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Jan 17'24
You are given the following estimated survival properties and risk sets determined using the Kaplan-Meier method.
| [math]j[/math] | [math]t_{(j)}[/math] | [math]r_{j}[/math] | [math]\hat{p}_{j}[/math] |
|---|---|---|---|
| 1 | 17.2 | 29 | 0.9655 |
| 2 | 22.1 | 27 | 0.9259 |
| 3 | 32.7 | 24 | 0.9583 |
| 4 | 45.0 | 20 | 0.9500 |
Calculate the standard deviation of [math]\hat{S}(25)[/math] using Greenwood's formula.
- 0.0543
- 0.0556
- 0.0579
- 0.0604
- 0.0626
Copyright 2024. The Society of Actuaries, Schaumburg, Illinois. Reproduced with permission.