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Anales del Instituto de Actuarios Espanoles最新文献

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HIPOTECA INVERSA: IMPACTO DEL RIESGO DE LONGEVIDAD EN EL CASO ESPAÑOL 反向抵押贷款:西班牙案例中长寿风险的影响
IF 0.1
Anales del Instituto de Actuarios Espanoles Pub Date : 2021-01-01 DOI: 10.26360/2021_6
Atance, Debon, de la Fuente
{"title":"HIPOTECA INVERSA: IMPACTO DEL RIESGO DE LONGEVIDAD EN EL CASO ESPAÑOL","authors":"Atance, Debon, de la Fuente","doi":"10.26360/2021_6","DOIUrl":"https://doi.org/10.26360/2021_6","url":null,"abstract":"Abstract The demographic perspective in Spain highlights the need to incorporate new alternatives that allow the sustainability of the welfare state. Clearly, one of the main solutions will be the reverse mortgage, which allows the important real estate savings of the elderly to realese and to procure income complementary to public pensions. This article analyzes, from the point of view of longevity risk, the impact between the use of sex distinct mortality tables or unisex tables, showing he importance of global portfolio management by the bank. Keywords: Reverse Mortgage, Lump Sum, Mortality Modelling and Forecasting, Gender Equality, Longevity Risk.","PeriodicalId":40666,"journal":{"name":"Anales del Instituto de Actuarios Espanoles","volume":null,"pages":null},"PeriodicalIF":0.1,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69274441","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}
引用次数: 0
DYNAMIC DISTANCES BETWEEN STOCK MARKETS: USE OF UNCERTAINTY INDICES MEASURES 股票市场之间的动态距离:不确定性指数测量的使用
IF 0.1
Anales del Instituto de Actuarios Espanoles Pub Date : 2021-01-01 DOI: 10.26360/2021_3
Catalina Bolancé, C. Acuña, Salvador Torra
{"title":"DYNAMIC DISTANCES BETWEEN STOCK MARKETS: USE OF UNCERTAINTY INDICES MEASURES","authors":"Catalina Bolancé, C. Acuña, Salvador Torra","doi":"10.26360/2021_3","DOIUrl":"https://doi.org/10.26360/2021_3","url":null,"abstract":"Abstract In this study we consider how to more accurately identify the possible impact of systemic risk on spatial dependence related to the most significant financial crises over the last 17 years: the Lehman Brothers bankruptcy, the sub-prime mortgage crisis, the European debt crisis, Brexit and the COVID-19 pandemic which has also affected the financial markets. We analyse two new dynamic distances applied to stock markets based on exogenous criteria known as the World Uncertainty Index (WUI) and our proposed Google Trends Uncertainty Index (GTUI). We address the feasibility and benefits of these dynamic distances compared to an alternative criterion based on hours. Using the new proposed dynamic distance to obtain the Moran’s I statistic, we analyse the spatial dependence between the losses of 46 stock markets. Keywords: markets distances, uncertainty index, financial crisis, spatial dependence, stock market","PeriodicalId":40666,"journal":{"name":"Anales del Instituto de Actuarios Espanoles","volume":null,"pages":null},"PeriodicalIF":0.1,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69273755","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}
引用次数: 0
UNA PROPUESTA DE UNA PENSIÓN DE VIUDEDAD BASADA EN LA SITUACIÓN ECONÓMICA Y FAMILIAR 根据经济和家庭情况提出的寡妇养恤金建议
IF 0.1
Anales del Instituto de Actuarios Espanoles Pub Date : 2021-01-01 DOI: 10.26360/2021_1
J. De la Peña, Ainara Arsuaga, Gorka Villanueva
{"title":"UNA PROPUESTA DE UNA PENSIÓN DE VIUDEDAD BASADA EN LA SITUACIÓN ECONÓMICA Y FAMILIAR","authors":"J. De la Peña, Ainara Arsuaga, Gorka Villanueva","doi":"10.26360/2021_1","DOIUrl":"https://doi.org/10.26360/2021_1","url":null,"abstract":"The Spanish social security widow's pension is the second most expensive pension in Spain. Taking into account its own purpose: to alleviate economic need, as well as analysing the experience of 4 European countries of Spain's economic environment (Germany, France, United Kingdom and Ireland), this paper detects the relevant factors for reforming it. These are: age, family situation and the economic situation at the time of death. On the basis of these factors, this work makes a proposal that specifies the resulting widow's or widower's pension for each beneficiary. Keywords: widow's/widower's pension, pensions, Social Security, expenses","PeriodicalId":40666,"journal":{"name":"Anales del Instituto de Actuarios Espanoles","volume":null,"pages":null},"PeriodicalIF":0.1,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69274165","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}
引用次数: 0
RENTABILIDAD FINANCIERO-FISCAL DE LAS RENTAS DE JUBILACIÓN TEMPORALES O VITALICIAS ASEGURADAS Y CONTRATADAS A PRIMA ÚNICA 为一次性保费投保的临时或终身退休收入的财务和税收盈利能力
IF 0.1
Anales del Instituto de Actuarios Espanoles Pub Date : 2021-01-01 DOI: 10.26360/2021_5
Pérez-Fructuoso, Alegre Escolano
