Académique Documents
Professionnel Documents
Culture Documents
Edad (x)
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
Ix
10000000.0
9929200.0
9911725.0
9896659.0
9882210.0
9868375.0
9855053.0
9842241.0
9829840.0
9817749.0
9805870.0
9794005.0
9781958.0
9769633.0
9756737.0
9743175.0
9728950.0
9713967.0
9698230.0
9681840.0
9664994.0
9647694.0
9630039.0
9612127.0
9593960.0
9575636.0
9557155.0
9538423.0
9519442.0
9500118.0
9480358.0
9460165.0
9439447.0
9418208.0
9396358.0
9373807.0
9350279.0
9325594.0
9299482.0
9271491.0
9241359.0
9208737.0
9173375.0
9135122.0
9093740.0
9048999.0
9000587.0
8948114.0
8891204.0
8829410.0
8762306.0
N de los que
mueren durante el
ao
dx
70800.0
17475.0
15066.0
14449.0
13835.0
13322.0
12812.0
12401.0
12091.0
11879.0
11865.0
12047.0
12325.0
12896.0
13562.0
14225.0
14983.0
15737.0
16390.0
16846.0
17300.0
17655.0
17912.0
18167.0
18324.0
18481.0
18732.0
18981.0
19324.0
19760.0
20193.0
20718.0
21239.0
21850.0
22551.0
23528.0
24685.0
26112.0
27991.0
30132.0
32622.0
35362.0
38253.0
41382.0
44741.0
48412.0
52473.0
56910.0
61794.0
67104.0
72902.0
qx
0.00708
0.00176
0.00152
0.00146
0.00140
0.00135
0.00130
0.00126
0.00123
0.00121
0.00121
0.00123
0.00126
0.00132
0.00139
0.00146
0.00154
0.00162
0.00169
0.00174
0.00179
0.00183
0.00186
0.00189
0.00191
0.00193
0.00196
0.00199
0.00203
0.00208
0.00213
0.00219
0.00225
0.00232
0.00240
0.00251
0.00264
0.00280
0.00301
0.00325
0.00353
0.00384
0.00417
0.00453
0.00492
0.00535
0.00583
0.00636
0.00695
0.00760
0.00832
Probabilidad
anual de
supervivencia
px
0.99292
0.99824
0.99848
0.99854
0.99860
0.99865
0.99870
0.99874
0.99877
0.99879
0.99879
0.99877
0.99874
0.99868
0.99861
0.99854
0.99846
0.99838
0.99831
0.99826
0.99821
0.99817
0.99814
0.99811
0.99809
0.99807
0.99804
0.99801
0.99797
0.99792
0.99787
0.99781
0.99775
0.99768
0.99760
0.99749
0.99736
0.99720
0.99699
0.99675
0.99647
0.99616
0.99583
0.99547
0.99508
0.99465
0.99417
0.99364
0.99305
0.99240
0.99168
Edad (x)
Ix
Edad al
N de los que viven al
comenzar el
comenzar el ao
ao
Edad (x)
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
Ix
8689404.0
8610244.0
8524486.0
8431654.0
8331317.0
8223010.0
8106161.0
7980191.0
7844528.0
7698698.0
7542106.0
7374370.0
7195099.0
7003925.0
6800531.0
6584614.0
6355865.0
6114088.0
5859253.0
5592012.0
5313586.0
5025855.0
4731089.0
4431800.0
4129906.0
3826895.0
3523881.0
3221884.0
2922055.0
2626372.0
2337524.0
2058541.0
1792639.0
1542781.0
1311348.0
1100037.0
909929.0
741474.0
594477.0
468174.0
361365.0
272552.0
200072.0
142191.0
97165.0
63037.0
37787.0
19331.0
N de los que
mueren durante el
ao
Probabilidad
anual de
supervivencia
dx
qx
px
N de los que
mueren durante el
ao
Probabilidad
anual de
supervivencia
dx
79160.0
85758.0
92832.0
100337.0
108307.0
116849.0
125970.0
135663.0
145830.0
156592.0
167736.0
