Narrow search
Showing 1 - 10 of 18
Cover Image
El cálculo de la prima única de riesgo mediante la medida de riesgo transformada proporcional del tanto instantáneo
Hernández-Solís, Montserrat; Lozano Colomer, Cristina; … - In: Atlantic review of economics : AROE 1 (2013)
The goal of this research is to obtain a premium calculation principle, for the life business, based on a coherent risk measure, distorted probabilities with the Wang distortion function in the form of power, called “Proportional Hazards (PH) Transforms”. It justifies the recommendation of...
Persistent link: https://www.econbiz.de/10010231570
Cover Image
Estimación del recargo implícito en un seguro vida entera
Hernández-Solís, Montserrat; Lozano-Colomer, Cristina; … - In: Investigaciones en seguros y gestión del riesgo: …, (pp. 113-122). 2013
Persistent link: https://www.econbiz.de/10010466944
Cover Image
La prima de riesgo recargada en un seguro de rentas : tarificación mediante el uso de una medida de riesgo coherente
Hernández Solís, Montserrat; Lozano Colomer, Cristina; … - In: Revista de métodos cuantitativos para la economía y … 15 (2013), pp. 151-167
The goal of this study is to get a premium calculation principle, for the life insurance business, based on a coherent risk measure (Wang, 1995) in the form of power, called \Proportional Hazards (PH) Transforms" to justify the recommendation of Solvency II to reduce the effect of the mortality...
Persistent link: https://www.econbiz.de/10009776471
Cover Image
La prima de riesgo recargada en un seguro de rentas: Tarificación mediante el uso de una medida de riesgo coherente
Hernández Solís, Montserrat; Lozano Colomer, Cristina; … - In: Revista de Métodos Cuantitativos para la Economía y … 15 (2013), pp. 151-167
The goal of this study is to get a premium calculation principle, for the life insurance business, based on a coherent risk measure (Wang, 1995) in the form of power, called \Proportional Hazards (PH) Transforms" to justify the recommendation of Solvency II to reduce the effect of the mortality...
Persistent link: https://www.econbiz.de/10011307186
Cover Image
La prima de riesgo recargada en un seguro de rentas : tarificación mediante el uso de una medida de riesgo coherente
Hernández Solís, Montserrat; Lozano Colomer, Cristina; … - In: Revista de métodos cuantitativos para la economía y … 15 (2013), pp. 151-167
The goal of this study is to get a premium calculation principle, for the life insurance business, based on a coherent risk measure (Wang, 1995) in the form of power, called \Proportional Hazards (PH) Transforms" to justify the recommendation of Solvency II to reduce the effect of the mortality...
Persistent link: https://www.econbiz.de/10010160657
Cover Image
A linear goal programming method to recover risk neutral probabilities from options prices by maximum entropy
Vilar Zanón, José Luis; Peraita‑Ezcurra, Olivia - In: Decisions in economics and finance : DEF ; a journal of … 42 (2019) 1, pp. 259-276
Persistent link: https://www.econbiz.de/10012065216
Cover Image
Online product returns risk assessment and management
Vilar Zanón, José Luis; Vilar, Eduardo; Heras, Antonio - In: Top : an official journal of the Spanish Society of … 25 (2017) 3, pp. 445-466
Persistent link: https://www.econbiz.de/10011748612
Cover Image
An application of two-stage quantile regression to insurance ratemaking
Heras, Antonio; Moreno, Ignacio; Vilar Zanón, José Luis - In: Scandinavian actuarial journal (2018) 9, pp. 753-769
Persistent link: https://www.econbiz.de/10011939741
Cover Image
Statistical and soft computing approaches in insurance problems
Salcedo-Sanz, Sancho (contributor);  … - 2013
Persistent link: https://www.econbiz.de/10009755044
Cover Image
Modelos Aditivos Generalizados aplicados al análisis de la probabilidad de siniestro en el seguro del automóvil
Díaz Martínez, Zuleyka; Fernández Menéndez, José; … - In: Investigaciones en seguros y gestión del riesgo: …, (pp. 145-159). 2013
Persistent link: https://www.econbiz.de/10010466942