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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