UNIVERSIDAD NACIONAL DE INGENIERÍA

Facultad de Ingeniería Ambiental

Escuela Profesional de Ingeniería de Higiene y Seguridad Industrial
Periodo Académico 2020 - I

MATEMÁTICAS ACTUARIALES
EXAMEN PARCIAL

Profesor(es) : VILLAFUERTE ARIZA ARNOLD

Día y hora : 31 de julio del 2020 - 16:00 – 18:00
Indicaciones : Solo está permitido el uso de calculadoras y Excel.

1. Se tiene una tasa instantánea de mortalidad para (x) de ux= b.xn, entonces responda V o F: (1 pto c/u)

1.1. Si b<0 y (n+1)<0, entonces es posible que exista una función de supervivencia S(x).
1.2. Si b>1 y (n+1)>1, entonces es posible que exista una función de supervivencia S(x).
1.3. Si b<0 y (n+1)>1, entonces es posible que exista una función de supervivencia S(x).
1.4. Si b>1 y (n+1)<0, entonces es posible que exista una función de supervivencia S(x).
1.5. Si b>0 y (n+1)>0, entonces es posible que exista una función de supervivencia S(x).
1.6. Si b es un número entero cualquiera y n=0, entonces es posible que exista una función de
supervivencia S(x).
SOLUCIÓN:

Respuestas:

1.1 V
1.2 V
1.3 V
1.4 V
1.5 V
1.6 V
2. ¿En qué casos la edad de fallecimiento se trata como variable aleatoria continua y en qué casos, como
variable aleatoria discreta? (2 ptos)
SOLUCIÓN:

Cuando la edad de fallecimiento toma valores positivos se le toma como variable aleatoria continua.
Cuando la edad de fallecimiento la tomamos de la tabla de mortalidad viene a ser una variable aleatoria
discreta.
3. Defina en una o dos líneas como máximo, cual es la importancia de los símbolos de conmutación. (2 ptos)
SOLUCIÓN:

Son expresiones matemáticas actuariales que permiten sustituir fórmulas complejas convirtiéndolas en
expresiones financieras utilizadas tradicionalmente para facilitar los cálculos actuariales relacionados con las
operaciones de seguros de Vida.
4. Construir una tabla de mortalidad incluyendo los valores de lx, qx, dx, px, Cx , Dx ,Mx (en ese orden, considerar
4 decimales excepto para los valores de lx, dx,) para x = 0,1,2,3,…, ( -1), , considerando: (5 ptos)

• La cantidad de individuos fallecidos entre las edades (x) y (x+1) cumple dx= .
• El límite superior de supervivencia es 100.
• Una tasa de interés de i=(0.1)*(N-0.1), siendo N=el número de orden en la lista que se adjunta.

SOLUCIÓN:

