UNIVERSIDAD NACIONAL ABIERTA Y A DISTANCIA

TEORIA DE LAS DECISIONES

GRUPO:
212066_30

ESTUDIANTE
ALFREDO JOSE PERTUZ VEGA

TUTOR
RICARDO JAVIER PINEDA

UNIVERSIDAD NACIONAL ABIERTA Y A DISTANCIA

2020
 Exercise 1. Markov

XYZ insurance company charges its customers according to their accident history. If you have not had accident
the last two years you will be charged $ 719,000 (State 1); If you had accidents the first of the last two years yo
$ 778.000 (State 3). The historical behavior of each state is given

According to Table 1 by applying the Markovian processes, finding the transition matrix and solving

a. What is the transition matrix resulting from proportionality according to the accident history?
premium paid by a customer in Payoff, according to historical accident rate?

STATES E0 E1
EO 1230 820
E1 990 1155
E2 1125 1575
E3 780 780

STATES E0 E1
EO 0.3 0.2
E1 0.3 0.35
E2 0.25 0.35
E3 0.15 0.15

0.3 0.2
q= 0.3 0.35
0.25 0.35
0.15 0.15

E.1 0,3W+0,3X+0,25Y+0,15Z
E.2 0,2W+0,35X+0,35Y+0,15Z
p*q= E.3 0,25W+0,15X+0,4Y+0,25Z
E.4 0,25W+0,2X+0Y+0,45Z
E.5 W+X+Y+Z

E.1 (-0,7)W+0,3X+0,25Y+0,15Z
E.2 0,2W-0,65X+0,35Y+0,15Z
p*q= E.3 0,25W+0,15X-0,6Y+0,25Z
E.4 0,25W+0,2X+0Y-0,55Z
E.5 W+X+Y+Z-1
 W X Y Z
-0.7 0.3 0.25 0.15
0.2 -0.65 0.35 0.15
0.25 0.15 -0.6 0.25
0.25 0.2 0 -0.55
1 1 1 1

b.What is the average premium paid by a customer in Payoff, according to historical accident rate?

$ 630,426
 Exercise 1. Markov chains (steady state):

nt history. If you have not had accidents the last two years will be charged for the new policy $ 530,000 (state 0); if you have had an ac
cidents the first of the last two years you will be charged $ 517.000 (state 2) and if you had an accident the second of the last two year
historical behavior of each state is given by the following cases of accident, taken in four different events.

nding the transition matrix and solving the respective equations of p * q, where p is the transition matrix and q the vector [W X Y Z]. An

ng to the accident history? b. Wha

ate?

E2 E3 TOTAL
1025 1025 4100
495 660 3300
1800 0 4500
1300 2340 5200

E2 E3 TOTAL
0.25 0.25 1
0.15 0.2 1
0.4 0 1
0.25 0.45 1

Ʃ
0.25 0.25 1
0.15 0.2 1 p= WXYZ
0.4 0 1
0.25 0.45 1

0,3W+0,3X+0,25Y+0,15Z =W
,2W+0,35X+0,35Y+0,15Z =X
,25W+0,15X+0,4Y+0,25Z =Y
0,25W+0,2X+0Y+0,45Z =Z
W+X+Y+Z =1 W X
0.25 0.27
W+0,3X+0,25Y+0,15Z =0
0,65X+0,35Y+0,15Z =0
W+0,15X-0,6Y+0,25Z =0
W+0,2X+0Y-0,55Z =0
W+X+Y+Z-1 =0
 0 0.000E+00 E0 $ 530,000
0 -1.387778781E-17 E1 $ 719,000
0 6.9388939039E-18 E2 $ 517,000
0 0.0000E+00 E3 $ 778,000
-1 0

to historical accident rate?

ate 0); if you have had an accident in each of
second of the last two years will be charged

nd q the vector [W X Y Z]. Answer:

b. What is the average

Y Z
0.26 0.21
 Exercise 2. Markov chains (Initial state mult

In Colombia there are 5 main mobile operators such as Tigo, Comcel, Movistar, ETB and Uff, which
each client has to stay in their current operator or make

STATE TIGO COMCEL

TIGO 0.25 0.15
COMCEL 0.2 0.35
MOVISTAR 0.35 0.2
ETB 0.15 0.25
UFF 0.15 0.25

The current percentages of each operator in the current market are for Tigo 0.2 for Comcel 0.3

According to Table 2 by applying the Markovian criteria, solve the multiplication of the initial state
Answer:

a.Find the probability that each user stays with the mobile company f

STATE TIGO COMCEL MOVISTAR

TIGO 0.25 0.15 0.35
COMCEL 0.2 0.35 0.15
MOVISTAR 0.35 0.2 0.2
ETB 0.15 0.25 0.05
UFF 0.15 0.25 0.3

Periodo 0 TIGO COMCEL MOVISTAR

0.2 0.3 0.3

Periodo 1 TIGO COMCEL MOVISTAR

0.245 0.245 0.21

Periodo 2 TIGO COMCEL MOVISTAR

0.229 0.240 0.217

Periodo 3 TIGO COMCEL MOVISTAR

0.228 0.240 0.216
 hains (Initial state multiplication):

tar, ETB and Uff, which we will call states. The following chart summarizes the odds that
urrent operator or make a change of company.

