Re: [問題] ASM FM exam4 28
看板CFAiafeFSA (精算師/基金經理人/銀行家)作者esther730 (esther)時間13年前 (2012/12/14 20:43)推噓0(0推 0噓 0→)留言0則, 0人參與討論串1/1
※ 引述《esther730 (esther)》之銘言：
: 題目是
: suppose that in response to claim that result in physical injury , an insurance
: company is responsible for making 25 annual payments. the first payment , to
: be made now , wil be 50,000 . after that , the payment will increase annual
: for inflation , at a rate of 6% per year . the real interest rate is 4% per
: year . calculate the present value of these 25 payment.
: 解答是812,348
: 我的疑問是inflation 6% 不用計入計算嗎?
今天又做到下一回第6題 題目很類似
the first payment will occur on Jan 1, 2008,and the final payment will occur
on Jan 1,2031 . the first payment will be 100,000 , after that , the payment
will increase annually for inflation , at a rate if 5% per year. the real
interest rate is 3% per year . find the present value these future payments
as of Dec 31,2005.
解答是 1,491,363
詳解的算法是名目利率=1.05*1.03-1 去算
兩者的不同點在於?
為何上題可以不考慮 inflation?
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