Mínimo limite Deducible ordinario

𝑑 𝐿𝑖𝑚𝑖𝑡𝑒
𝐸[𝑥 ⋀ 𝑑] = ∫ [1 − 𝐹(𝑥)]𝑑𝑥 𝐸[(𝑥 − 𝑑)+ ] = ∫ [1 − 𝐹(𝑥)]𝑑𝑥
0
𝑑
𝐸[(𝑥 − 𝑑)+ ] = 𝐸[𝑥 ] − 𝐸[𝑥 ⋀ 𝑑]
𝑑 𝐿𝑖𝑚𝑖𝑡𝑒
𝐸[(𝑥 ⋀ 𝑑)2 ] = ∫ 𝑥 2 𝑓(𝑥)𝑑𝑥 𝐸[(𝑥 − 𝑑) 2 (𝑥 − 𝑑)2 𝑓(𝑥) 𝑑𝑥
0 +] =∫
+ 𝑑 2 [1 − 𝐹(𝑑)] 𝑑

𝑉𝐴𝑅[𝑥 ⋀ 𝑑] = 𝐸[(𝑥 ⋀ 𝑑)2 ] − 𝐸[𝑥 ⋀ 𝑑]2 𝑉𝐴𝑅[(𝑥 − 𝑑)+ ] = 𝐸[(𝑥 − 𝑑)2 + ] − 𝐸[(𝑥 − 𝑑)+ ]2
Deducible ordinario
𝐸[𝑌𝐿 ] = 𝐸[(𝑥 − 𝑑)+ ] = 𝐸[𝑥 ] − 𝐸[𝑥 ∧ 𝑑]
2
𝐸[𝑌𝐿 ] = 𝐸[𝑥 2 ] − 𝐸[(𝑥 ∧ 𝑑)2 ] − 2𝑑[𝐸[𝑥] − 𝐸[𝑥 ∧ 𝑑]]
Deducible franquicia
𝐸[𝑌𝐿 ] 𝐿𝑖𝑚𝑖𝑡𝑒
𝐸[𝑌𝑃 ] = 𝐸[(𝑥 − 𝑑)+ ] = ∫ [1 − 𝐹(𝑥)]𝑑𝑥 + 𝑑[1 − 𝐹(𝑑)]
1 − 𝐹(𝑑) 𝑑
𝐸[𝑌𝐿 2 ] 𝐸[(𝑥 − 𝑑)+ ] = [𝐸[𝑥 ⋀ 𝑢 ] − 𝐸[𝑥 ⋀ 𝑑]] + 𝑑[1 − 𝐹(𝑑)]
𝐸[𝑌𝑃 2 ] =
1 − 𝐹(𝑑)
Deducible ordinario y limite de póliza
𝑢
𝐸[𝑌𝐿 ] = 𝐸[(𝑥 − 𝑑)+ ] = ∫ [1 − 𝐹(𝑥)]𝑑𝑥 𝐸[𝑌𝐿 ] = [𝐸[𝑥 ⋀ 𝑢 ] − 𝐸[𝑥 ⋀ 𝑑]]
2
𝑢
𝑑 𝐸[𝑌𝐿 ] = [(𝐸[(𝑥 ∧ 𝑢)2 ] − 𝐸[(𝑥 ∧ 𝑑)2 ]) − 2𝑑(𝐸[𝑥 ∧ 𝑢 ] − 𝐸[𝑥 ∧ 𝑑])]
2
𝐸[𝑌𝐿 ] = ∫ (𝑥 − 𝑑)2 𝑓(𝑥)𝑑𝑥
𝑑
+ (𝑢 − 𝑑)2 [1
− 𝐹(𝑢)]
Deducible ordinario y limite de póliza con coaseguro
𝐸[𝑌𝐿 ] = 𝐸[(𝑥 − 𝑑)+ ] 𝐸[𝑌𝐿 ] = (1 − 𝑐) [𝐸[𝑥 ⋀ 𝑢 ] − 𝐸[𝑥 ⋀ 𝑑]]
𝑢
2
= 𝛼 ∫ [1 − 𝐹(𝑥)]𝑑𝑥 𝐸[𝑌𝐿 ] = [(𝐸[(𝑥 ∧ 𝑢)2 ] − 𝐸[(𝑥 ∧ 𝑑)2 ]) − 2𝑑(𝐸[𝑥 ∧ 𝑢 ] − 𝐸[𝑥 ∧ 𝑑])](1 − 𝑐)2
𝑑

𝑓(𝑥) 𝐹(𝑥) 𝐸[𝑥] 𝐸[𝑥 ⋀ 𝑑] 𝑌𝐿 (DEDUCIBLE ORDINARIO) 𝑌𝑃 (DEDUCIBLE ORDINARIO)

𝑥 𝑥 𝑑 𝑑
Expone 𝑒− 𝜃 𝑒− 𝜃 𝜃 𝐸[𝑌𝑃 ] = 𝜃
1− 𝐸[𝑥 ∧ 𝑑] = 𝜃 [1 − 𝑒− 𝜃] 𝐸[𝑌𝐿 ] = 𝜃𝑒 −𝜃
ncial 𝜃 𝑑 𝐸[𝑌𝑃 2 ] = 2 𝜃 2
𝜃 𝐸[(𝑥 ⋀ 𝑑)2 ] = 2𝜃 2 𝐸[𝑌𝐿 2 ] = 2 𝜃 2 𝑒 −𝜃
𝑑
− 2𝑑𝜃𝑒 −𝜃
𝑑
− 2𝜃 2 𝑒 − 𝜃
1 𝑥−𝑎 𝑥 𝜃 𝑢2 (𝜃 − 𝑑)2 𝜃−𝑑
Unifor = 𝐸[𝑥 ∧ 𝑑] = 𝑢 − 𝐸[𝑌𝐿 ] = 𝐸[𝑌𝑃 ] =
𝜃 𝜃−𝑎 𝜃 2 2𝜃 2𝜃 2
me
2𝑢3 2 (𝜃 − 𝑑)3 2 (𝜃 − 𝑑)2
(0, 𝜃) 2]
𝐸[(𝑥 ⋀ 𝑑) = 𝑢 −2
𝐸[𝑌𝐿 ] = 𝐸[𝑌𝑃 ] =
3
3𝜃 3𝜃

Pareto 𝛼𝜃 𝛼 1 𝜃 𝜃 (𝑑 + 𝜃) 𝜃 𝛼 𝑑+𝜃
𝛼 𝐸[𝑥 ∧ 𝑑] = [1 − 𝐸[𝑌𝐿 ] = ( ) 𝐸[𝑌𝑃 ] =
(𝛼, 𝜃) (𝑥 + 𝜃)𝛼+1 𝜃 𝛼−1 𝛼−1
(𝛼 − 1) 𝑑 + 𝜃 𝛼−1
−( ) 𝜃 𝛼−1
𝐸[𝑌𝑃 2 ]
𝑥+𝜃 (
𝑑+𝜃
) ];𝛼 ≠1 𝐸[𝑌𝐿 2 ]
2(𝑑 + 𝜃)2 𝜃 𝛼 2(𝑑 + 𝜃)2
= ( ) =
(𝛼 − 1)(𝛼 − 2) 𝑑 + 𝜃 (𝛼 − 1)(𝛼 − 2)