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Anales del Instituto de Actuarios Espanoles最新文献

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APLICACIÓN DE LOS MODELOS LEE-CARTER Y RENSHAW-HABERMAN EN LOS SEGUROS DE VIDA Y MIXTOS Lee-Carter和Renshaw-Haberman模型在人寿和混合保险中的应用
IF 0.1
Anales del Instituto de Actuarios Espanoles Pub Date : 2018-11-01 DOI: 10.26360/2018_3
Yovanna Macias, Miguel Santolino
{"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}
引用次数: 0
LA CONDUCTA DEL RETIRO: EL CASO DE UN PAÍS PRODUCTOR DE PETRÓLEO 撤退行为:以石油生产国为例
IF 0.1
Anales del Instituto de Actuarios Espanoles Pub Date : 2018-11-01 DOI: 10.26360/2018_5
Jose de Jesus Rocha Salazar, Carmen Boado Penas
{"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}
引用次数: 0
LA EQUIDAD ACTUARIAL DE LAS PENSIONES DE INCAPACIDAD PERMANENTE EN ESPAÑA 西班牙永久残疾养恤金的精算公平性
IF 0.1
Anales del Instituto de Actuarios Espanoles Pub Date : 2018-11-01 DOI: 10.26360/2018_2
Enrique Devesa, Robert Meneu, Yulia Osipova
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引用次数: 0
LUCRO CESANTE POR INVALIDEZ PERMANENTE DERIVADA DE ACCIDENTE DE CIRCULACIÓN: VALORACIÓN VERSUS BAREMO 交通事故造成的永久残疾利润损失：评估与规模
IF 0.1
Anales del Instituto de Actuarios Espanoles Pub Date : 2018-11-01 DOI: 10.26360/2018_1
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}
引用次数: 0
MACHINE LEARNING Y MODELIZACIÓN PREDICTIVA PARA LA TARIFICACIÓN EN EL SEGURO DE AUTOMÓVILES 汽车保险定价的机器学习和预测建模
IF 0.1
Anales del Instituto de Actuarios Espanoles Pub Date : 2018-11-01 DOI: 10.26360/2018_6
Montserrat Guillén, Monserrat Guillen, Jessica Pesantez-Narvaez
{"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}
引用次数: 0
¿HAY VERDADERAMENTE UNA FÓRMULA ESTÁNDAR PARA EL RIESGO DE SUSCRIPCIÓN DE VIDA? 对于终身承保风险，真的有一个标准公式吗?
IF 0.1
Anales del Instituto de Actuarios Espanoles Pub Date : 2017-01-01 DOI: 10.26360/2017_3
Asier Garayeta, J. I. de la Peña Esteban
{"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}
引用次数: 0
AUTOMATIC BALANCING MECHANISM IN PAY-AS-YOU GO PENSION SYSTEMS: A SOLUTION TO FACE DEMOGRAPHIC RISK AND RESTORES SUSTAINABILITY? 现收现付养老金体系中的自动平衡机制:应对人口风险并恢复可持续性的解决方案?
IF 0.1
Anales del Instituto de Actuarios Espanoles Pub Date : 2017-01-01 DOI: 10.26360/2017_7
María Ferrer Fernández, Mª del Carmen Boado Peñas
{"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}
引用次数: 0
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 人寿保险预期盈利能力:根据12月12日ECC/2329/2014号命令对计算方法进行精算分析
IF 0.1
Anales del Instituto de Actuarios Espanoles Pub Date : 2017-01-01 DOI: 10.26360/2017_5
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}
引用次数: 0
BIG-DATA ANALYTICS EN SEGUROS 大数据分析
IF 0.1
Anales del Instituto de Actuarios Espanoles Pub Date : 2017-01-01 DOI: 10.26360/2017_1
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}
引用次数: 0
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 关于长期人寿保险投资组合下降风险的偿付能力II资本要求的随机建模
IF 0.1
Anales del Instituto de Actuarios Espanoles Pub Date : 2017-01-01 DOI: 10.26360/2017_4
Ewa Dylewska, J. Fana, Antonio Martínez, J. L. V. Zanón
{"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}
引用次数: 0
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