Internal model and mitigation methods for risks generated by hurricanes in the USA.
Hospitalization insurance for Alzheimer’s disease: actuarial prediction of future incidence.
Analysis of the TAR insurance and life annuities under IFRS 17.
“Analysis of Advanced Actuarial Pricing Techniques in a Car Portfolio: Integration of Telematic Variables into Classic Models.”
Comparative Analysis of Reserve Estimation Methods in Non-Life Insurance in Short and Long Tail Scenarios.
Actuarial Simulation Model in the Pricing of an Excess of Loss Reinsurance Contract.
Actuarial Model for the Optimization of Pensionable Salary Based on the Three Pillars of Social Security.
Actuarial modeling using Forward Pricing. Breast and prostate cancer insurance.
Evolution of interest rates and the impact on the redemption of life savings insurance.
Biometric study of mortality and accidental disability through the experience of an insurance company in Colombia.
Study of the impact of climate change on mortality through Auto Machine Learning.
Copula model proposal for interest rate and equity shocks aggregation under Solvency II.
Cryptocurrency unit linked.
Tontine annuities as an instrument for transferring longevity risk.
Modeling and analysis of a life table with own experience.
The effect of inflation on non-life insurance: Actuarial modeling of the impact on claims provision.
Segmentation of a car portfolio using Machine Learning techniques with unsupervised learning.
Dynamic pricing model for insurance with severe mental illness pathology.
Actuarial Climate Index, derivation of the index with AEMET data and its possible application in parametric insurance.
“Longevity Risk, techniques for its coverage and practical application with longevity swaps.”
The actuarial projection of the maximum age of human beings.
The impact of China’s delayed retirement policy on China’s pension balance under longevity risk.
Civil liability of architects in Spain: evaluation of methodologies in the estimation of reserves.
Sustainable vehicles, the reinvention of insurance.
Piggyback Model: Mortality Projections in an Environment of Sample Insufficiency.
Identification of groups vulnerable to climate change in mortality risk in Spain.
Cyber insurance pricing by GLM.
Optimization of JP Morgan’s largest Hedge Fund using the Expected Shortfall in python.
Statistical prediction models applied to the behavior of bonds in the face of economic shocks.
Time series modeling and comparison with the AUTO.ARIMA function.
Lee-Carter and Renshaw Haberman in the estimation of future mortality in post-pandemic scenarios.
Analysis of Solvency II shocks in the last decade in death insurance. COVID-19 effect.
Parametric Insurance: Transforming Resilience to Natural Disasters. Pricing and Risk Management.
Actuarial research on customer profile modeling and prediction of car insurance renewal.
Exploring Statistical Learning in Liability Insurance Pricing.
Advanced actuarial prediction of fraud in business insurance: balance between transparency and predictive power in the context of unbalanced data.
Statistical methods for the estimation of IBNR in very short tail products for companies without experience against Article 41.3 of the ROSSP. Comparative study.
Artificial Intelligence applied to cross-selling in insurance.
Effect of excess mortality due to SARS-CoV-2 in the different predictive methodologies: P-Splines, Lee Carter, GLM.
Actuarial Model for the Calibration of the Longevity Risk of Solvency II.
Solvency II: Recalibration and limitations. Towards a revision of the regulatory regime.
Prediction of the total claim reserve of a non-life insurance through stochastic models versus machine learning algorithms.
Artificial vision and Deep Learning in the construction of an optimal investment portfolio.
Estimation of claim reserves by LASSO regression.
Analysis of car insurance using GLM and the Zero Inflated.
Advanced actuarial models for cross-selling prediction.
Actuarial analysis of longevity heterogeneity.
“Actuarial model of the measurement of the impact of climate change on mortality and longevity risks.”
ESG risks, towards an actuarial prediction model and its inclusion in the SCR of Solvency II.
Prediction of Drops in Credit Card Customers with Support Vector Machine and Logistic Regression.
Reinsurance Analysis: application of the Standard Formula in a reinsurance entity.
Regarding the modeling of actuarial KPIs under IFRS17.
Comparison of GLM and GBM models for pricing in a car portfolio.
Comparison of car insurance pricing by GLM and Neural Networks.
Actuarial study and preparation of disability contingency tables for Spain on the general population.
Cryptocurrency unit linked through multicriteria analysis and Promethee II.
Analysis of volatility and spillover effect in the cryptocurrency market.