de i=(0.1)*11-0.1) = 0.0786
w=100
w-1=99

x s(x) lx qx dx px v Cx Dx Mx
0 1 101000 1.9802E-04 20 0.99980198 0.92712776 18.5425552 101000 3476.790923
1 0.99980198 100980 0.000396118 40 0.99960388 0.92712776 34.3826352 93621.361 3458.248368
2 0.999405941 100940 0.000594413 60 0.99940559 0.92712776 47.8156432 86764.5799 3423.865733
3 0.998811881 100880 0.000793021 80 0.99920698 0.92712776 59.1082802 80394.0348 3376.05009
4 0.998019802 100800 0.000992063 100 0.99900794 0.92712776 68.5011591 74476.433 3316.94181
5 0.997029703 100700 0.001191658 120 0.99880834 0.92712776 76.2111913 68980.6672 3248.440651
6 0.995841584 100580 0.001391927 140 0.99860807 0.92712776 82.4337628 63877.6802 3172.229459
7 0.994455446 100440 0.001592991 160 0.99840701 0.92712776 87.3447196 59140.3367 3089.795697
8 0.992871287 100280 0.001794974 180 0.99820503 0.92712776 91.1021783 54743.303 3002.450977
9 0.991089109 100100 0.001998002 200 0.998002 0.92712776 93.848176 50662.9336 2911.348799
10 0.989108911 99900 0.002202202 220 0.9977978 0.92712776 95.7101739 46877.1639 2817.500623
11 0.986930693 99680 0.002407705 240 0.9975923 0.92712776 96.802428 43365.4097 2721.790449
12 0.984554455 99440 0.002614642 260 0.99738536 0.92712776 97.2272362 40108.4727 2624.988021
13 0.981980198 99180 0.00282315 280 0.99717685 0.92712776 97.0760749 37088.4511 2527.760785
14 0.979207921 98900 0.003033367 300 0.99696663 0.92712776 96.4306325 34288.6565 2430.68471
15 0.976237624 98600 0.003245436 320 0.99675456 0.92712776 95.3637506 31693.5346 2334.254077
16 0.973069307 98280 0.003459503 340 0.9965405 0.92712776 93.940279 29288.5919 2238.890327
17 0.96970297 97940 0.00367572 360 0.99632428 0.92712776 92.2178544 27060.3263 2144.950048
18 0.966138614 97580 0.003894241 380 0.99610576 0.92712776 90.2476067 24996.1618 2052.732193
19 0.962376238 97200 0.004115226 400 0.99588477 0.92712776 88.0748013 23084.3878 1962.484586
20 0.958415842 96800 0.004338843 420 0.99566116 0.92712776 85.7394228 21314.1019 1874.409785
21 0.954257426 96380 0.004565263 440 0.99543474 0.92712776 83.2767035 19675.1561 1788.670362
22 0.94990099 95940 0.004794663 460 0.99520534 0.92712776 80.7176045 18158.1067 1705.393659
23 0.945346535 95480 0.005027231 480 0.99497277 0.92712776 78.0892505 16754.1671 1624.676054
24 0.940594059 95000 0.005263158 500 0.99473684 0.92712776 75.4153248 15455.1642 1546.586804
25 0.935643564 94500 0.005502646 520 0.99449735 0.92712776 72.7164266 14253.4964 1471.171479
26 0.93049505 93980 0.005745903 540 0.9942541 0.92712776 70.0103952 13142.0957 1398.455052
27 0.925148515 93440 0.005993151 560 0.99400685 0.92712776 67.3126022 12114.3913 1328.444657
28 0.91960396 92880 0.006244617 580 0.99375538 0.92712776 64.6362171 11164.2759 1261.132055
29 0.913861386 92300 0.006500542 600 0.99349946 0.92712776 61.9924459 10286.0739 1196.495838
30 0.907920792 91700 0.006761178 620 0.99323882 0.92712776 59.390748 9474.51215 1134.503392
31 0.901782178 91080 0.00702679 640 0.99297321 0.92712776 56.8390308 8724.69246 1075.112644
32 0.895445545 90440 0.007297656 660 0.99270234 0.92712776 54.3438258 8032.06553 1018.273613
33 0.888910891 89780 0.00757407 680 0.99242593 0.92712776 51.9104472 7392.40709 963.9297874
34 0.882178218 89100 0.007856341 700 0.99214366 0.92712776 49.5431347 6801.79536 912.0193402
35 0.875247525 88400 0.008144796 720 0.9918552 0.92712776 47.2451815 6256.59015 862.4762055
36 0.868118812 87680 0.008439781 740 0.99156022 0.92712776 45.0190503 5753.41322 815.231024
37 0.860792079 86940 0.008741661 760 0.99125834 0.92712776 42.8664764 5289.13005 770.2119736
38 0.853267327 86180 0.009050824 780 0.99094918 0.92712776 40.7885607 4860.83281 727.3454972
39 0.845544554 85400 0.009367681 800 0.99063232 0.92712776 38.7858532 4465.82446 686.5569365
40 0.837623762 84600 0.009692671 820 0.99030733 0.92712776 36.8584271 4101.60397 647.7710834
41 0.82950495 83780 0.010026259 840 0.98997374 0.92712776 35.0059458 3765.85247 610.9126563
x s(x) lx qx dx px v Cx Dx Mx
0 1 101000 1.9802E-04 20 0.99980198 0.92712776 18.5425552 101000 3476.790923
1 0.99980198 100980 0.000396118 40 0.99960388 0.92712776 34.3826352 93621.361 3458.248368
2 0.999405941 100940 0.000594413 60 0.99940559 0.92712776 47.8156432 86764.5799 3423.865733
3 0.998811881 100880 0.000793021 80 0.99920698 0.92712776 59.1082802 80394.0348 3376.05009
4 0.998019802 100800 0.000992063 100 0.99900794 0.92712776 68.5011591 74476.433 3316.94181
5 0.997029703 100700 0.001191658 120 0.99880834 0.92712776 76.2111913 68980.6672 3248.440651
