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Matemáticas Actuariales del Seguro de Personas I
Semestre: 2021-1
Grupo: 9041
Guía 5
(Tema 7: Reservas)
Elisa Sugey Hernández Castañeda

Lucía Itzel Rovelo Benítez
Sofía Guzmán León
Ejercicio del Bowers

1. (7.30) If 10 V35 = .15 and 20 V35 = .354, calculate 10 V45 .
Ejercicios del Cunningham

2. (8.3) Calculate 20 V45 , given the following values:
1
P45 = .014 P45:20| = .03 P45:20| = .022
3. (8.6) Calculate the value of 1000(2 Vx:3| −1 Vx:3| ), given the following values:
Px:3| = .33251 i = .06 lx = 100 lx+1 = 90
4. (8.7) Let 10 V denote the benet reserve at duration 10 for a modied whole life insurance contract issued to
(x) that pays nothing for failure in the rst year and 5000, paid at the end of the year of failure, for failure
after the rst year. Net level benet premiums, determined by the equivalence principle, are payable for the
life of the contract. Calculate the value of 10 V , given the following values:
10 Vx = .2 äx = 5 qx = .05 v = .9
5. (8.9) A 2-year term insurance of amount 400 is issued to (x), with benet premium determined by the
equivalence principle. Find the probability that the loss at issue is less than 190, given the following values:
1 1
Px:2| = .185825 1 Vx:2| = .04145 i = .1
6. (8.12) A single-premium 10-year temporary continuous contingent annuity, with unit annual benet rate, is
issued to (80). The applicable survival model is uniform with ω = 100. Given δ = 15
1
, nd the value of V ar(5 L).
7. (8.13) A contingent contract issued to (35) has a benet of 2500 for failure in the 10th year. The interest rate
is i = .1. The net annual premium is P. Given that 9 V + P =10 V = 500, nd the value of q44 .
8. (8.14) Calculate p38 , given the following values:
20 20
23 V15 = .585 24 V15 = .6 i = .04
9. (8.15) A 10-pay whole life contract of amount 1000 is issued to (x). The net annual premium is 32.88 and the
benet reserve at the end of the year 9 is 322.87. Given that i = .06 and qx+9 = .01262, nd the value of
Px+10 .
10. (8.16) A 10-year deferred annuity-due issued to (x) includes a failure benet during the deferred period that
is a refund of the net single premium with interest at the same rate i used to calculate the premium. The
terminal reserve at the end of year 9 is 15.238 and the interest rate is i = .05. Calculate the net single premium.
11. (8.17) A single premium 25-year deferred annuity-due, with unit annual benet, is issued to (40). The appli-
cable survival model is uniform with ω = 100. The interest rate is i = .05. The single premium is refunded
with interest at 5 % at the end of the year of failure if failure occurs during the deferred period. Find the value
of the benet reserve at duration 20.
1
12. (8.22) Let 0 L(Ax ) denote the present value of loss at issue for a fully continuous whole life contract issued to
(x). Find the value of 20 V (Ax ), given the following values:
2
V ar[0 L(Ax )] = .2 Ax = .3 Ax+20 = .7
13. (8.23) Calculate ax+t , given the following values:
tV (Ax ) = .1 P (Ax ) = .0105 δ = .03
14. (8.24) If the survival model is uniform with ω = 100 and the interest rate is i = .05, calculate the value of
10 V (A40 ).
15. (8.25) If the survival model is exponential with failure rate λ and the force of interest is δ , calculate the value
of t V (Ax ). Explain the logic behind the result.
16. (8.26) Assuming UDD over each interval (x,x+1), calculate (accurate to two decimals) the value of 1000(5 V35
(4)
−5
V35 ), given the following values:
5 V35 = .04471 A35 = .17092 i = .05
17. (8.32) A 3-year term insurance issued to (x) has a decreasing failure benet paid at the end of the year of
failure. The interest rate is i = .06. Calculate the initial reserve for the second year, given the following values:
b1 = 200 b2 = 150 b3 = 100
qx = .03 qx+1 = .06 qx+2 = .09
18. (8.33) A 2-year endowment contract issued to (x) has a failure benet of 1000 plus the reserve at the end of
the year of failure and a pure endowment benet of 1000. Given that i = .1, qx = .1 and qx+1 = .11, calculate
the net level benet premium.
19. (8.34) A whole life contract issued to (40) pays a benet, at the end of the year of failure, of bk for failure in
the kth year. The net premium P is equal to P20 , and the benet reserves satisfy t V =t V20 , for t = 0, 1, ..., 19.
Furthermore, q40+k = q20+k + .01, for k = 0, 1, ..., 19. Given that 11 V20 = .08154 and q30 = .008427, calculate
b11 .
20. (8.35) A continuously decreasing 25-year term insurance issued to (40) has a benet rate bt = 1000a25−t| for
failure at time t. The continuous net premium rate is P = 200. Given also that i = .05 and A50:15| = .6, nd
the benet reserve at time t = 10.

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Matemáticas Actuariales del Seguro de Personas I

Elisa Sugey Hernández Castañeda

Ejercicio del Bowers

Ejercicios del Cunningham

Px:3| = .33251 i = .06 lx = 100 lx+1 = 90

13. (8.23) Calculate ax+t , given the following values:

tV (Ax ) = .1 P (Ax ) = .0105 δ = .03

5 V35 = .04471 A35 = .17092 i = .05

qx = .03 qx+1 = .06 qx+2 = .09

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