The impact of inflation on IBNR estimation.
Application of the new accounting standard, IFRS17 to a life savings insurance with profit sharing.
Catastrophic risks and their relevance in insurance. Prediction of burned hectares risks in Spain with ARIMA models.
Evolution and current situation of the contributory pension system in Spain. Analysis of its sustainability and the effectiveness of the recommendations of the Toledo Pact and the intergenerational equity mechanism.
Reinsurance as a financial solution under the Solvency II regulatory framework.
Incorporating meteorological data in agricultural insurance claims models.
Biometric model projection in a Covid-19 pandemic scenario environment.
Comparative study between MCEV, Traditional Embedded and market valuations.
Digitization of the banking and insurance sector.
Predictive model of cross-selling in Life and Health products: Random Forest vs XGBoost.
Dependency income insurance.
Mortality projections through Neural Networks with Population information.
The Robo Advisor in life savings insurance, with application of Behavioral Economics
Study on the impact of assumptions in the modeling of the life branch of an insurance entity.
Detection of fraud in car insurance using Machine Learning techniques.
Study of the temporal distribution of claims in the credit insurance branch.
Multivariate Sociological Analysis of the insured in Spain.
Risk scoring for the determination of the viability of the recreational and gambling machine business.
P2P insurance and its introduction in the Spanish market through the Sandbox.
Credibility theory, pricing of collective insurance applied to life insurance
Comparative performance analysis between Grandient Boosting models and GLMs for non-life pricing.
Modeling of portfolio leakage using Machine Learning techniques and generalized linear models.
Sensitivity analysis of assumptions in the calculation of Embedded Value.
Impact of the new mortality and survival tables on Solvency II and Technical Provisions calculations.
Longevity analysis between Mexico and Spain through Visual Basic for Applications.
Cyberinsurance premium modeling with copula functions.
Longevity analysis after the effects of Covid-19 and valuation of excess mortality in a death insurance.
Study of longevity applying Artificial Neural Networks.
Implementation of IFRS 17 and its impact on the Life Annuities product in Spain.
Actuarial balance in public pension systems: application of the US method to Spain.
Reinsurance as a mitigator of the Capital Charge in Solvency II.
Effects on the technical provisions of Solvency II due to the implementation of the renewed Mortality tables: Tool and analysis.
Reputational risk: risk measurement and need for its integration into capital.
Pan-European Pension Plans: Practical application and proposals for actuarial modeling.
Reverse mortgage: Analysis and calculation tool.
Catastrophe bonds for nuclear accidents: alternative method of risk transfer.
Analysis and projection of mortality in Spain.
Dependency structures in collective risk models using copulas.
Cross-selling prediction with Machine Learning techniques.
Efficiency of the standard formula and specific parameters for the Medical Expenses line of business.
Recalibration of the longevity shock in Solvency II: European longevity index.
European pension systems: comparative analysis from a financial-actuarial perspective.
Mathematical optimization from hybrid algorithms. An application in car insurance pricing.
Critical analysis of the PER 2020 table by contrasting actuarial models.
Automation of the pricing process using GLM and Random Forest in pet insurance.
The impact of COVID-19 on longevity.
Methods of liability valuation under IFRS 17.
IFRS 17: Actuarial Modeling of Profit Volatility.
Creation and management of automated securities portfolios from various investment approaches.
Pricing of agricultural insurance policies using Machine Learning models.
Transformation of illiquid assets into liquid assets: the reverse mortgage.
Accounting treatment of a life-assured annuity under IFRS 17. Methodology and practical case.
Arbitrage strategies with cryptocurrencies.
Application of the GLM in frequency in car insurance in China
Review of an insurance entity in accordance with Solvency II regulations.
Determination of the risk adjustment for the valuation of insurance contracts under IFRS17.
Financial-actuarial model of a sustainable portfolio: practical application for an insurance portfolio.
Modeling of the discount rate under IFRS 17 and impacts on the insurance business.
Mortality prediction using Long Short Term Memory recurrent neural networks.
Identification of high-value claims in the automobile branch using machine learning techniques.
Financial-actuarial analysis of solvency in insurance companies in extreme scenarios of low interest rates.
