No. 23 (2017)

Research articles

• Big-data analytics in insurance

  Alemar E. Padilla-Barreto, Montserrat Guillen, Catalina Bolancé

  1-19

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• Impact of the dependence structure between longevity and mortality risk in solvency capital requirements (SCR)

  Jaume Belles-Sampera, Miguel Santolino, Antonio Rubio-Pallarés

  21-47

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• There is a truly standard formulae for life subscription riks?

  Asier Garayeta Bajo, J. Iñaki De La Peña Esteban

  49-70

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• Stochastic modeling of Solvency II capital requirements for the lapse risk in a long-term life insurance product

  Ewa Dylewska, José Antonio Gil Fana, Antonio José Heras Martínez, José Luis Vilar Zanón

  71-101

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• Expected return on life insurance: Actuarial analysis of the methodology for calculation considering the ministerial decree ECC/2329/2014, of December 12 th

  Rafael Moreno Ruiz, Eduardo Trigo Martínez, Olga Gómez Pérez- Cacho, Rubén Nicolás Escobar López

  103-128

  • PDF (Español (España))

• Measures of actuarial balance in Spanish Social Security: back to the past

  J. Iñaki De La Peña, M. Cristina Fernández-Ramos, Ana T. Herrera, Noemí Peña-Miguel

  129-143

  • PDF (Español (España))

• Automatic balancing mechanism in pay-as-you go pension systems: a solution to face demographic risk and restores sustainability?

  María Ferrer Fernández, María del Carmen Boado Penas

  145-167

  • PDF (Español (España))