We model the mortality behavior of the general population in Mexico using data from 1990 to 2009 and compare it to the mortality assumed in the tables used in Mexico for insured lives. We fi a Lee-Carter model, a Renshaw-Haberman model and an Age-Period-Cohort model. The data used are drawn from...

We model the mortality behavior of the general population in Mexico using data from 1990 to 2009 and compare it to the mortality assumed in the tables used in Mexico for insured lives. We fi a Lee-Carter model, a Renshaw-Haberman model and an Age-Period-Cohort model. The data used are drawn from...

The aim of this paper is to estimate the longevity risk and its trend according to the age of the individual. We focus on individuals over 65. We use the value-at-risk to measure the longevity risk. We have proposed the use of an alternative methodology based on the estimation of the truncated...

This article focuses on business risk management in the insurance industry. A methodology for estimating the profit loss caused by each customer in the portfolio due to policy cancellation is proposed. Using data from a European insurance company, customer behaviour over time is analyzed in...

This article studies which factors influence the appearance of subjective economic uncertainty and what are the economic expectations of individuals. The impact of the pandemic on the household economy and the subjective uncertainty based on a set of socioeconomic factors that cannot be observed...

The cost of operational risk refers to the capital needed to afford the loss generated by ordinary activities of a firm. In this work we demonstrate how allocation principles can be used to the subdivision of the aggregate capital so that the firm can distribute this cost across its various...

XGBoost is recognized as an algorithm with exceptional predictive capacity. Models for a binary response indicating the existence of accident claims versus no claims can be used to identify the determinants of traffic accidents. This study compared the relative performances of logistic...