MOVISTAR ETB UFF

0.35 0.1 0.15
0.15 0.1 0.2
0.2 0.2 0.05
0.05 0.25 0.3
0.3 0.15 0.15

Tigo 0.2 for Comcel 0.3, for Movistar 0.3, for ETB 0.1 and 0.1 for Uff (initial state).

ation of the initial state vector (market share) by the probability matrix (transition matrix).
Answer:

h the mobile company for the 3 next periods.

ETB UFF
0.1 0.15
0.1 0.2
0.2 0.05
0.25 0.3
0.15 0.15

ETB UFF
0.1 0.1

ETB UFF
0.15 0.15

ETB UFF
0.151 0.164

ETB UFF
0.153 0.163
 Exercise 3. Markov chains (Initial state multiplication):

In Colombia there are 6 main mobile operators such as Avantel, Tigo, Comcel, Movistar, ETB an
following chart summarizes the odds that each client has to stay in their current operator or

STATE TIGO COMCEL MOVISTAR ETB

TIGO 0.1 0.2 0.4 0.1
COMCEL 0.1 0.2 0.1 0.2
MOVISTAR 0.1 0.3 0.2 0.2
ETB 0.1 0.3 0.2 0.1
AVANTEL 0.1 0.15 0.35 0.1
UFF 0.1 0.2 0.2 0.3

The current percentages of each operator in the current market are for Tigo 0.1 for Comcel 0.2, for M
and 0.2 for Uff (initial state).

According to Table 3 by applying the Markovian criteria, solve the multiplication of the initial
probability matrix (transition matrix). Answer:

a.Find the probability that each user stays with the mobile company for the n

STATE TIGO COMCEL MOVISTAR ETB AVANTEL

TIGO 0.1 0.2 0.4 0.1 0.1
COMCEL 0.1 0.2 0.1 0.2 0.3
MOVISTAR 0.1 0.3 0.2 0.2 0.2
ETB 0.1 0.3 0.2 0.1 0.1
AVANTEL 0.1 0.15 0.35 0.1 0.1
UFF 0.1 0.2 0.2 0.3 0

Periodo 0 TIGO COMCEL MOVISTAR ETB

0.1 0.2 0.3 0.1

Periodo 1 TIGO COMCEL MOVISTAR ETB

0.1 0.235 0.215 0.19

Periodo 2 TIGO COMCEL MOVISTAR ETB

0.100 0.233 0.219 0.167

Periodo 3 TIGO COMCEL MOVISTAR ETB

0.100 0.231 0.220 0.170
Periodo 4 TIGO COMCEL MOVISTAR ETB
0.100 0.231 0.220 0.170
 state multiplication):

mcel, Movistar, ETB and Uff, which we will call states. The
their current operator or make a change of company.

AVANTEL UFF
0.1 0.1
0.3 0.1
0.2 0
0.1 0.2
0.1 0.2
0 0.2

0.1 for Comcel 0.2, for Movistar 0.3, for ETB 0.1, Avantel 0.1
al state).

ltiplication of the initial state vector (market share) by the

matrix). Answer:

mobile company for the nexts 4 periods.

UFF Po
0.1 0.1
0.1 0.2
0 0.3
0.2 0.1
0.2 0.1
0.2 0.2

AVANTEL UFF
0.1 0.2

AVANTEL UFF
0.15 0.11

AVANTEL UFF
0.158 0.124

AVANTEL UFF
0.156 0.123
AVANTEL UFF
0.156 0.123
 Exercise 4. Markov chains (Initial

Suppose that 4 types of soft drinks are obtained in the market: Colombian, Pepsi Cola, Fanta and
continue to consume 40%, 20% of which will buy Pepsi Cola, 10% that Fanta buys and 30% th
probability that he will continue to buy 30%, 20% buy Colombian, 20% that Fanta consumes and
consumed is 20%, 40% buy Colombian, 20% consume Pepsi Cola and 20% go to Coca Cola. If you
20% buy Colombian, 20% that consumes Pepsi C

At present, each Colombian brand, Pepsi Cola, Fanta and Coca Cola have the following perc

