Reserva matemática actuarial para la extracción de recursos no-renovables a partir de variables de pérdida no-negativas

Rigoberto Real-Miranda; José Daniel López-Barrientos

doi:10.24310/recta.23.2.2022.19875

Autores/as

Rigoberto Real-Miranda Universidad An´ahuac
José Daniel López-Barrientos Universidad An´ahuac

DOI:

https://doi.org/10.24310/recta.23.2.2022.19875

Palabras clave:

Reserva matem´atica actuarial, programaci´on din´amica, recurso no-renovable, proceso recursivo, regla del trapecio, juegos diferenciales

Resumen

A partir de la definición tradicional de la reserva matemática actuarial de un seguro de vida vitalicio, se construye y estudia la reserva matemática para un recurso no-renovable, la cual considera la dinámica de extracción de este recurso como parte del beneficio obtenido. Aunque los recursos no renovables son finitos, se toma el supuesto de que el tiempo de vida futuro del recurso tiene un horizonte de tiempo infinito, y que su distribución es de alguna de las formas Exponencial, Weibull, Gamma y Chen. También se presenta un método que combina un proceso recursivo con la regla del trapecio el cual, de manera más general, permite calcular las componentes de la reserva matemática, sin importar la complejidad de la distribución o los parámetros del tiempo de vida futuro del recurso no-renovable.

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