Matemàtica Econòmica, Financera i Actuarial: Recent submissions
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L'ús d'applets interactius per a l'aprenentatge manipulatiu de les matemàtiques a la universitat
Aquest estudi examina l'ús d’applets interactius per millorar l’aprenentatge de matemàtiques aplicades a l’economia. Els applets faciliten la comprensió activa amb visualitzacions dinàmiques. El grup experimental va superar ...
Merging-splitting-proofness in financial systems: A characterization result
In this paper, we explore the issue of manipulability in the setting of financial systems by considering two weak forms of immunity: merging-proofness and splitting-proofness. Not surprisingly, splitting-proofness conflicts ...
Do we need a (large) committee?
This paper studies committee design when a homogeneous population is uncertain about which alternative is correct, individuals can acquire costly information about the state of the world, and the decision must be taken via ...
Claims manipulations discriminate between egalitarian rules
We provide axiomatic characterizations of the constrained equal awards and constrainedequal losses rules by imposing immunity principles such as non-manipulability via merging(splitting) and strong non-manipulability via ...
Egalitarian-in-deviation rules relative to a reference system for resolving conflicting claim problems
We study claims problems in which agents may also have reference points. We show first that many classical rules satisfy an egalitarian property in this setting; namely, the differences between each agents’ payoff and the ...
LOSARI: A novel R-based statistical software to facilitate students’ self-regulated learning in statistics courses
This article presents the development of LOSARI, a novel R-based statistical software designed to facilitate students’ self-regulated learning (SRL) in statistics courses. LOSARI can be accessed online without installation ...
Local sensitivity analysis of heating degree day and cooling degree day temperature derivative prices
We study the local sensitivity of heating degree day (HDD) and cooling degree day (CDD) temper-ature futures and option prices with respect to perturbations in the deseasonalized temperature or inone of its derivatives up ...
Transforming Eurostat’s Table 29 into an Actuarial Balance Sheet: A Net Worth Approach to Assessing Public Pension Solvency
This article presents a transparent and replicable framework to assess the net worth of public pension systems within the broader context of fiscal sustainability and public sector balance sheets. Using Spain as a case ...
Matching markets with farsighted couples
We adopt the notion of the farsighted stable set to determine which matchings are stable when agents are farsighted in matching markets with couples. We show that a singleton matching is a farsighted stable set if and only ...
provisio: Área de trabajo en lenguaje R para el cálculo de provisiones técnicas en seguros no de vida con métodos deterministas
Requerimientos técnicos: Tener instalado el software R (cualquier versión) y cargar el área de trabajo.
A defined benefit pension plan model with stochastic salary and heterogeneous discounting
We study the time-consistent investment and contribution policies in a defined benefit stochastic pension fund where the manager discounts the instantaneous utility over a finite planning horizon and the final function at ...
Cooperative games with size-truncated information
We study the marginal worth vectors and their convex hull, the so-called Weber set, from the original coalitional game and the transformed one, which is called the Weber set of level k. We prove that the core of the original ...
Exploring investment potential in a context of nuclear phase-out uncertainty: Perfect vs. imperfect electricity markets
In view of the ongoing nuclear power debate in Europe, we analyze how uncertainty about a nuclear phase-out affects investment capacity decisions by Belgian electricity suppliers depending on the type of market structure ...
On the externality free shapley-shubik index
We address the problem of extending the Shapley-Shubik index to the class of simple games with externalities introduced in Alonso-Meijide et al. (2017). On the one hand, we provide bounds for any efficient, symmetric, and ...
Quantified trapezoidal fuzzy numbers
The aim of this work is to construct quantified trapezoidal fuzzy numbers as an extension of trapezoidal fuzzy numbers, by using modal intervals and accepting the possibility that the α-cuts of a trapezoidal fuzzy number ...
A hybrid stochastic volatility model in a Lévy market
This paper deals with the problem of pricing and hedging financial options in a hybrid stochastic volatility model with jumps and a comparative study of its stylized facts. Under these settings, the market is incomplete, ...
Bitcoin: ¿La moneda del futuro? Moneda electrònica Bitcoin
En el artículo que encontrareis a continuación veremos como Bitcoin, y las criptomonedas en general, son una alternativa muy a tener en cuenta al dinero corriente actual. Aunque este sistema aún está en un proceso experimental, ...
Remarks on solidarity in bankruptcy problems when agents merge or split
In this note, we investigate the relationship between non-manipulability via merging (splitting) and strong non-manipulability via merging (splitting). Our analysis reveals that while these two non-manipulability axioms ...
Un mapa de las nuevas economías
La crítica y limitaciones en la explicación sobre todo de las crisis económicas de las últimas décadas ha fomentado la aparición de nuevos enfoques económicos, algunos con una visión práctica para adaptarse la visión ...
The valuation of life contingencies: A symmetrical triangular fuzzy approximation
This paper extends the framework for the valuation of life insurance policies and annuities by Andrés- Sánchez and González-Vila (2012, 2014) in two ways. First we allow various uncertain magnitudes to be estimated by means ...
