expected insurance value of the person

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A person has a 0.16% chance of dying in the next year. A life insurance policy with a \$50,000 death benefit costs him \$125. What is the expected value of the insurance for the person?

a) -$45

b) $45

c) -$117

d) $117

It should be $105 ((1-0.16)*125) but its not in the option.

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If the payout on death is $\$50000$ and the probability of dying is $0.16\%=0.0016$, then the present value of the death benefit is $\$80$. But the insured has to pay $\$125$, thus the net value of the insurance is $-\$45$, which is answer a.