APLICACIÓN DE LOS MODELOS LEE-CARTER Y RENSHAW-HABERMAN EN LOS SEGUROS DE VIDA Y MIXTOS

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...
Read More

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...
Read More

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...
Read More

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,...
Read More

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...
Read More

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...
Read More

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...
Read More