According to the data by applying the Markovian criteria, solve the multiplication of the initial

COLOMBIANA PEPSI COLA

COLOMBIANA 40 20
PEPSI COLA 20 30
FANTA 40 20
COCA COLA 20 20

COLOMBIANA PEPSI COLA

COLOMBIANA 0.4 0.2
PEPSI COLA 0.2 0.3
FANTA 0.4 0.2
COCA COLA 0.2 0.2

TERCERA SEMAN COLOMBIANA PEPSI COLA

0.3 0.2

CUARTA SEMANACOLOMBIANA PEPSI COLA

0.28 0.22

QUINTA SEMANA COLOMBIANA PEPSI COLA

0.28 0.22
 Markov chains (Initial state multiplication):

Pepsi Cola, Fanta and Coca Cola when a person has bought Colombian there is a probability that they will
Fanta buys and 30% that Coca Cola consumes; when the buyer currently consumes Pepsi Cola there is a
at Fanta consumes and 30% Coca Cola; if Fanta is currently consumed, the likelihood of it continuing to be
go to Coca Cola. If you currently consume Coca Cola the probability that it will continue to consume is 50%,
% that consumes Pepsi Cola and 10% that is passed to Fanta.

have the following percentages in market share respectively (30%, 20%, 10% and 40%) during week 3.

tiplication of the initial state vector (market share) by the probability matrix (transition matrix). Answer:

FANTA COCA COLA TOTAL

10 30 100
20 30 100
20 20 100
10 50 100

FANTA COCA COLA TOTAL

0.1 0.3 1
0.2 0.3 1
0.2 0.2 1
0.1 0.5 1

FANTA COCA COLA

0.1 0.4

FANTA COCA COLA

0.13 0.37

FANTA COCA COLA

0.14 0.36
 Exercise 5. Markov chains (Initial state multiplication):

Suppose you get 6 types of Jeans brands in the Colombian market: Brand 1, Brand 2, B
3, Brand 4, Brand 5 and Brand 6. The following table shows the odds that you continu
use the same brand or change it.

STATE BRAND 1 BRAND 2 BRAND 3 BRAND 4 BRAND 5

BRAND 1 0.18 0.18 0.15 0.21 0.18
BRAND 2 0.14 0.18 0.2 0.19 0.15
BRAND 3 0.13 0.16 0.15 0.21 0.2
BRAND 4 0.22 0.16 0.18 0.2 0.18
BRAND 5 0.15 0.17 0.15 0.17 0.15
BRAND 6 0.17 0.15 0.17 0.19 0.19

At present, brand, have the following percentages in market share respectively (20%, 15%, 17%, 1
13% y 20%) during week 4.

According to the data by applying the Markovian criteria, solve the multiplication of the initial st
vector (market share) by the probability matrix (transition matrix). Answer:

a.Find the transition matrix.

b.Find the probability that each user stays with the mark or change to another for periodS 4, 5, 6 and period 7.

STATE BRAND 1 BRAND 2 BRAND 3 BRAND 4 BRAND 5

BRAND 1 0.18 0.18 0.15 0.21 0.18
BRAND 2 0.14 0.18 0.2 0.19 0.15
BRAND 3 0.13 0.16 0.15 0.21 0.2
BRAND 4 0.22 0.16 0.18 0.2 0.18
BRAND 5 0.15 0.17 0.15 0.17 0.15
BRAND 6 0.17 0.15 0.17 0.19 0.19

PERIODO 4 BRAND 1 BRAND 2 BRAND 3 BRAND 4

0.20 0.15 0.17 0.15
PERIODO 5 BRAND 1 BRAND 2 BRAND 3 BRAND 4
0.17 0.17 0.17 0.20

PERIODO 6 BRAND 1 BRAND 2 BRAND 3 BRAND 4

0.17 0.17 0.17 0.20

PERIODO 7 BRAND 1 BRAND 2 BRAND 3 BRAND 4

0.17 0.17 0.17 0.20
te multiplication):

ian market: Brand 1, Brand 2, Brand

shows the odds that you continue to
nge it.

BRAND 6 TOTAL
0.1 1
0.14 1
0.15 1
0.06 1
0.21 1
0.13 1

espectively (20%, 15%, 17%, 15%,

e multiplication of the initial state

tion matrix). Answer:

eriodS 4, 5, 6 and period 7.

BRAND 6 Po
0.1 0.2
0.14 0.15
0.15 0.17
0.06 0.15
0.21 0.13
0.13 0.2

BRAND 5 BRAND 6
0.13 0.20
BRAND 5 BRAND 6
0.18 0.13

BRAND 5 BRAND 6
0.17 0.13

BRAND 5 BRAND 6
0.17 0.13