6 0.995841584 100580 0.001391927 140 0.99860807 0.92712776 82.4337628 63877.6802 3172.229459
7 0.994455446 100440 0.001592991 160 0.99840701 0.92712776 87.3447196 59140.3367 3089.795697
8 0.992871287 100280 0.001794974 180 0.99820503 0.92712776 91.1021783 54743.303 3002.450977
9 0.991089109 100100 0.001998002 200 0.998002 0.92712776 93.848176 50662.9336 2911.348799
10 0.989108911 99900 0.002202202 220 0.9977978 0.92712776 95.7101739 46877.1639 2817.500623
11 0.986930693 99680 0.002407705 240 0.9975923 0.92712776 96.802428 43365.4097 2721.790449
12 0.984554455 99440 0.002614642 260 0.99738536 0.92712776 97.2272362 40108.4727 2624.988021
13 0.981980198 99180 0.00282315 280 0.99717685 0.92712776 97.0760749 37088.4511 2527.760785
14 0.979207921 98900 0.003033367 300 0.99696663 0.92712776 96.4306325 34288.6565 2430.68471
15 0.976237624 98600 0.003245436 320 0.99675456 0.92712776 95.3637506 31693.5346 2334.254077
16 0.973069307 98280 0.003459503 340 0.9965405 0.92712776 93.940279 29288.5919 2238.890327
17 0.96970297 97940 0.00367572 360 0.99632428 0.92712776 92.2178544 27060.3263 2144.950048
18 0.966138614 97580 0.003894241 380 0.99610576 0.92712776 90.2476067 24996.1618 2052.732193
19 0.962376238 97200 0.004115226 400 0.99588477 0.92712776 88.0748013 23084.3878 1962.484586
20 0.958415842 96800 0.004338843 420 0.99566116 0.92712776 85.7394228 21314.1019 1874.409785
21 0.954257426 96380 0.004565263 440 0.99543474 0.92712776 83.2767035 19675.1561 1788.670362
22 0.94990099 95940 0.004794663 460 0.99520534 0.92712776 80.7176045 18158.1067 1705.393659
23 0.945346535 95480 0.005027231 480 0.99497277 0.92712776 78.0892505 16754.1671 1624.676054
24 0.940594059 95000 0.005263158 500 0.99473684 0.92712776 75.4153248 15455.1642 1546.586804
25 0.935643564 94500 0.005502646 520 0.99449735 0.92712776 72.7164266 14253.4964 1471.171479
26 0.93049505 93980 0.005745903 540 0.9942541 0.92712776 70.0103952 13142.0957 1398.455052
27 0.925148515 93440 0.005993151 560 0.99400685 0.92712776 67.3126022 12114.3913 1328.444657
28 0.91960396 92880 0.006244617 580 0.99375538 0.92712776 64.6362171 11164.2759 1261.132055
29 0.913861386 92300 0.006500542 600 0.99349946 0.92712776 61.9924459 10286.0739 1196.495838
30 0.907920792 91700 0.006761178 620 0.99323882 0.92712776 59.390748 9474.51215 1134.503392
31 0.901782178 91080 0.00702679 640 0.99297321 0.92712776 56.8390308 8724.69246 1075.112644
32 0.895445545 90440 0.007297656 660 0.99270234 0.92712776 54.3438258 8032.06553 1018.273613
33 0.888910891 89780 0.00757407 680 0.99242593 0.92712776 51.9104472 7392.40709 963.9297874
34 0.882178218 89100 0.007856341 700 0.99214366 0.92712776 49.5431347 6801.79536 912.0193402
35 0.875247525 88400 0.008144796 720 0.9918552 0.92712776 47.2451815 6256.59015 862.4762055
36 0.868118812 87680 0.008439781 740 0.99156022 0.92712776 45.0190503 5753.41322 815.231024
37 0.860792079 86940 0.008741661 760 0.99125834 0.92712776 42.8664764 5289.13005 770.2119736
38 0.853267327 86180 0.009050824 780 0.99094918 0.92712776 40.7885607 4860.83281 727.3454972
39 0.845544554 85400 0.009367681 800 0.99063232 0.92712776 38.7858532 4465.82446 686.5569365
40 0.837623762 84600 0.009692671 820 0.99030733 0.92712776 36.8584271 4101.60397 647.7710834
41 0.82950495 83780 0.010026259 840 0.98997374 0.92712776 35.0059458 3765.85247 610.9126563
42 0.821188119 82940 0.010368941 860 0.98963106 0.92712776 33.2277218 3456.42041 575.9067105
43 0.812673267 82080 0.010721248 880 0.98927875 0.92712776 31.5227698 3171.31558 542.6789887
44 0.803960396 81200 0.011083744 900 0.98891626 0.92712776 29.8898539 2908.69194 511.1562189
45 0.795049505 80300 0.011457036 920 0.98854296 0.92712776 28.327529 2666.83918 481.266365
46 0.785940594 79380 0.011841774 940 0.98815823 0.92712776 26.8341785 2444.1731 452.938836
47 0.776633663 78440 0.012238654 960 0.98776135 0.92712776 25.408046 2239.22655 426.1046575
48 0.767128713 77480 0.012648425 980 0.98735157 0.92712776 24.0472653 2050.64105 400.6966115
49 0.757425743 76500 0.013071895 1000 0.9869281 0.92712776 22.7498848 1877.15897 376.6493462
50 0.747524752 75500 0.013509934 1020 0.98649007 0.92712776 21.5138907 1717.6163 353.8994614
51 0.737425743 74480 0.01396348 1040 0.98603652 0.92712776 20.3372258 1570.93586 332.3855707
52 0.727128713 73440 0.014433551 1060 0.98556645 0.92712776 19.2178067 1436.12102 312.0483449
53 0.716633663 72380 0.014921249 1080 0.98507875 0.92712776 18.1535386 1312.24985 292.8305383