179271.0
191174.0
203394.0
215917.0
228749.0
241777.0
254835.0
267241.0
278426.0
287731.0
294766.0
299289.0
301894.0
303011.0
303014.0
301997.0
299829.0
295683.0
288848.0
278983.0
265902.0
249858.0
231433.0
211311.0
190108.0
168455.0
146997.0
126303.0
106809.0
88813.0
72480.0
57881.0
45026.0
34128.0
25250.0
18456.0
12916.0
qx
0.00911
0.00996
0.01089
0.01190
0.01300
0.01421
0.01554
0.01700
0.01859
0.02034
0.02224
0.02431
0.02657
0.02904
0.03175
0.03474
0.03804
0.04168
0.04561
0.04979
0.05415
0.05865
0.06326
0.06812
0.07337
0.07918
0.08570
0.09306
0.10119
0.10998
0.11935
0.12917
0.13938
0.15001
0.16114
0.17282
0.18513
0.19825
0.21246
0.22814
0.24577
0.26593
0.28930
0.31666
0.35124
0.40056
0.48842
0.66815
px
0.99089
0.99004
0.98911
0.98810
0.98700
0.98579
0.98446
0.98300
0.98141
0.97966
0.97776
0.97569
0.97343
0.97096
0.96825
0.96526
0.96196
0.95832
0.95439
0.95021
0.94585
0.94135
0.93674
0.93188
0.92663
0.92082
0.91430
0.90694
0.89881
0.89002
0.88065
0.87083
0.86062
0.84999
0.83886
0.82718
0.81487
0.80175
0.78754
0.77186
0.75423
0.73407
0.71070
0.68334
0.64876
0.59944
0.51158
0.33185
Edad (x)
99
Ix
6415.0
N de los que
mueren durante el
ao
dx
qx
6415.0
1.00000
Probabilidad
anual de
supervivencia
px
0.00000
Pgina 7
TABLA DE SOBREVIVENCIA
Edad
Edad (x)
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
Vivos al comenzar
el ao
Ix
10000000.0
9929200.0
9911725.0
9896659.0
9882210.0
9868375.0
9855053.0
9842241.0
9829840.0
9817749.0
9805870.0
9794005.0
9781958.0
9769633.0
9756737.0
9743175.0
9728950.0
9713967.0
9698230.0
9681840.0
9664994.0
9647694.0
9630039.0
9612127.0
9593960.0
9575636.0
9557155.0
9538423.0
9519442.0
9500118.0
9480358.0
9460165.0
9439447.0
9418208.0
9396358.0
9373807.0
9350279.0
9325594.0
9299482.0
9271491.0
9241359.0
9208737.0
9173375.0
9135122.0
9093740.0
9048999.0
9000587.0
8948114.0
8891204.0
8829410.0
8762306.0
Edad
Vivos al comenzar
el ao
Edad (x)
Ix
Mueren durante
el ao
AL 7 %
Dx
10000000.0
9279626.2
8657284.5
8078621.7
7539090.7
7036015.0
6566837.9
6129253.0
5721056.4
5340205.0
4984807.1
4653061.2
4343306.3
4054050.4
3783830.8
3531375.0
3295532.0
3075193.2
2869356.3
2677109.4
2497618.1
2330044.4
2173626.6
2027648.2
1891416.8
1764303.1
1645699.0
1535021.9
1431745.1
1335363.3
1245407.3
1161452.9
1083092.8
1009958.7
941696.8
877978.3
818480.9
762916.0
711009.2
662494.5
617141.5
574731.7
535069.9
497980.0
463293.6
430854.4
400513.4
372129.4
345572.6
320720.4
297460.7
Nx
147478958.6
137478958.6
128199332.5
119542048.0
111463426.3
103924335.6
96888320.6
90321482.7
84192229.6
78471173.2
73130968.3
68146161.2
63493100.0
59149793.6
55095743.3
51311912.5
47780537.5
44485005.5
41409812.3
38540456.0
35863346.6
33365728.4
31035684.1
28862057.5
26834409.3
24942992.5
23178689.4
21532990.4
19997968.5
18566223.4
17230860.0
15985452.7
14823999.8
