Matemàtica Econòmica, Financera i Actuarial: Envíos recientes
Mostrando ítems 21-40 de 366
A Fuzzy-Random Extension of the Lee-Carter Mortality Prediction Model
The Lee-Carter model is a useful dynamic stochastic model to represent the evolution of central mortality rates throughout time. This model only considers the uncertainty about the coefficient related to the mortality trend ...
Tipos de intereses negativos: Anomalía o racionalidad financiera
En este artículo se plantea si los tipos de intereses negativos que actualmente existen en el Euríbor y en la deuda pública a corto y medio plazo de algunos de los países de la Eurozona, responden a una anomalía financiera, ...
Categorías de análisis temporal en Historia Chrónos-Kairós
En la civilización clásica griega, base del pensamiento actual, la idea de tiempo se concibió bajo la oposición entre Chrónos, sucesión temporal que dura, y Kairós, entendido como instante fugitivo que hay que atrapar en ...
Two families of values for global games
A global (cooperative) game describes the utility that the whole set of players generates depending on the coalition structure they form. These games were introduced by Gilboa and Lehrer (1991) who proposed and characterized a ...
Lexicographic allocations and extreme core payoffs: the case of assignment games
We consider various lexicographic allocation procedures for coalitional games with transferable utility where the payoffs are computed in an externally given order of the players. The common feature of the methods is that ...
El Reaseguro en el riesgo de mortalidad en Solvencia II
El objetivo de este trabajo es analizar el efecto mitigador que tiene la política de reaseguro de una compañía de seguros en el capital de solvencia obligatorio del riesgo de mortalidad de su cartera de vida. El modelo ...
The a-serial cost sharing rule
A new family of cost sharing rules for cost sharing problems is proposed. This family generalizes the family of α-serial cost sharing rules (Albizuri in Math Soc Sci 60:24–29, 2010) which contains the serial cost sharing ...
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 ...
Rationality, aggregate monotonicity and consistency in cooperative games: some (im)possibility results
On the domain of cooperative games with transferable utility, we investigate if there are single-valued solutions that reconcile individual rationality, core selection, consistency and monotonicity (with respect to the ...
Electoral Competition with Costly Policy Changes: A Dynamic Perspective
We analyze two-party electoral competition with a one-dimensional policy space, costly policy changes, and random negative shocks to a party's viability over an infinite horizon. We show the existence and uniqueness of ...
Pricing Endowments with Soft Computing
This paper develops life insurance pricing with different representation of its two sources of uncertainty: stochastic behaviour of mortality of the insured and fuzzy quantification of interest rates within the time horizon. ...
Riesgo de inversión en Life Settlements
En este trabajo, se realiza una descripción del proceso de titulización de un contrato Life Settlement. Se destacan los partícipes que intervienen en la operación y cómo éstos deben actuar para que dicha operación sea lo ...
El reaseguro en el capital de solvencia obligatorio del riesgo de mortalidad
El objetivo de este trabajo es analizar el efecto mitigador que para una compañía de seguros tiene su política de reaseguro, en el capital de solvencia obligatorio del riesgo de mortalidad de su cartera de vida. En nuestro ...
Remarks on the proportional distribution in increasing return to scale problems
We study a cooperative problem where agents contribute a certain amount of input in order to obtain a surplus. We assume that the average surplus with respect to the amount contributed is increasing. Within this basic ...
Matemática económica con programación lineal
La percepción del joven estudiante de economía es que la práctica con ejercicios es lo único que debe saber. Ésta percepción se puede cambiar con la Programación Lineal ya que unimos teoría y práctica y, al mismo tiempo, ...
Valuation monotonicity, fairness and stability in assignment problems
In two-sided assignment markets with transferable utility, we first introduce two weak monotonicity properties that are compatible with stability. We show that for a fixed population, the sellers-optimal (respectively the ...
A note on the relationship between the core and stable sets in three-sided markets
We analyze the extent to which two known results of the relationship between the core and the stable sets for two-sided assignment games can be extended to three-sided assignment games. We find that the dominant diagonal ...
Modal Interval Probability: Application to Bonus-Malus Systems
Classical intervals have been a very useful tool to analyze uncertain and imprecise models, in spite of operative and interpretative shortcomings. The recent introduction of modal intervals helps to overcome those limitations. ...
Survival probabilities in bivariate risk models, with application to reinsurance
This paper deals with an insurance portfolio that covers two interdependent risks. The central model is a discrete-time bivariate risk process with independent claim increments. A continuous-time version of compound Poisson ...
La veritat és la realitat de les coses
És un honor impartir la lliçó inaugural de curs. Agraeixo a la Junta de la SCF l"encàrrec. Vaig assumir-lo de grat, entre d"altres raons i principalment, perquè se m"oferia l"oportunitat de retrobar bons amics i amigues i ...
