225k views
2 votes
the duration of the guaranteed periodic premium increases to 35 years, with an appropriate adjustment for claims paid with a premium of $300,000 to ensure that the actual reserves in year 35 are zero. calculate effective reserves at year 32, assuming that the interest rate remains at 6% per annum. you can complete this question manually

1 Answer

3 votes

The effective reserves at year 32 is -$23,614,073.02.

Here is the calculation of effective reserves at year 32:

Given:

Premium: $300,000

Duration: 35 years

Interest rate: 6% per annum

Claims paid: $300,000 in year 35

Calculation:

To ensure that the actual reserves in year 35 are zero, we need to adjust the claims paid in year 35. This can be done using the following formula:

Claims paid in year 35 = Premium * (1 + Interest rate)^(-Duration)

Plugging in the given values, we get:

Claims paid in year 35 = 300,000 * (1 + 0.06)^(-35) = $23,614,073.02

Therefore, the adjusted claims paid in year 35 is $23,614,073.02.

Now, we can calculate the effective reserves at year 32 using the following formula:

Effective reserves at year 32 = Premium * (1 + Interest rate)^(Duration - Year) - Adjusted claims paid in year 35

Plugging in the given values, we get:

Effective reserves at year 32 = 300,000 * (1 + 0.06)^(35 - 32) - 23,614,073.02 = -$23,614,073.02

Answer:

The effective reserves at year 32 is -$23,614,073.02. This means that the reserves are negative, indicating that the company has actually paid out more in claims than it has collected in premiums.

User Ekochergin
by
7.8k points