Capital optimization model for the interest rate subrisk
Models for predicting the cost of claims in health insurance
Advanced model for calculating capital for Operational Risk
The sustainability of the current Spanish pension system
Modeling of theft guarantee in a home insurance through GLM: convolution of frequency and cost models vs Tweedie distribution
Savings forecast plan – life annuities for the fourth age
Climate change and its impact on actuarial models – Multi-Risk Home Insurance
SCR optimization with different reinsurance structures
Methodology and estimation of risk adjustment under IFRS 17. Case applied to life annuity insurance
Car insurance and study of differential driving habits of elderly people compared to the general population through GLM modeling.
Actuarial analysis of disability in the insurance sector
Study on the coverage of insured life annuities and reflection of excess mortality due to coronavirus
Demutualization and loss of randomness in Multi-Risk Home insurance
Actuarial intelligence applied to leakage
Premium adjustment using credibility models in telecommunications insurance
IBNR’s calculation tool using different deterministic and stochastic models.
Calculation of the IBNR of the technical provisions using deterministic and stochastic methodologies
Analysis of the new solvency regulations in Peru compared to Solvency II
Evaluation of active management in a replica portfolio of the sustainable Spanish insurance sector
Graduation of mortality tables: non-parametric Whittaker-Henderson formula and Akaike weights method
Longevity projections: incorporating sample and population information through the modelization of differences in common sample points.
Actuarial tool for the eligibility of the PAA valuation model – IFRS 17
Use of synthetic data from neural networks to improve the modeling of the severity of infrequent events
Valuation of insurance entities. Contrast between actuarial valuation methods (embedded value) and common practices in the field of corporate acquisitions
Mutualism. Comparative model of alternative mutual societies with the self-employed regime, actuarial approach.
GENERALIZED LINEAR MODELS AND POISSON MODEL APPLIED TO THE ESTIMATION OF THE MORTALITY RATE
CREDIT INSURANCE: COMPANY CREDIT SCORING MODEL
ADVANCED ACTUARIAL PREDICTION MODELS, APPLIED TO THE PROBABILITY OF DYING IN CAR ACCIDENTS IN THE UNITED STATES
SIMULATION METHODS FOR THE VALUATION OF OPTIONS AND GUARANTEES IN INSURANCE CONTRACTS
EXCHANGE RATE RISK MODELS ACCORDING TO BASEL
PREDICTIVE MODEL OF GEOPOSITIONING OF THE VOLUME OF PREMIUMS BY PROVINCE OF THE AUTOMOBILE BRANCH IN SPAIN (MACHINE LEARNING)
METHODOLOGY FOR CALCULATING THE RISK ADJUSTMENT UNDER IFRS17
ELASTICITY MODEL IN THE INDUSTRY BRANCH PREMIUM (GLM MODEL)
IFRS 17: ONEROUSNESS TEST FOR THE GROUPING OF CONTRACTS APPLIED TO THE LIFE BUSINESS
METHODOLOGY FOR CALCULATING RESERVES IN NON-LIFE INSURANCE THROUGH THE SIMULATION OF INDIVIDUAL CLAIMS THROUGH NEURAL NETWORKS
LEAKAGE MODEL APPLIED TO THE HOME THROUGH THE USE OF GENERALIZED LINEAR MODELS
MACHINE LEARNING TECHNIQUES FOR CAR INSURANCE PRICING
GLM FOR RISK LIFE INSURANCE
ECONOMIC MODEL PROPOSAL FOR THE AUSTRIAN BACKPACK
IFRS 17 AND ITS APPLICATION TO LIFE INSURANCE
ADVANCED ACTUARIAL STOCHASTIC MODELS OF LONGEVITY RISK TRANSFER
BIOMETRIC BEHAVIOR OF THE FOURTH AND FIFTH AGE
CALIBRATION OF THE STANDARD FORMULA FOR THE CALCULATION OF THE SCR FOR INTEREST RATE RISK IN VARIOUS SCENARIOS
PREDICTIVE MODEL WITH MULTIVARIATE LOGISTIC REGRESSION APPLIED TO CREDIT SCORING
IFRS 17: THEORETICAL FRAMEWORK AND PRACTICAL CASE APPLIED TO LIFE ANNUITIES AND TEMPORARY INSURANCE”