54 0.705940594 71300 0.01542777 1100 0.98457223 0.92712776 17.1423283 1198.46973 274.6769996
55 0.695049505 70200 0.015954416 1120 0.98404558 0.92712776 16.1820944 1093.99222 257.5346714
56 0.683960396 69080 0.016502606 1140 0.98349739 0.92712776 15.2707772 998.088463 241.352577
57 0.672673267 67940 0.017073889 1160 0.98292611 0.92712776 14.4063468 910.084742 226.0817997
58 0.661188119 66780 0.017669961 1180 0.98233004 0.92712776 13.5868089 829.35848 211.675453
59 0.64950495 65600 0.018292683 1200 0.98170732 0.92712776 12.8102112 755.334459 198.0886441
60 0.637623762 64400 0.018944099 1220 0.9810559 0.92712776 12.0746474 687.481333 185.2784329
61 0.625544554 63180 0.019626464 1240 0.98037354 0.92712776 11.3782611 625.308379 173.2037855
62 0.613267327 61940 0.020342267 1260 0.97965773 0.92712776 10.7192485 568.362495 161.8255244
63 0.600792079 60680 0.021094265 1280 0.97890574 0.92712776 10.0958607 516.225397 151.1062759
64 0.588118812 59400 0.021885522 1300 0.97811448 0.92712776 9.50640506 468.511035 141.0104152
65 0.575247525 58100 0.022719449 1320 0.97728055 0.92712776 8.94924666 424.86318 131.5040102
66 0.562178218 56780 0.023599859 1340 0.97640014 0.92712776 8.42280856 384.953201 122.5547635
67 0.548910891 55440 0.024531025 1360 0.97546898 0.92712776 7.92557214 348.47799 114.1319549
68 0.535445545 54080 0.025517751 1380 0.97448225 0.92712776 7.45607702 315.158045 106.2063828
69 0.521782178 52700 0.026565465 1400 0.97343454 0.92712776 7.01292055 284.735695 98.75030578
70 0.507920792 51300 0.027680312 1420 0.97231969 0.92712776 6.59475722 256.973446 91.73738522
71 0.493861386 49880 0.028869286 1440 0.97113071 0.92712776 6.20029772 231.652458 85.14262801
72 0.47960396 48440 0.03014038 1460 0.96985962 0.92712776 5.82830796 208.571126 78.94233029
73 0.465148515 46980 0.031502767 1480 0.96849723 0.92712776 5.47760782 187.543773 73.11402233
74 0.45049505 45500 0.032967033 1500 0.96703297 0.92712776 5.14706986 168.39943 67.6364145
75 0.435643564 44000 0.034545455 1520 0.96545455 0.92712776 4.83561789 150.980716 62.48934465
76 0.420594059 42480 0.036252354 1540 0.96374765 0.92712776 4.54222552 135.142795 57.65372676
77 0.405346535 40940 0.038104543 1560 0.96189546 0.92712776 4.26591457 120.752411 53.11150124
78 0.38990099 39380 0.040121889 1580 0.95987811 0.92712776 4.00575355 107.686997 48.84558667
79 0.374257426 37800 0.042328042 1600 0.95767196 0.92712776 3.76085601 95.8338509 44.83983312
80 0.358415842 36200 0.044751381 1620 0.95524862 0.92712776 3.53037893 85.0893673 41.0789771
4. 81 0.342376238 34580 0.047426258 1640 0.95257374 0.92712776 3.3135211 75.3583354 37.54859817
82 0.326138614 32940 0.050394657 1660 0.94960534 0.92712776 3.1095215 66.5532835 34.23507708
83 0.30970297 31280 0.05370844 1680 0.94629156 0.92712776 2.91765772 58.593875 31.12555558
84 0.293069307 29600 0.057432432 1700 0.94256757 0.92712776 2.73724433 51.4063503 28.20789786
85 0.276237624 27900 0.061648746 1720 0.93835125 0.92712776 2.56763138 44.9230099 25.47065353
86 0.259207921 26180 0.066462949 1740 0.93353705 0.92712776 2.40820282 39.0817381 22.90302214
87 0.241980198 24440 0.072013093 1760 0.92798691 0.92712776 2.25837503 33.8255614 20.49481932
88 0.224554455 22680 0.078483245 1780 0.92151675 0.92712776 2.11759539 29.1022419 18.23644429
89 0.206930693 20900 0.086124402 1800 0.9138756 0.92712776 1.98534081 24.8639009 16.1188489
90 0.189108911 19100 0.095287958 1820 0.90471204 0.92712776 1.8611164 21.0666719 14.13350809
91 0.171089109 17280 0.106481481 1840 0.89351852 0.92712776 1.74445413 17.6703799 12.27239169
92 0.152871287 15440 0.120466321 1860 0.87953368 0.92712776 1.63491155 14.6382456 10.52793756
93 0.134455446 13580 0.138438881 1880 0.86156112 0.92712776 1.5320705 11.9366122 8.893026014
94 0.115841584 11700 0.162393162 1900 0.83760684 0.92712776 1.43553599 9.53469406 7.360955516
95 0.097029703 9800 0.195918367 1920 0.80408163 0.92712776 1.34493501 7.40434353 5.925419525
96 0.078019802 7880 0.246192893 1940 0.75380711 0.92712776 1.25991539 5.51983742 4.580484519
97 0.058811881 5940 0.32996633 1960 0.67003367 0.92712776 1.18014483 3.8576791 3.320569125
98 0.039405941 3980 0.497487437 1980 0.50251256 0.92712776 1.10530978 2.39641654 2.140424295
99 0.01980198 2000 1 2000 0 0.92712776 1.03511452 1.11647452 1.035114519
w=100 0 0 3476.79092
 5. Se concierta una operación de seguros a favor de un IHSI de 20 años la cual proporciona dos prestaciones
asociadas a un seguro mixto según la siguiente expresión: (5 ptos)

