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03-05-2019, 08:18 PM
 Jim Daniel Member SOA Join Date: Jan 2002 Location: Davis, CA College: Wabash College B.A. 1962, Stanford Ph.D. 1965 Posts: 2,728

Quote:
 Originally Posted by BartimaeusOfUruk I'm unable to find the variance of a monthly annuity given a-double dot, the second moment of a-double dot, and the interest rate. Could you elaborate on the formula you are mentioning please? Thanks so much.
I meant the formula for the variance in terms of Ax and double-force Ax and the discount rate d. Just replace each by its mthly version.

When you say you are given "the second moment of a-double dot", do you really mean the second moment? I suspect that you mean that you are given double-force a-double dot, which is quite different, from which you can easily get double-force A. And are you given these for annual annuities or mthly annuities? I need to know exactly what you're given. Perhaps you could state the problem precisely.
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