VALUATION OF CATASTROPHIC RISKS. CAT BONDS AS AN ALTERNATIVE METHOD OF RISK TRANSFER IN THE (RE)INSURANCE SECTOR
ACTUARIAL ECONOMETRIC MODEL OF DECREASING VITAL NEEDS IN TIME FOR RETIREMENT
SERIOUS ILLNESS INSURANCE FOR ALZHEIMER’S
GEOREFERENCING OF THE THEFT RATE IN HOME INSURANCE THROUGH THE PYTHON AND CARTO APPLICATIONS
LOGISTIC REGRESSION MODEL FOR MORTALITY RATES
THE SURCHARGES IN HEALTH INSURANCE: ANALYSIS AND CALCULATION APPROACH
ACTUARIAL MODEL OF THE AVERAGE COST AND FREQUENCY OF RARE DISEASE INSURANCE
ANALYSIS OF THE NEW REGULATORY FRAMEWORK IFRS 17 AGAINST THE SOLVENCY II REGULATIONS IN NON-LIFE
THEORETICAL IMPLICATIONS AND OPTIMIZATION OF THE PROFITABILITY-RISK BINOMIAL BY ALM
LONGEVITY: MODELING OF THE TREND RISK
MODELING OF IBNR UNDER SHORT TAIL RISKS AND LOW EXPERIENCE ENVIRONMENT
ACTUARIAL MODEL FOR CAPITAL OPTIMIZATION AND PORTFOLIO IMMUNIZATION IN LIFE INSURANCE
DEFERRED ACQUISITION COSTS: (DAC). VALUATION AND PRACTICAL APPROACH TO T. BRUNS’ THEORY
ANALYSIS OF SOCIOECONOMIC INEQUALITIES IN HEALTH IN SPAIN. LIFE EXPECTANCY PREDICTORS
GRADUATION OF THE MORTALITY CURVE AND EXPERIENCE ANALYSIS OF A LIFE-RISK PORTFOLIO
PREDICTIVE MODEL OF PORTFOLIO FALL IN HOME MULTI-RISK INSURANCE. MODELING WITH GLM
BAYESIAN SPATIAL MODEL FOR ESTIMATING DISABILITY RISK IN SPAIN WITH THE INLA METHODOLOGY
MORTALITY PREDICTION: COMPARISON OF PREDICTIVE MODELS VS GERMAN DYNAMIC MORTALITY TABLES (DAV2004R)
IMPACT OF IFRS 17 ON THE VALUATION OF TECHNICAL PROVISIONS. PRACTICAL EXAMPLE OF A TEMPORARY INSURANCE
ANALYSIS OF DEATH INSURANCE. IMPLEMENTATION IN SOLVENCY II AND FINANCIAL MANAGEMENT
ACTUARIAL STUDIES IN MOBILE TELEPHONY INSURANCE
FAIR TONTINE ANNUITIES. APPLICATION TO THE PENSION SYSTEM AS AN ALTERNATIVE TO LONGEVITY RISK.
Deceleration of longevity in Spain – Identification of inequity gradients of longevity
Stochastic modeling of mortality under Bayesian inference
Implementation of a Random Forest in a car insurance portfolio to obtain Fraud Indicators in the Declaration of Claims.
Calculation of the best estimate of Non-Life Technical Provisions for insurance entities under the Solvency II framework. Software development for its calculation
UNDERWRITING OF HETEROGENEOUS GLOBAL RISKS IN SMALL DIMENSION SUB-PORTFOLIOS, BASED ON GAME THEORY AND CHARGE AND CREDIT SCORING, WITH VBA PROGRAMMING. PRACTICAL CASE APPLIED TO A COMPLETED CIVIL WORK INSURANCE
Calculation of IBNR and RBNS provisions based on the amount and number of claims
The causal projection of longevity by Lee Carter. “What if” scenarios by “expert judgment”
Prediction of the severity of traffic accidents with victims using Random Forest
ALM with asset swap. Life annuity calculator with VBA
Early Warning Models: Default Probabilities in Damage Insurance (GLM and Machine Learning)
Methodology for interpreting IFRS 17
Risk Management for Unit Linked through a partial internal model and dynamic lapse model
Biometric projection of the Spanish population in the short and long term: ARIMA model with restriction vs dynamic Lee-Carter in R
“CALCULATOR OF THE VALUE MEASURES OF THE COLLECTIVE ACTUARIAL ANNUITIES BUSINESS.”
Advanced ALM model by Cash Flow Matching and Duration Immunization in Visual Basic for Applications
Aggravated annuities: Actuarial risk modeling and application development for premium calculation
Application of the AG2016 mortality table projection model for Spain and the Netherlands, and approximation to the Goal Table model
Advanced methods for pricing Non-Life Insurance: Application of Panjer’s recursive algorithm for the construction of a statistical model of aggregate losses
Actuarial model on the perception of service quality in home services and influence on customer loyalty.
