M3S14

Department of Mathematics

Question

Q 1

Q 2

Survival Models & Actuarial Applications

Examiner's Comments

This question was answered very well in all parts. Note that in part (d)(ii) the term "normal" was

supposed to imply "typical".

This question was answered very well in all parts. Marks were lost in 2(c) due to algebraic errors.

Marks were lost in 2(d) because the matix form was not used in (i) and (iii).

This question, was in the main part, answered reasonably well. Part (a) required a rigorous proof

and it was commont for students to define S(t;0) to be equal to exp(-int mu(s) ds), instead of

proving that it's actually the case. (b) and (c) where in the most part answered well. The most

common place that significant marks were dropped was in part (d). N(t) and Y(t) needed to be

very carefully defined in terms of T and C, and the cumulative intensity (the integral of the

intensity) needed to be seen through to it's final expression. (e) caused some problems also,

particularly the plot for lambda(t). It was also important to the get the left/right continuity the

correct way round and illustrate it on the plot.

Q 3

Printed: 27/07/2018 11:48:02

M45S14

Department of Mathematics

Question

Q 1

Q 2

Survival Models & Actuarial Applications

Examiner's Comments

This question, was in the main part, answered reasonably well. Part (a) required a rigorous proof

and it was commont for students to define S(t;0) to be equal to exp(-int mu(s) ds), instead of

proving that it's actually the case. (b) and (c) where in the most part answered well. The most

common place that significant marks were dropped was in part (d). N(t) and Y(t) needed to be

very carefully defined in terms of T and C, and the cumulative intensity (the integral of the

intensity) needed to be seen through to it's final expression. (e) caused some problems also,

particularly the plot for lambda(t). It was also important to the get the left/right continuity the

correct way round and illustrate it on the plot.

This question was answered very well in all parts. Marks were lost in 2(c) due to algebraic errors.

Marks were lost in 2(d) because the matix form was not used in (i) and (iii).

This question, was in the main part, answered reasonably well. Part (a) required a rigorous proof

and it was commont for students to define S(t;0) to be equal to exp(-int mu(s) ds), instead of

proving that it's actually the case. (b) and (c) where in the

Q 3

Printed: 27/07/2018 11:48:02

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