risk. Given the above, this paper presents a model of efficient portfolio optimization based on Markowitz´s theory, using … EWMA methodology for the calculation of portfolio risk. …

considerados y tramos de edad. = The study of the premium risk in the car insurance is really important because the insurance … market is very competitive. In this article we show a bonus-malus method of risk premiums. To do this, we use the Functional … applying the bonus-malus method that we have given, we are able to obtain the premium risk for different profiles and age …