“VBA calculation tool for Technical Provisions and SCR of life applied to Solvency II regulations”
Pension plans and their financial-actuarial review
“Hedge Funds in Pension Funds”
Blockchain: Application in the insurance sector
Proposal of the Model of the Pension System of Ecuador, taken as a reference the System of Chile
FOURTH AGE INCOME: AN INNOVATIVE PRODUCT TO MANAGE LONGEVITY RISK IN AN AGING SOCIETY
Comprehensive Management of Employment Regulation Files and Actuarial Contribution Model.
Advanced pricing techniques for Collective Life Insurance (GLM and Credibility Models)
LONGEVITY REINSURANCE MODELS APPLIED TO CAPITAL OPTIMIZATION IN SOLVENCY II
Simulation of Life and Death insurance portfolios under IFRS 17 regulations
Internal fall model
ACTUARIAL MODELS OF HOME INSURANCE WITH VARIABLES OF THE MANAGEMENT OF THE CLAIM AND EXTERNAL VARIABLES
Application of risk measures for a SIALP using the Embedded Value methodology
Development of a collaborative insurance prototype and framing of coverages for cyclists in it.
Comprehensive Risk Management in Civil Engineering Companies
GEOSTATISTICAL MODELS FOR THE HOME BRANCH
Estimation of the revaluation index of Social Security pensions
Economic scenario generator using the autoregressive model and its application
Contributions Of Qcrm (Quality Control Of Risk Measures) And Analysis Of Dependence Between Lobs To The Validation Process Of Technical Provisions In Non Life
Daily Early Warning System In Market Risk, A Neural Network Application Under Solvency Ii
Risk Of Accidental Collapse In Community And Home Insurance Based On The Forensic Study Of Accidental Collapses.
Advanced Modeling Of The Longevity Risk Trend Using The P Splines Family (Using Vba And R)
Financial Advisory Instruments. Robo-Advisor Calculator Model
Investment Decisions In Life Insurance Entities. Asset Allocation And Asset Liability Matching
Application Of A Level Premium In Health Insurance For Groups
Evolution Of Endowment Insurance Towards The Integration Of Amortization Insurance In A Deferred Insurance
Econometric And Financial Methods For Estimating The Minimum Historical Profitability Of The Pro-Forma Portfolio In Prips Products
Predictive System Of Mortality Tables Using Neural Networks And Genetic Algorithms
Operational Risk In Insurance Companies
Stochastic Modeling Of The Profitability Of Defined Contribution Pension Plans Using Econometric Methods And Copulas
Diabetes Risk And Modeling For Capital And Income Insurance
Predictive Models Applied To Portfolio Retention To Community Insurance
Capital Allocation Methodologies Applied To An Economic Capital Model For Credit Institutions In The Context Of Solvency Ii
Actuarial Models For Measuring The Risk Of The Climatic Phenomenon Of El Niño In Peru
Life Insurance Pricing Models Using Credibility Theory
Advanced Pricing Models For Fleet Insurance And Collaborative Economy Techniques
Life Reinsurance Models Applied To Capital Optimization In Solvency Ii
Predictive Model Of Leakage In Life Insurance
Learning Models Of Personalized Treatment With Applications To Insurance On Matlab
Solvency Ii: Non-Life Underwriting Risk
Predictive Model On Customer Behavior
Probability That A Customer Needs Telephone Assistance During The Hiring Process.
Estimation Of Credit Risk Parameters (Pd, Lgd And Ead) Within The Bisii Framework (Airb)
Analysis Of The Sensitivity Of The Bel Of Claims Based On Link Ratio Models To Changes In The Structure Of Claims
The Aggravated Income Insurance: Product Proposal For The Spanish Market
Pricing Reinsurance Xl: Long-Term Risks
Bayesian Pricing And Bonus-Malus Systems. Practical Application To Travel Assistance Insurance
The Reverse Mortgage: Theoretical Analysis And Practical Actuarial Model
Actuarial Analysis Of The Notional Pension System: Proposal For Implementation In Ecuador
Brand Valuation
Comprehensive Cyber Risk Management Model
Autonomous Vehicles: Methodological Analysis And Calculation Of The Variation Of The Value Of A Car Portfolio.