13740907.0
12730948.3
11789251.5
10911273.2
10092792.2
9329876.2
8618867.0
7956372.6
7339231.1
6764499.4
6229429.5
5731449.5
5268155.9
4837301.5
4436788.1
4064658.7
3719086.1
3398365.7
Cx
66168.2
15263.3
12298.3
11023.1
9864.2
8877.0
7978.7
7217.5
6576.7
6038.7
5637.0
5349.0
5114.4
5001.3
4915.5
4818.5
4743.2
4656.0
4532.0
4353.3
4178.2
3985.0
3778.5
3581.6
3376.2
3182.3
3014.5
2854.8
2716.2
2595.8
2479.2
2377.2
2277.6
2189.8
2112.2
2059.5
2019.5
1996.4
2000.1
2012.2
2036.0
2062.6
2085.3
2108.3
2130.3
2154.3
2182.2
2211.9
2244.6
2278.0
2313.0
Mueren durante
el ao
AL 7 %
Dx
dx
70800.0
17475.0
15066.0
14449.0
13835.0
13322.0
12812.0
12401.0
12091.0
11879.0
11865.0
12047.0
12325.0
12896.0
13562.0
14225.0
14983.0
15737.0
16390.0
16846.0
17300.0
17655.0
17912.0
18167.0
18324.0
18481.0
18732.0
18981.0
19324.0
19760.0
20193.0
20718.0
21239.0
21850.0
22551.0
23528.0
24685.0
26112.0
27991.0
30132.0
32622.0
35362.0
38253.0
41382.0
44741.0
48412.0
52473.0
56910.0
61794.0
67104.0
72902.0
AL 7 %
Nx
dx
Mx
351843.8
285675.6
270412.3
258113.9
247090.8
237226.7
228349.7
220371.0
213153.5
206576.8
200538.1
194901.1
189552.1
184437.7
179436.4
174520.9
169702.4
164959.2
160303.2
155771.2
151417.9
147239.7
143254.7
139476.2
135894.7
132518.5
129336.2
126321.6
123466.8
120750.6
118154.8
115675.6
113298.4
111020.9
108831.1
106718.9
104659.3
102639.9
100643.4
98643.3
96631.1
94595.1
92532.5
90447.2
88339.0
86208.7
84054.4
81872.2
79660.3
77415.7
75137.7
AL 7 %
Cx
Mx
Pgina 8
TABLA DE SOBREVIVENCIA
Edad
Edad (x)
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
Vivos al comenzar
el ao
Ix
8689404.0
8610244.0
8524486.0
8431654.0
8331317.0
8223010.0
8106161.0
7980191.0
7844528.0
7698698.0
7542106.0
7374370.0
7195099.0
7003925.0
6800531.0
6584614.0
6355865.0
6114088.0
5859253.0
5592012.0
5313586.0
5025855.0
4731089.0
4431800.0
4129906.0
3826895.0
3523881.0
3221884.0
2922055.0
2626372.0
2337524.0
2058541.0
1792639.0
1542781.0
1311348.0
1100037.0
909929.0
741474.0
594477.0
468174.0
361365.0
272552.0
200072.0
142191.0
97165.0
63037.0
37787.0
19331.0
6415.0
Mueren durante
el ao
AL 7 %
Dx
275687.7
255304.8
236226.2
218367.9
201653.6
186011.3
171372.0
157671.9
144851.8
132858.9
121641.6
111155.4
101358.2
92210.4
83675.3
75718.3
68306.4
61409.4
54999.9
49057.3
43565.2
38510.4
33880.2
29660.6
25831.9
22370.7
19251.8
16450.4
13943.4
11712.6
9742.5
8018.4
6525.9
5248.9
4169.6
3268.9
2527.1
1924.5
1442.0
1061.4
765.6
539.7
370.2
245.9
157.1
95.2
53.3
25.5
7.9
Nx
3100905.1
2825217.4
2569912.6
2333686.4
2115318.5
1913665.0
1727653.7
1556281.7
1398609.8
1253758.0
1120899.1
999257.5
888102.1
786743.9
694533.6
610858.3
535139.9
466833.5
405424.1
350424.2
301366.9
257801.8
219291.4
185411.2
155750.6
129918.6
107548.0
88296.2
71845.8
57902.4
46189.8
36447.3
28428.9
21903.0
16654.1
12484.5
