Matem aticas Actuariales del Seguro de Personas I Grupo:9064 Tarea 1

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Las respuestas de los ejercicios num ericos (es decir, no demostraciones) se encuentran en el Ap endice 7 de Actuarial Mathematics, Bowers por lo que debe mostrar todos sus desarrollos para llegar a dichas respuestas.

Ejercicios Extra dos del Bowers Actuarial Mathematics y Loss Models de Klugman 1. (Exercise 1.19 Bowers) The loss random variable X has p.d.f given by f (x) = a ) Calculate E(X ) and Var(X ) b ) Consider a proportional policy where I (x) = kx and a stop-loss policy where Id (x) = 0 xd if x < d if x > d. 0 < k < 1, 1 100 0 < x < 100

Determine k and d such that the pure premium in each case is P = 12.5 c ) Show that Var(X I (X )) > Var(X Id (X )) 2. (Exercise 2.6 Bowers) The probability of a re in a certain structure in a given time period is 0.02. If a re occurs, the damage to the structure is uniformly distributed over the interval (0, a), where a is its total value. Calculate the mean and variance of re damage to the structure within the time period. 3. (Exercise 2.16 Bowers) Consider a portfolio of 32 policies. For each policy, the probability 1 q of a claim is 6 and B, the benet amount given tha there is a claim, has probability density function given by: 2(1 y ) if 0 < y < 1 f (y ) = 0 elsewhere Let S be the total claims for the portfolio. Using normal approximation, estimate P(S > 4) 4. (Exercise 9.69 Loss Models) A group of life insurance contract covering independient lives is rated in the 3 age groupings given in Table 19.9. The insurer prices the contract so that the probability that claim will exceed the premium is 0.05. Using the normal distribution, determine the premium that the insurer will charge.Tener cuidado con la parametrizac on de la distribuci on en este libro

Figura 1: Table 19.9