F
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08/07 19:06, , 2F
is positive. 也就是要given loss>20 這樣的話
08/07 19:06, 2F
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08/07 19:07, , 3F
G(115)=F(150)/F(20)=F(130) by遺失記憶特性
08/07 19:07, 3F
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08/07 19:08, , 4F
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, 4F
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08/09 01:35, , 5F
我是覺得答案有問題@@
08/09 01:35, 5F
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08/09 01:40, , 6F
應該沒有 因為positive應該不包括0 你繼續做題吧
08/09 01:40, 6F
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08/09 01:41, , 7F
看看有沒有類似的英文敘述出現 可以相互對照
08/09 01:41, 7F
推
08/09 10:20, , 8F
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, 8F
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08/09 10:21, , 9F
=(S(20)-S(150))/S(20)=1-S(150)/S(20)=1-S(130)=F(130)
08/09 10:21, 9F
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