Implicaciones éticas de los life settlements y los viatical settlements

SOME ETHICAL ISSUES IN LIFE SETTLEMENTSAND VIATICAL SETTLEMENTS IMPLICACIONES ÉTICAS DE LOS LIFE SETTLEMENTS Y LOS VIATICAL SETTLEMENTS Jorge de Andrés-Sánchez Actuario de Seguros, Profesor de Economía Financiera y miembro del grupo de investigación Social and Business Research de la Universidad Rovira i Virgili. Fecha de recepción: 12/05/2020 Fecha de aceptación: 03/07/2020 Abstract This paper analyses ethical and moral implications of life settlements and viatical set...
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Algoritmos de machine learning para la detección de fraude en el seguro de automóviles

MACHINE LEARNING ALGORITHMS FOR AUTO INSURANCE FRAUD DETECTION ALGORITMOS DE MACHINE LEARNING PARA LA DETECCIÓN DEL FRAUDE EN EL SEGURO DE AUTOMÓVILES Badal Valero, Elena; Sanjuán Díaz, Andrés; y Segura Gisbert, Jorge Facultat d´Economia, Universitat de València. Avenida de los naranjos SN. 46022 (Valencia). Fecha de recepción: 18/06/2020Fecha de aceptación: 02/11/2020 Abstract Automobile insurance fraud has increased considerably in recent years, undoubtedly boosted by the ec...
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Efecto de la jubilación demorada y activa en el sistema de pensiones de la Seguridad Social española

EFFECT OF DELAYED AND ACTIVE RETIREMENT ON THE SPANISH SOCIAL SECURITY PENSION SYSTEM EFECTO DE LA JUBILACIÓN DEMORADA Y ACTIVA EN EL SISTEMA DE PENSIONES DE LA SEGURIDAD SOCIAL ESPAÑOLA Ainara Arsuaga, J. Iñaki De La Peña, y Ander Llorente Fecha de recepción: 17/0/2020Fecha de aceptación: 20/10/2020 Abstract The Spanish Social Security system allows, under a number of conditions, both early retirement and delayed retirement above an ordinary retirement age. While the impact of e...
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Cap&Trap and alternatives in price discrimination

CAP & TRAP AND ALTERNATIVES IN PRICE DISCRIMINATIONCAP & TRAP Y ALTERNATIVAS EN LA DISCRIMINACIÓN DE PRECIOS Imogen Hirsh and Hirbod Assa Reception date: August 8th 2020Acceptance date: October 10th 2020 Abstract Cap and Trap is a mechanism for smoothing rate change at policy renewal. However, this method still can expose an insurance company to a potential conduct risk. Individual clients could be overcharged or undercharged on an individual basis for their risk. This paper...
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Tarificación analítica avanzada para el cálculo de escenarios post-covid19 en los seguros de automóviles

ADVANCED ANALYTICS PRICING FOR THE CALCULATION OF POST-COVID19 SCENARIOS IN AUTOMOBILE INSURANCE TARIFICACIÓN ANALÍTICA AVANZADA PARA CÁLCULO DE ESCENARIOS POST-COVID19 EN LOS SEGUROS DE AUTOMÓVILES Xenxo Vidal-Llana y Montserrat Guillen Fecha de recepción: 29/09/2020Fecha de aceptación: 07/11/2020 Abstract The reduction in mobility during the COVID19 pandemic has led to a reduction in the accident claims rate in motor insurance. Insurance companies will need to calculate pricing...
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Advanced model of calculation of capital for operational risk: top-down approach

ADVANCED MODEL OF CALCULATION OF CAPITAL FOR OPERATIONAL RISK: TOP-DOWN APPROACH MODELO AVANZADO DE CÁLCULO DE CAPITAL POR RIESGO OPERACIONAL: ENFOQUE “TOP-DOWN” Estefanía González Carbonell Reception date: September 3rd 2020Acceptance date: November 24th, 2020 Abstract The Entities are exposed to disruptive events derived from operational risk. To provide coverage against this risk, an advanced model has been developed to quantify the Economic Capital required to cover losses...
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Estimación de modelos de mortalidad estocástica para Chile

ESTIMATION OF STOCHASTIC MORTALITY MODELS FOR CHILE ESTIMACIÓN DE MODELOS DE MORTALIDAD ESTOCÁSTICA PARA CHILE Pablo Andrés Moyano Silva, Ana María Pérez Marín y Miguel Santolino Fecha de recepción: 10/08/2020Fecha de aceptación: 29/11/2020 Abstract In this article we fit the Lee-Carter, Renshaw-Haberman and Cairns-Blake-Dowd models, presented in the framework of generalised age-period-cohort stochastic mortality models, to mortality data of Chile. The Lee-Carter model with binom...
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Mortality of elite football players in Portugal and Spain

MORTALITY OF ELITE FOOTBALL PLAYERS INPORTUGAL AND SPAIN MORTALIDAD DE FUTBOLISTAS DE ÉLITE ENESPAÑA Y PORTUGAL Onofre Simões e Inês Marques Reception date: September 2nd 2020Acceptance date: November 11th 2020 Abstract The health benefits of physical activity have been demonstrated. However, there is a growing debate over the potential adverse effects of strenuous physical activity, particularly at a professional level. The goal of this work is to investigate whether elite a...
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On flood risk management across socio-economic environments

ON FLOOD RISK MANAGEMENT ACROSS SOCIO-ECONOMIC ENVIRONMENTS GESTIÓN DEL RIESGO POR INUNDACIONES EN PAÍSES CON DISTINTAS CARACTERÍSTICAS SOCIOECONÓMICAS Weihong Ni, Kira Henshaw, Wei Zhu, Jing Wang, Maoqi Hu, and Corina Constantinescu Date of reception: September 8ᵗʰ 2020 Date of acceptance: October 24ᵗʰ 2020 Abstract In this paper, we discuss the insuring of flood losses across socio-economicenvironments, by pooling their risk exposures at continental and global levels. G...
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Anales del Instituto de Actuarios Españoles 2020

Revista Anales del Instituto de Actuarios Españoles 2020 4ª época – Número 26– Año 2020 Deposito Legal M-3160-1961 – ISSN 0534-3232 – eISSN 2531-2308 Editorial Implicaciones éticas de los life settlements y los viatical settlements. (J. de Andrés-Sanchez). Algoritmos de machine learning para la detección de fraude en el seguro de automóviles (E. Badal, A. Sanjuán y J. Segura). Efecto de la jubilación demorada y activa en el sistema de pensiones de la Seguridad Social española ...
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