{"title":"APLICACIÓN DE LOS MODELOS LEE-CARTER Y RENSHAW-HABERMAN EN LOS SEGUROS DE VIDA Y MIXTOS","authors":"Yovanna Macias, Miguel Santolino","doi":"10.26360/2018_3","DOIUrl":"https://doi.org/10.26360/2018_3","url":null,"abstract":"","PeriodicalId":40666,"journal":{"name":"Anales del Instituto de Actuarios Espanoles","volume":null,"pages":null},"PeriodicalIF":0.1,"publicationDate":"2018-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49086525","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"LA CONDUCTA DEL RETIRO: EL CASO DE UN PAÍS PRODUCTOR DE PETRÓLEO","authors":"Jose de Jesus Rocha Salazar, Carmen Boado Penas","doi":"10.26360/2018_5","DOIUrl":"https://doi.org/10.26360/2018_5","url":null,"abstract":"","PeriodicalId":40666,"journal":{"name":"Anales del Instituto de Actuarios Espanoles","volume":null,"pages":null},"PeriodicalIF":0.1,"publicationDate":"2018-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69273513","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"LA EQUIDAD ACTUARIAL DE LAS PENSIONES DE INCAPACIDAD PERMANENTE EN ESPAÑA","authors":"Enrique Devesa, Robert Meneu, Yulia Osipova","doi":"10.26360/2018_2","DOIUrl":"https://doi.org/10.26360/2018_2","url":null,"abstract":"","PeriodicalId":40666,"journal":{"name":"Anales del Instituto de Actuarios Espanoles","volume":null,"pages":null},"PeriodicalIF":0.1,"publicationDate":"2018-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69273435","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
J. I. De la Peña, J. I. De la Peña, M. Peña, O. Fotinopoulou
{"title":"LUCRO CESANTE POR INVALIDEZ PERMANENTE DERIVADA DE ACCIDENTE DE CIRCULACIÓN: VALORACIÓN VERSUS BAREMO","authors":"J. I. De la Peña, J. I. De la Peña, M. Peña, O. Fotinopoulou","doi":"10.26360/2018_1","DOIUrl":"https://doi.org/10.26360/2018_1","url":null,"abstract":"","PeriodicalId":40666,"journal":{"name":"Anales del Instituto de Actuarios Espanoles","volume":null,"pages":null},"PeriodicalIF":0.1,"publicationDate":"2018-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48849476","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"MACHINE LEARNING Y MODELIZACIÓN PREDICTIVA PARA LA TARIFICACIÓN EN EL SEGURO DE AUTOMÓVILES","authors":"Montserrat Guillén, Monserrat Guillen, Jessica Pesantez-Narvaez","doi":"10.26360/2018_6","DOIUrl":"https://doi.org/10.26360/2018_6","url":null,"abstract":"","PeriodicalId":40666,"journal":{"name":"Anales del Instituto de Actuarios Espanoles","volume":null,"pages":null},"PeriodicalIF":0.1,"publicationDate":"2018-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69273854","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"¿HAY VERDADERAMENTE UNA FÓRMULA ESTÁNDAR PARA EL RIESGO DE SUSCRIPCIÓN DE VIDA?","authors":"Asier Garayeta, J. I. de la Peña Esteban","doi":"10.26360/2017_3","DOIUrl":"https://doi.org/10.26360/2017_3","url":null,"abstract":"","PeriodicalId":40666,"journal":{"name":"Anales del Instituto de Actuarios Espanoles","volume":null,"pages":null},"PeriodicalIF":0.1,"publicationDate":"2017-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69273696","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"AUTOMATIC BALANCING MECHANISM IN PAY-AS-YOU GO PENSION SYSTEMS: A SOLUTION TO FACE DEMOGRAPHIC RISK AND RESTORES SUSTAINABILITY?","authors":"María Ferrer Fernández, Mª del Carmen Boado Peñas","doi":"10.26360/2017_7","DOIUrl":"https://doi.org/10.26360/2017_7","url":null,"abstract":"","PeriodicalId":40666,"journal":{"name":"Anales del Instituto de Actuarios Espanoles","volume":null,"pages":null},"PeriodicalIF":0.1,"publicationDate":"2017-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69273423","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Rafael Moreno Ruiz, Eduardo Trigo Martínez, Olga Gómez Pérez-Cacho, Rubén Nicolás Escobar López
