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Hacia una central de siniestros : dime qué reclamas y te diré quién eres (Towards a Claims Bureau: Tell Me What Do You Claim and I Will Tell You Who You Are)
Dassatti, Cecilia - 2019
English Abstract: In recent decades, databases with accident statistics have been developed in some insurance lines of … business, both motivated by theoretical foundations of insurance price design models, as well as the search for greater … transparency in insurance markets. This paper analyzes both types of fundamentals in order to propose the implementation of …
Persistent link: https://www.econbiz.de/10012864055
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Modelización financiero-actuarial de un seguro de dependencia = Long Term Care Insurance Actuarial Model
Herranz Peinado, Patricia; Guerrero Casas, Flor M.; … - In: Revista de Métodos Cuantitativos para la Economía y … 6 (2008) 1, pp. 42-73
expected results, and it makes necessary the existence of private insurance. Currently, there are few studies on long term care … in our country. An approach to premiums of a private insurance can serve as reference for the studies by insurers. This … the other hand, computing private insurance premiums. …
Persistent link: https://www.econbiz.de/10005403972
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MODELOS DE ESTIMACION DE LA PROBABILIDAD DE NEGOCIACION INFORMADA: UNA COMPARACION METODOLOGICA EN EL MERCADO ESPAÑOL
Abad, David; Rubia, Antonio - Instituto Valenciano de Investigaciones Económicas (IVIE) - 2005
Determining the degree of informational asymmetry is a major topic in the literature of modern microstructure. In this paper, we review and analyze the suitability of the models for estimating the probability of informed trading [Easley et al., 1996; Nyholm, 2002, 2003]. The empirical analysis is...
Persistent link: https://www.econbiz.de/10005212531
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Selección adversa en la convocatoria docente para educación primaria, media y básica en Colombia
Orozco, David Tobón; Piedad Patricia Restrepo R.; … - In: Lecturas de Economía (2007) 67, pp. 161-194
This paper analyses the selection of teachers in basic and media education in Colombia under an adverse selection model. We monitor the teacher´s wages and the institutional change, and the results of one of the contests for Medellin. The relative wages of attachment to the teaching profession...
Persistent link: https://www.econbiz.de/10005464631
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Estimación de reservas en una compañía aseguradora: Una aplicación en Excel del método Chain-Ladder y Bootstrap
Álvarez-Jareño, José Antonio; Coll-Serrano, Vicente - In: Revista de Métodos Cuantitativos para la Economía y … 14 (2012), pp. 124-136
Insurance companies have to estimate reserves and provisions to cover the payment of either unreported claims or … real problem which insurance companies have to face, its solving has a special interest for students of Actuarial Sciences …
Persistent link: https://www.econbiz.de/10011307180
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Seguros agrícolas paramétricos: Una revisión de la literatura
Jemio, Luis Carlos - 2024
Agricultural insurances based on a climate index are an innovative form of insurance that represent a viable …
Persistent link: https://www.econbiz.de/10014540903
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Life insurance valuation using exotic options
Pesce, Gabriela; Milanesi, Gastón; El Alabi, Emilio; … - In: Revista de Métodos Cuantitativos para la Economía y … 32 (2021), pp. 214-240
This paper presents the analysis and valuation of an individual, temporary, and leveled-prime life insurance. It …
Persistent link: https://www.econbiz.de/10014494439
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Reinsurance and distribution of dividends as solvency control tools in a non-life insurance
Mármol, Maite; Gutierrez Viñuela, Emilio - In: Revista de Métodos Cuantitativos para la Economía y … 27 (2019), pp. 188-206
The object of study of this paper is the analysis of the level of reserves in a non-life insurance portfolio. The …
Persistent link: https://www.econbiz.de/10014494550
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Medición del riesgo de renta variable mediante modelos internos en Solvencia II
Durán Sontomil, Pablo; Otero González, Luis A.; … - In: Investigaciones Europeas de Dirección y Economía de … 18 (2012) 1, pp. 53-68
This work focuses on developing an internal model for equity risk under Solvency II. We have used monthly data for the series of Ibex 35, Cac 40, FTSE 100 and Dax in the period between January 1992 and December 2008. This work fits by maximum likelihood method the model of normal returns, based...
Persistent link: https://www.econbiz.de/10010280594
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Estimación de reservas en una compañía aseguradora : una aplicación en Excel del método Chain-Ladder y Bootstrap
Álvarez-Jareño, José Antonio; Coll-Serrano, Vicente - In: Revista de métodos cuantitativos para la economía y … 14 (2012), pp. 124-136
Insurance companies have to estimate reserves and provisions to cover the payment of either unreported claims or … real problem which insurance companies have to face, its solving has a special interest for students of Actuarial Sciences … an Excel application designed for that purpose. -- bootstrap ; Chain-Ladder method ; reserves ; insurance company ; Excel …
Persistent link: https://www.econbiz.de/10009731657