9215.6
6688.5
4764.0
3321.9
2260.5
1494.9
955.2
585.0
339.0
182.0
86.8
33.4
7.9
dx
79160.0
85758.0
92832.0
100337.0
108307.0
116849.0
125970.0
135663.0
145830.0
156592.0
167736.0
179271.0
191174.0
203394.0
215917.0
228749.0
241777.0
254835.0
267241.0
278426.0
287731.0
294766.0
299289.0
301894.0
303011.0
303014.0
301997.0
299829.0
295683.0
288848.0
278983.0
265902.0
249858.0
231433.0
211311.0
190108.0
168455.0
146997.0
126303.0
106809.0
88813.0
72480.0
57881.0
45026.0
34128.0
25250.0
18456.0
12916.0
6415.0
AL 7 %
Cx
2347.2
2376.5
2404.2
2428.6
2450.0
2470.3
2488.9
2505.1
2516.6
2525.6
2528.3
2525.4
2516.9
2502.6
2482.9
2458.4
2428.4
2392.1
2344.4
2282.8
2204.7
2110.9
2003.0
1888.3
1771.3
1655.4
1541.9
1430.7
1318.6
1203.9
1086.7
968.0
850.1
735.9
627.9
528.0
437.2
356.6
286.3
226.3
175.9
134.1
100.1
72.8
51.6
35.6
24.4
15.9
7.4
Mx
72824.7
70477.5
68101.0
65696.8
63268.2
60818.2
58347.9
55859.0
53354.0
50837.3
48311.8
45783.4
43258.0
40741.1
38238.5
35755.6
33297.3
30868.9
28476.8
26132.4
23849.6
21644.9
19534.0
17530.9
15642.6
13871.3
12215.9
10674.0
9243.2
7924.6
6720.7
5634.0
4666.1
3816.0
3080.1
2452.2
1924.2
1487.0
1130.4
844.0
617.8
441.9
307.8
207.7
134.9
83.3
47.7
23.3
7.4
MATEMATICA ACTUARIAL
MATEMATICA ACTUARIAL
25
p25=l50/l25
probabilidad de vida de y
20
25
25
/25q20,25=/25q20*/25q25=(1-npx) (1-npy)
0.00541 =(1-Hoja1!B32/Hoja1!B7)*(1-Hoja1!B37/Hoja1!B12)
0.00541
=(1-D58)*(1-D59)
otra forma de hacerlo!
c) Por lo menos una persona fallezca en los prximos n aos. Esto es contrario a que ambos
vivan.
Cul es la probabilidad que de dos individuos de edades 20 y 25 aos por lo menos uno fallezca
en los prximos 25 aos?
Su funcin es: npx & /nqy /nqx & npy
Esto puede expresarse como: npx*/nqy + /nqx*npy
Datos:
x=
20
0.13785 l45/l20*(1-l50/l25)+(1-l45/l20)*l50/l25
y=
25
n=
25
=(1-Hoja1!B32/Hoja1!B7)*Hoja1!B37/Hoja1!B12 + (1-Hoja1!B37/Hoja1!B12)*Hoja1!B32/Hoja1!B7
Esto es igual a que slo una viva n aos. Resulta de los siguientes eventos incompatibles:
i) Que muera el primero y viva el segundo. Su funcin es: /nqx*npy=(1-npx)*npy
Datos:
x=
20
0.05832 /25q20,25 *25p25 =(1-l45/l20)* (l50/l25)
n=
25
=(1-Hoja1!B32/Hoja1!B7)*Hoja1!B37/Hoja1!B12
y=
25
ii) Que muera el segundo y viva el primero. Su funcin es: npx*/nqy*=npx*(1-npy)
Datos:
x=
20
0.07952 25p20*/25q25,25 * =l45/l20*(1-l50/l25)
y=
25
=1-(Hoja1!B37/Hoja1!B12)*Hoja1!B32/Hoja1!B7
n=
25
Hallando la probabilidad conjunta para el caso que se busca:
0.13785 Sumando a) y b)
=D90+D95
........................................................................................................................................................................
UNIVERSIDAD NACIONAL "FEDERICO VILLARREAL"
lx
9373807.0
9350279.0
9325594.0
9299482.0
9271491.0
Fondo existente
al comienzo del
ao
#REF!
#REF!
#REF!
#REF!
#REF!