{"title":"RENTABILIDAD ESPERADA EN SEGUROS DE VIDA: ANÁLISIS ACTUARIAL DE LA METODOLOGÍA DE CÁLCULO A LA LUZ DE LA ORDEN ECC/2329/2014, DE 12 DE DICIEMBRE","authors":"Rafael Moreno Ruiz, Eduardo Trigo Martínez, Olga Gómez Pérez-Cacho, Rubén Nicolás Escobar López","doi":"10.26360/2017_5","DOIUrl":"https://doi.org/10.26360/2017_5","url":null,"abstract":"","PeriodicalId":40666,"journal":{"name":"Anales del Instituto de Actuarios Espanoles","volume":null,"pages":null},"PeriodicalIF":0.1,"publicationDate":"2017-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69273302","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Padilla-Barreto, Alemar E., Guillen, Montserrat, Bolance, Catalina
{"title":"BIG-DATA ANALYTICS EN SEGUROS","authors":"Padilla-Barreto, Alemar E., Guillen, Montserrat, Bolance, Catalina","doi":"10.26360/2017_1","DOIUrl":"https://doi.org/10.26360/2017_1","url":null,"abstract":"","PeriodicalId":40666,"journal":{"name":"Anales del Instituto de Actuarios Espanoles","volume":null,"pages":null},"PeriodicalIF":0.1,"publicationDate":"2017-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69273550","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Ewa Dylewska, J. Fana, Antonio Martínez, J. L. V. Zanón
espanolLa observacion de la estructura de los requisitos de capital de Solvencia II para un ejemplo de un seguro de vida y supervivencia indica que el elemento principal del sub-modulo de riesgo de suscripcion de vida se corresponde con el riesgo de caidas de cartera. Por lo tanto, la primera tarea en la optimizacion de los requisitos de capital consiste en la busqueda de posibles reducciones de requisitos de capital correspondientes a este riesgo. Los resultados del analisis implican que para productos similares al estudiado la formula estandar puede ser demasiado onerosa respecto a los requisitos de capital por riesgo de cartera. EnglishAnalysis of the structure of capital requirements within life underwriting sub-module of an example endowment product revealed the importance of lapse risk as a major component. Therefore, the initial solvency capital requirements optimization efforts consist in analyzing the possible reduction of capitals that would correspond to this risk. Results of the analysis indicate that standard formula might not be prudent enough in case of products similar to the studied.
{"title":"MODELIZACIÓN ESTOCÁSTICA DE LOS REQUISITOS DE CAPITAL DE SOLVENCIA II POR EL RIESGO DE CAÍDAS DE CARTERA PARA UN SEGURO DE VIDA DE LARGA DURACIÓN","authors":"Ewa Dylewska, J. Fana, Antonio Martínez, J. L. V. Zanón","doi":"10.26360/2017_4","DOIUrl":"https://doi.org/10.26360/2017_4","url":null,"abstract":"espanolLa observacion de la estructura de los requisitos de capital de Solvencia II para un ejemplo de un seguro de vida y supervivencia indica que el elemento principal del sub-modulo de riesgo de suscripcion de vida se corresponde con el riesgo de caidas de cartera. Por lo tanto, la primera tarea en la optimizacion de los requisitos de capital consiste en la busqueda de posibles reducciones de requisitos de capital correspondientes a este riesgo. Los resultados del analisis implican que para productos similares al estudiado la formula estandar puede ser demasiado onerosa respecto a los requisitos de capital por riesgo de cartera. EnglishAnalysis of the structure of capital requirements within life underwriting sub-module of an example endowment product revealed the importance of lapse risk as a major component. Therefore, the initial solvency capital requirements optimization efforts consist in analyzing the possible reduction of capitals that would correspond to this risk. Results of the analysis indicate that standard formula might not be prudent enough in case of products similar to the studied.","PeriodicalId":40666,"journal":{"name":"Anales del Instituto de Actuarios Espanoles","volume":null,"pages":null},"PeriodicalIF":0.1,"publicationDate":"2017-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69273258","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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