APLICATION OF LEE-CARTER AND RENSHAW-HABERMAN MODELS IN LIFE INSURANCE PRODUCTS
APLICACIÓN DE LOS MODELOS LEE-CARTER Y RENSHAW-HABERMAN EN LOS SEGUROS DE VIDA Y MIXTOS
Yovanna Macias, Miguel Santolino
Artículo en Anales del Instituto de Actuarios Españoles 2018
Abstract
The article analyzes differences between estimated premiums in life and mixed insurance products using the mortality/life tables for the Spanish insured population with the estimated premiums if we rely on the mortalit...
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Anales 2018
LA CONDUCTA DEL RETIRO: EL CASO DE UN PAÍS PRODUCTOR DE PETRÓLEO
THE WITHDRAWAL BEHAVIOR: THE CASE OF AN OIL-PRODUCING COUNTRY
LA CONDUCTA DEL RETIRO: EL CASO DE UN PAÍS PRODUCTOR DE PETRÓLEO
José de Jesús Rocha Salazar, María del Carmen Boado-Penas
Artículo en Anales del Instituto de Actuarios Españoles 2018
Abstract
This study analyzes the impact of macroeconomic and financial variables on retirement decisions. Socio-demographic characteristics such as gender, age and level of education are considered. The unemployment rate is used as macroeconom...
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MACHINE LEARNING Y MODELIZACIÓN PREDICTIVA PARA LA TARIFICACIÓN EN EL SEGURO DE AUTOMÓVILES
MACHINE LEARNING AND PREDICTIVE MODELING FOR AUTOMOBILE INSURANCE PRICING
MACHINE LEARNING Y MODELIZACIÓN PREDICTIVA PARA LA TARIFICACIÓN EN EL SEGURO DE AUTOMÓVILES
Montserrat Guillen y Jessica Pesantez-Narváez
Artículo en Anales del Instituto de Actuarios Españoles 2018
Abstract
Historical records of insured policy holders constitute an ideal environment for the development of machine learning algorithms. These procedures are implemented on databases in order to extract knowledge. H...
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A COMPARISON OF THE EXTREME VALUE THEORY AND GARCH MODELS IN TERMS OF RISK MEASURES
A COMPARISON OF THE EXTREME VALUE THEORY AND GARCH MODELS IN TERMS OF RISK MEASURES
Ezgi Nevruz y Sule Sahin
Artículo en Anales del Instituto de Actuarios Españoles 2018
Abstract
In this paper, we apply extreme value theory (EVT) and time series models to eight developed and emerging stock markets published in the Morgan Stanley Capital International (MSCI) Index. Based on the Human Development Index (HDI) rankings, which are consistent with the MSCI index, we analyse Singapore, Spain,...
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ANÁLISIS DE LA DEPENDENCIA ESPACIAL ENTRE ÍNDICES BURSÁTILES
ANALYSIS OF SPATIAL DEPENDENCE BETWEEN STOCK INDICES
ANÁLISIS DE LA DEPENDENCIA ESPACIAL ENTRE ÍNDICES BURSÁTILES
Carlos Acuña, Catalina Bolancé, Salvador Torra
Artículo en Anales del Instituto de Actuarios Españoles 2018
Abstract
We discuss the benefits of using neighbourhood relations between stock markets based on time criteria, such as the time differences between countries and the simultaneous opening hours between markets, when they are compared with the distance in kilometres o...
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LA EQUIDAD ACTUARIAL DE LAS PENSIONES DE INCAPACIDAD PERMANENTE EN ESPAÑA
THE ACTUARIAL EQUITY OF THE SPANISH DISABILITY PENSIONS
LA EQUIDAD ACTUARIAL DE LAS PENSIONES DE INCAPACIDAD PERMANENTE EN ESPAÑA
José Enrique Devesa, Robert Meneu, Yulia Osipova
Artículo en Anales del Instituto de Actuarios Españoles 2018
Abstract
The main objective of the work is to analyze the actuarial inequities of the Spanish disability contributory subsystem, something that had not been considered until now. It is understandable that these inequities are admissible in some cas...
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LUCRO CESANTE POR INVALIDEZ PERMANENTE DERIVADA DE ACCIDENTE DE CIRCULACIÓN: VALORACIÓN VERSUS BAREMO
LOSS OF EARNINGS DUE TO PERMANENT DISABILITY BY A TRAFFIC ACCIDENT: VALUATION VERSUS SCALE
LUCRO CESANTE POR INVALIDEZ PERMANENTE DERIVADA DE ACCIDENTE DE CIRCULACIÓN: VALORACIÓN VERSUS BAREMO
J. Iñaki De La Peña, Miguel Ángel Peña, Olga Fotinopoulou
Artículo en Anales del Instituto de Actuarios Españoles 2018
Abstract
In Spain, the Scale (Law 35/2015, of September 22) is the new procedure to pay the traffic injuries. In order to rationalize the money compensations, this Scale establish...
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