{"title":"RENTABILIDAD FINANCIERO-FISCAL DE LAS RENTAS DE JUBILACIÓN TEMPORALES O VITALICIAS ASEGURADAS Y CONTRATADAS A PRIMA ÚNICA","authors":"Pérez-Fructuoso, Alegre Escolano","doi":"10.26360/2021_5","DOIUrl":"https://doi.org/10.26360/2021_5","url":null,"abstract":"Abstract This works intends to determine the insured’s financial and fiscal payoff in deferred life annuities. We will obtain the respective analytical expressions of the operation's payoff probability distribution, of the expected payoff, and of other additional risk parameters to be used. We attach the numerical application of a particular case. This study shows the applicability of its results, and thus allows the insured to make his or her decisions with the maximum information within random environments. Keywords: Probability distribution of real return; expected return; risk indicators based on the probability distribution of the real return; deferred life annuity.","PeriodicalId":40666,"journal":{"name":"Anales del Instituto de Actuarios Espanoles","volume":null,"pages":null},"PeriodicalIF":0.1,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69274324","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}
引用次数: 0
Tarificación analítica avanzada para cálculo de escenarios postcovid19 en los seguros de automóviles 汽车保险中新型冠状病毒后情景计算的高级分析定价
IF 0.1
Anales del Instituto de Actuarios Espanoles Pub Date : 2020-11-01 DOI: 10.26360/2020_7
M. Guillén, M. Guillén
{"title":"Tarificación analítica avanzada para cálculo de escenarios postcovid19 en los seguros de automóviles","authors":"M. Guillén, M. Guillén","doi":"10.26360/2020_7","DOIUrl":"https://doi.org/10.26360/2020_7","url":null,"abstract":"","PeriodicalId":40666,"journal":{"name":"Anales del Instituto de Actuarios Espanoles","volume":null,"pages":null},"PeriodicalIF":0.1,"publicationDate":"2020-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47600940","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}
引用次数: 0
Advanced model of calculation of capital for operational risk: top-down approach 操作风险资本计算的先进模型:自顶向下方法
IF 0.1
Anales del Instituto de Actuarios Espanoles Pub Date : 2020-11-01 DOI: 10.26360/2020_8
E. González, Estefania Gonzalez
{"title":"Advanced model of calculation of capital for operational risk: top-down approach","authors":"E. González, Estefania Gonzalez","doi":"10.26360/2020_8","DOIUrl":"https://doi.org/10.26360/2020_8","url":null,"abstract":"","PeriodicalId":40666,"journal":{"name":"Anales del Instituto de Actuarios Espanoles","volume":null,"pages":null},"PeriodicalIF":0.1,"publicationDate":"2020-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69274063","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}
引用次数: 0
Estimación de modelos de mortalidad estocástica para Chile 智利随机死亡率模型的估计
IF 0.1
Anales del Instituto de Actuarios Espanoles Pub Date : 2020-11-01 DOI: 10.26360/2020_9
Ana Perez-Martin
{"title":"Estimación de modelos de mortalidad estocástica para Chile","authors":"Ana Perez-Martin","doi":"10.26360/2020_9","DOIUrl":"https://doi.org/10.26360/2020_9","url":null,"abstract":"","PeriodicalId":40666,"journal":{"name":"Anales del Instituto de Actuarios Espanoles","volume":null,"pages":null},"PeriodicalIF":0.1,"publicationDate":"2020-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69274071","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}
引用次数: 0
Efecto de la jubilación demorada y activa en el sistema de pensiones de la Seguridad Social española 延迟和积极退休对西班牙社会保障养老金制度的影响
IF 0.1
Anales del Instituto de Actuarios Espanoles Pub Date : 2020-11-01 DOI: 10.26360/2020_3
Iñaki de la Peña
{"title":"Efecto de la jubilación demorada y activa en el sistema de pensiones de la Seguridad Social española","authors":"Iñaki de la Peña","doi":"10.26360/2020_3","DOIUrl":"https://doi.org/10.26360/2020_3","url":null,"abstract":"","PeriodicalId":40666,"journal":{"name":"Anales del Instituto de Actuarios Espanoles","volume":null,"pages":null},"PeriodicalIF":0.1,"publicationDate":"2020-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69273983","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}
引用次数: 0
Mortality of elite football players in Portugal and Spain 葡萄牙和西班牙优秀足球运动员的死亡率
IF 0.1
Anales del Instituto de Actuarios Espanoles Pub Date : 2020-11-01 DOI: 10.26360/2020_6
O. Simões, O. Simões
{"title":"Mortality of elite football players in Portugal and Spain","authors":"O. Simões, O. Simões","doi":"10.26360/2020_6","DOIUrl":"https://doi.org/10.26360/2020_6","url":null,"abstract":"","PeriodicalId":40666,"journal":{"name":"Anales del Instituto de Actuarios Espanoles","volume":null,"pages":null},"PeriodicalIF":0.1,"publicationDate":"2020-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69274048","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}
引用次数: 0
On flood risk management across socio-economic environments 关于跨社会经济环境的洪水风险管理
IF 0.1
Anales del Instituto de Actuarios Espanoles Pub Date : 2020-11-01 DOI: 10.26360/2020_4
W. Ni, W. Ni
{"title":"On flood risk management across socio-economic environments","authors":"W. Ni, W. Ni","doi":"10.26360/2020_4","DOIUrl":"https://doi.org/10.26360/2020_4","url":null,"abstract":"","PeriodicalId":40666,"journal":{"name":"Anales del Instituto de Actuarios Espanoles","volume":null,"pages":null},"PeriodicalIF":0.1,"publicationDate":"2020-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69274037","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}
引用次数: 0
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