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...
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Cálculo de reservas con modelos lineales generalizados mixtos haciendo uso del software R

Cálculo de reservas con modelos lineales generalizados mixtos haciendo uso del software R Claim reserving with generalized linear mixed models by using R software Eva Boj del Val y Judit Esquinas Figueras   Abstract It is presented an application of generalized linear mixed models to the claim reserving problem, when data is of individual type, that generally corresponds to RBNS (Reported But Not Settled) claims. Reserves by years of origin and total are calculated and, with para...
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