SOA Exam P Sample Question 126
Study guide: Exam P-1
An insurance company's annual profit is normally distributed with mean 100 and variance 400.
Let Z be normally distributed with mean 0 and variance 1 and let F be the cumulative distribution function of Z.
Determine the probability that the company's profit in a year is at most 60, given that the profit in the year is positive.
- A)
1 - F(2) - B)
F(2)/F(5) - C)
[1 - F(2)]/F(5) - D)
[F(0.25) - F(0.1)]/F(0.25) - E)
[F(5) - F(2)]/F(5)
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