Modelos para o cálculo do prémio em seguro de vida

Abstract

This work mathematical ly describes the actuarial models for the calculation of life insurance premiums, with implementation in the R software. The pricing includes individual life insurance as wel l as two-life insurance, both in continuous and discrete time. Mortality and commutation tables are used to simplify the premium calculations in the discrete model, while the con tinuous model fol lows the Gompertz-Makeham law. Instead of relying on pre-existing package s, a manual implementation of the models in R is chosen, al lowing for a personalized application of actuarial theory. The work also includes the determination and analysis of premiums for whole life, term, and endowment life insurance, taking into account the age factor of the policyholder.