K =10
10
U= #REF!
El mismo con
sus interes por
un
ao
#REF!
#REF!
#REF!
#REF!
#REF!
dx
23528.0
24685.0
26112.0
27991.0
30132.0
Edad
30
31
32
33
34
35
36
37
38
lx
Total de primas
9480358
9460165
9439447
9418208
9396358
9373807
9350279
9325594
9299482
x=32 n=8
#REF!
#REF!
#REF!
#REF!
#REF!
----------
i=0.08
Mas fondo
existente
---#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
lx
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
p=8
total de primas
Siniestros
fondo a fin
pagados
de ao
201930
#REF!
207180
#REF!
212390
#REF!
218500
#REF!
225510
#REF!
235280
#REF!
246850
#REF!
93255940
#REF!
K =1,000
Edad
Mas Intereses
U=
Mas fondo
existente
#REF!
32
33
34
35
36
9439447
9418208
9396358
9373807
9350279
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
Siniestros
fondo a fin
pagados
de ao
21239000
#REF!
21850000
#REF!
22551000
#REF!
23528000
#REF!
24685000
#REF!
37
38
39
40
9325594
9299482
9271491
9241359
----------
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
26112000
27991000
9271491000
Edad
50
51
lx
8762306
8689404
total de primas
#REF!
#REF!
Mas Intereses
U=
Mas fondo
existente
#REF!
#REF!
#REF!
#REF!
#REF!
Mas Intereses
#REF!
#REF!
Siniestros
fondo a fin
pagados
de ao
72902000
#REF!
79160000
#REF!
52
53
54
8610244
8524486
8431654
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
85758000
92832000
100337000
#REF!
#REF!
#REF!
55
56
57
58
8331317
8223010
8106161
7980191
----------
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
108307000
116849000
8106161000
#REF!
#REF!
#REF!
Edad
32
33
34
35
36
37
38
39
40
lx
K =1,000
U=
total de primas
9439447
9418208
9396358
9373807
9350279
9325594
9299482
9271491
100
11953138.9
11926244.0
11898575.4
11870019.2
11840225.8
----------
fondo
existente
1.11756737
Mas Intereses
---12670105.1
12852675.0
12821905.2
12789827.3
947218.1
#VALUE!
#VALUE!
956251.1
954099.5
951886.0
949601.5
947218.1
#VALUE!
#VALUE!
#VALUE!
dx
21239
21850
22551
23528
24685
26112
27991
30132
seguros
fondo a fin
pagados fin de
de ao
ao
212390
743861.1
218500
735599.5
225510
726376.0
235280
714321.5
246850
700368.1
261120 #VALUE!
279910 #VALUE!
301320 #VALUE!
0.12662965
Aplicacin de la ley de los grandes nmeros
La prima unica para un seguro temporal representa la cantidad que, aumentada de sus intereses, es necesaria y
suficiente para pagar el capital unitario por n aos.
x=40 n=10
i=0.08
10A40 = (N41 - N51)/D40
U =((N41 - N51)/D40)*K
Valor actual=
x
lx
40
41
42
43
44
45
46
47
48
49
50
9241359
9208737
9173375
9135122
9093740
9048999
9000587
8948114
8891204
8829410
8762306
K =1,000
6.86767330
U=
Capital al
comienzo de
ao
634666344.8
593352282.4
549086715.0
501662432.2
450858026.7
396436678.9
338145743.2
275716262.6
208861523.6
137276345.5
68.67673302
Capital residual
a fin de ao
92087370
91733750
91351220
90937400
90489990
90005870
89481140
88912040
88294100
87623060
593,352,282.4
549,086,715.0
501,662,432.2
450,858,026.7
396,436,678.9
338,145,743.2
275,716,262.6
208,861,523.6
137,276,345.5
60,635,393.2
lx
n=4
U= 19.60230148
R
Capital al
comienzo de
ao
9.15242
10
Capital residual
a fin de ao
40
46
47
48
49
50
50
48
45
42
39
35
980.1150739
1440.110597
1105.319444
773.7449999
445.6445999
1440.110597
1555.319444
1193.745
835.6445999
481.2961679
0
450
420
390
350
1440.110597
1105.319444
773.7449999
445.6445999
131.2961679