Question: (20 points) (a) (5 points) Write down the Kolmogorov forward differential equation for p in the joint life model illustrated in the fitgure below. (b)

 (20 points) (a) (5 points) Write down the Kolmogorov forward differential

(20 points) (a) (5 points) Write down the Kolmogorov forward differential equation for p in the joint life model illustrated in the fitgure below. (b) (15 points) Using (a), or otherwise, prove that 1- Ary xy = 8 ,01 Hx+r:y+! Husband Alive Wife Alive 0 Husband Alive Wife Dead 1 ,02 ,13 Hx+r:+1 ,23 Myti Husband Dead Wife Alive 2 Husband Dead Wife Dead 3 (20 points) (a) (5 points) Write down the Kolmogorov forward differential equation for p in the joint life model illustrated in the fitgure below. (b) (15 points) Using (a), or otherwise, prove that 1- Ary xy = 8 ,01 Hx+r:y+! Husband Alive Wife Alive 0 Husband Alive Wife Dead 1 ,02 ,13 Hx+r:+1 ,23 Myti Husband Dead Wife Alive 2 Husband Dead Wife Dead 3

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