The Model Risk
Modeling Of The Calculation Of Ibnr’s In Agricultural Insurance: Review Of Models And Methodology Of Individual Claims
Stochastic Modeling Of The Probability Of Ruin For Non-Life Insurance In The Automotive Sector, Applying Monte Carlo Simulation
Quantification Of Model Risk With Bootstrapping Method.
Modeling by GLM of the intensity of bodily injury in traffic accidents in Spain based on accident forms with victims of the DGT
Comprehensive management of home multi-risk of theft coverage and actuarial modeling applying GLM technique (intrinsic, exogenous and behavioral variables)
Comprehensive technical model for quantitative reporting (qrt) in solvency II based on accounting information. Pillar I and III. implementation in vba (automobile branch)
Simulation of the policyholder’s behavior in cancellations of the guaranteed unit – linked through computational models based on agents. an alternative to traditional modeling
Systemic risk in the insurance industry: analysis of its contribution, review of methodologies and political measures
Valuation of the business in force and analysis of longevity risk through scenario simulation
Death insurance: management through GLM
Risk-neutral valuation of options and guarantees in life insurance contracts with stochastic interest rate models
Simulation of combined financial – actuarial scenarios in life insurance under solvency II
Financial-actuarial management of risk appetite under a solvency II approach development for obtaining the solvency II ratio
Value indicator management tool in the face of deviations in actuarial assumptions
Cyber risks. identification, management and actuarial modeling
Development and validation of admission scoring models for credit cards with denied inference methodology
Death insurancepeculiarities and capital requirement in the community solvency frameworks
Definition and scope of the actuarial function: methodological proposal
Calculation of compensation according to the new car scale compared to the old scale
Dependency insurance through Markov, Thiele and Vba
Underwriting in life insurance: heading towards continued underwriting
Risk management in the financing of retirement premiums. analysis of the impact of turnover rates in a real case.
Pricing in high dimensionality spaces through machine learning
Incidence of serious diseases on the mortality of the Spanish population and the “genetic” shock
Unid Linked with replication portfolios of Growth and Value economies
Comprehensive management of dependency risk. Actuarial modeling based on international best practices.
Insurtech innovation technology applied to the insurance sector
GLM model for the community of owners branch. Comparison of results using sas and emblem.
Pricing based on biological age in life and health insurance with the help of wearables and apps
Financial actuarial coverage of climate risks
Spanish livestock insurance application of generalized linear models and mortality tables
Actuarial models of value generation of death insurance in relation to the solvency capital required by standard formula and simplified regime
The problem of contingencies for displaced personnel. Expatriate insurance
Competition analysis through reverse engineering in management.
Variable Annuities, concept and modeling of the causes of the rescue by logistic regression in SPSS
Insurance within the collaborative economy actuarial proposal
Models for determining the optimal reinsurance structure in life.
Introduction to the DCL and BDCL models of reserve calculation for occupational accident data, home fires and RC
Fraud model for car insurance in Spain a practical approach.
Cyber-risks in the auctuarial sector: Study of Cyber-risks from various points of view.
Analysis and inclusion of exogenous variables in car pricing through GLM modeling.
Analysis of mortality by causes of death in the Spanish population: Modeling and projection.
Geographic diversion by life risks.
Pricing of life insurance linked to mortgages for digital media and its pricing in VBA
Gamification in life and health insurance.
The Saint mortality model. Application in small Spanish areas.
Multivariate analysis of real data set, regression by GLM and alternative methodologies: Methods based on distance calculations.
Geolocation systems (GIS) in the GLM pricing of home multi-risk insurance.
The draft of the new insurance contract law and its interaction with solvency II.
Principal component analysis of the interest rates of Spanish market debt.
Application of GLM’S for the calculation of the reserves of the civil liability branch and stochastic and deterministic IBNR comparative.
Behavioral Insurance.
Machine learning tools in the prediction of claims in car policies
Analysis of the factors that affect the demand for life insurance: The case of China.
Bancassurance: Development in the Chinese market and modeling of a specific project.
The determinants of life insurance consumption: An empirical analysis in China.
Stochastic methods for the calculation of IBNR according to the Wüthrich-Merz methodology: Application to real portfolios.
