Matemàtica Econòmica, Financera i Actuarial: Enviaments recents
Ara mostrant els elements 1-20 de 366
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 ...
Alineamiento docente y aprendizaje basado en tareas. Una experiencia para mejorar la motivación del alumnado
En este trabajo presentamos una primera experiencia dirigida a mejorar la motivación del alumnado de la asignatura Matemáticas I. La idea fundamental consiste en aprovechar la motivación extrínseca por aprobar la asignatura ...
Some advances in cooperative game theory: indivisibilities, externalities and axiomatic approach
This article reviews some contributions on cooperative games where the Journal of Mathematical Economics has been influential, namely the games with non-transferable utility and some market games with indivisibilities. ...
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 ...
Healthy lifespan inequality: morbidity compression from a global perspective
Current measures of population health lack indicators capturing the variability in age-at-morbidity onset, an important marker to assess the timing patterns of individuals' health deterioration and evaluate the compression ...
Copula-based bivariate finite mixture regression models with an application for insurance claim count data
Modeling bivariate (or multivariate) count data has received increased interest in recent years. The aim is to model the number of different but correlated counts taking into account covariate information. Bivariate Poisson ...
Some structural properties of a lattice of embedded coalitions
In this paper we investigate some structural properties of the order on the set of embedded coalitions outlined in the paper de Clippel G. and R. Serrano (2008) "Marginal Contributions and Externalities in the Value." ...
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 ...
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 ...
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 ...
Los fondos de inversión como producto financiero alternativo a los planes de pensiones
Los fondos de inversión pueden suponer, para ciertos trabajadores, una mejor alternativa que los planes de pensiones para planificar la jubilación. Además, los fondos de inversión tienen la ventaja añadida de gozar de una ...
A finite mixture of multiple discrete distributions for modelling heaped count data
A new modelling approach, based on finite mixtures of multiple discrete distributions of different multiplicities, is proposed to fit data with a lot of periodic spikes in certain values. An EM algorithm is provided in ...
Efectos del reaseguro proporcional en el reparto de dividendos. Un análisis a largo plazo
El objetivo del trabajo es presentar la interacción entre el reaseguro proporcional y el reparto de dividendos. En primer lugar, resumimos las características del modelo clásico de la teoría de la ruina y comentamos las ...
Reaseguro y reparto de dividendos como herramientas de control de la solvencia en una carteras de seguros no vida: Análisis desde la teoría colectiva del riesgo
El objeto de estudio del presente trabajo es el análisis del nivel de las reservas en una cartera de seguros no vida. El acercamiento a esta herramienta como indicativo de la solvencia de la cartera nos plantea una disyuntiva ...
Preferencias de los estudiantes respecto al método de evaluación de las Matemáticas en Economía
Se estudian las preferencias del alumnado que accede al primer curso de la licenciatura de Economía en la facultad de Economía y Empresa de la Universidad de Barcelona, en cuanto a los diversos aspectos que afectan a la ...
A procedure to compute the nucleolus of the assignment game
The assignment game introduced by Shapley and Shubik (1972) is a model for a two-sided market where there is an exchange of indivisible goods for money and buyers or sellers demand or supply exactly one unit of the goods. ...