• Prestación 1: 10 000 dólares al final de los 20 años si el IHSI sobrevive.

• Prestación 2: Un reembolso de la mitad de la prima única al final del año de f/q si esto ocurre
durante los primeros 20 años; entonces, considerando los datos de la tabla de mortalidad del
problema 4, se pide:

a. Describir que tipo de seguro está involucrado en cada una de las prestaciones.
b. Calcular el valor de la prima única.
c. Exprese en sus propias que significa el resultado obtenido respecto a la operación de seguros,
mencionando a cada uno de los elementos del seguro involucrados en dicha operación.
SOLUCIÓN:

a. El tipo de seguro involucrado es un seguro mixto que consta de : Un seguro una vez transcurrido n años si es
que hay sobrevivencia y un Seguro de vida temporal con videncia a n años al final de f/q
b. VALOR DE LA PRIMA UNICA

c.
De la Prestación total P vemos que se divide en 2 y se analiza los siguiente:

Prestación 1: Esta viene a ser seguro de 10000 u.m. que se debe pagar al IHSI de 20 años en caso este sobreviva
20 años.
Prestación 2: Esta viene a ser el seguro temporal para 20 años de P u.m. que se le debe pagar al IHSI de 20 años
al final del f/q.
Prestación total(P) : es la suma total de P1 y P2 y nos da la prima a favor del IHSI de 20 años.