Credit valuation adjustment
Pandemic risk: Internal model proposal according to WHO alert levels
Aggregation of internal models in the calculation of solvency capital
Design of a parametric trigger for a CAT Bond in Portugal
Prediction of bank failure. An empirical application of the Logit model
Catastrophe risk in solvency II
Intrinsic actuarial valuation of portfolios for the life business
Innovation in Pricing: “PAY-AS-YOU-DRIVE”
“Profit Testing and Universal Life”
“Modern portfolio theory of Markowitz”
GLM models applied to agricultural policies
Genetic actuarial models
Predictive models on insurance fraud. Application in car insurance.
Methods for the Actuarial Calculation of IBNRs. Bayesian Estimation with Markov Chains.
Advanced econometric models of prediction and search for the explanatory factors of insurance business variables
Modeling and Forecasting of Mortality of corporate pension plan participants
Policy cancellation model through neural networks and LOGIT model
GLM modeling of home insurance
Pricing of collective life-risk insurance – Credibility theory.
“Kernel Smoothing”
Rare diseases. Current situation and insurance approach: Actuarial modeling
“Shadow Banking”
“The risk factors that influnce the decision of cross- border mergers & acqisitions activities”
“Business Intelligence” applied to reporting applied to the insurance sector
Home rental default insurance
Low speed collisions: Predictive modeling applied to the severity of the damage
Actuarial tool for optimizing the mitigation of longevity risk
Preferred life insurance
Advanced models of capital allocation in insurance entities
Actuarial models of pensions and implicit debt in the reform of the pension system in China
“Profit testing”
Serious Illness Insurance: Actuarial Modeling and its application to the Spanish market. Practical application of the Dash& Grinshaw model.
Survival analysis for incomplete data. Implementation in VBA-Excel.
Finite differences of diffusion models in finance. European options.
Graduation of longevity trend risk. Practical modeling according to the INE and CMI methodology.
Theoretical framework and practical case. Application for fall and external fraud risks.
Construction of binary GLM Logit-Probit models with VBA and their application to Credit Scoring.
Principles of actuarial equity in relation to non-discrimination regulations.
Application of Markov chains to bonus-malus systems. Quadratic loss function. Ex-post pricing of third-party damage insurance in the automobile branch.
Contrast of stochastic models to measure reserve risk (Modeling in VB)
Payment Protection Insurance. Life and Non-Life risk associated with financial products.
Longevity analysis for the Spanish population under the Kannsito-Thatcher method.
Predictive models applied to health insurance. Practical development using GLM models
Models of censored and truncated dependent variables: Tobit Model
Predictive Models for Life Insurance Underwriting and Mortality Risk Estimation using Generalized Linear Models.
Actuarial and Financial Analysis of Variable Annuities Insurance. Stochastic modeling in VBA.
Captive reinsurance companies and solvency II: The Luxembourg case.
Actuarial sustainability model of the public pension system.
Mergers and acquisitions in the insurance sector. Valuation of an insurance company.
Calculation of the Aggregate Loss Distribution using the Fast Fourier Transform and application of Copulas to model Risk Aggregation.
Financial immunization applied to life insurance. Practical application of immunization strategies.
Theoretical IBNR Methods based on Fuzzy-Sets
Life Settlement: Actuarial and financial modeling. Practical application of the Stone and Zissu model (Securitization of Life Settlement contracts).
Modeling of savings products in VBA. Savings insurance and annuities
Market Consistent Embedded Value for life insurance. Modeling in VBA.
Operational risk in insurance entities. Qualitative and Actuarial Models in Solvency II
Social security: Actuarial models in VBA and Excel.
Risk measures. Evolution and Estimation
Longevity model using artificial neural networks.
Numerical Implementation of a Model in Non-Life Insurance
Bühlmann’s credibility and its implementation in VBA
Actuarial Longevity Models. The case of extreme ages
Bioactuarial analysis of longevity risk
Evolved Models of Reserve Constitution in Non-Life: Bootstrapping Over-Dispersed Poisson as an internal model in Solvency II.
Ruin Theory
Credit risk. Scoring using GLM
Lifestyle Underwriting in life insurance. Application of generalized linear models.
Risk Metrics. Credit Risk +
The situation of dependency in Spain: Analysis of the affected population and proposal of coverage through private insurance
Reinsurance with VBA
The insurance of aggravated annuities. Enhanced and Impaired Annuities.
Foward Pricing Tarification
Longevity derivatives. Practical application of the Dowd and Wang models for the valuation of derivatives.
Simple calculator for life insurance
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