https://hdl.handle.net/2072/478941 2026-04-04T20:36:37Z 2026-04-04T20:36:37Z Solé i Auró, Aïda Alcañiz, Manuela https://hdl.handle.net/2445/97866 2025-12-05T10:26:40Z 2016-04-26T07:56:15Z

Is the educational health gap increasing for women? Results from Catalonia (Spain) Solé i Auró, Aïda; Alcañiz, Manuela Health expectancies vary worldwide according to socioeconomic status (SES). The lower SES usually show health disadvantage and the higher SES a health advantage compared to the average. The educational level of individuals is strongly linked to their SES.

2016-04-26T07:56:15Z Chuliá Soler, Helena Guillén, Montserrat Uribe Gil, Jorge Mario https://hdl.handle.net/2445/97862 2025-12-05T10:26:41Z 2016-04-26T07:11:46Z

Mortality and longevity risks in the United Kingdom: Dynamic factor models and copula-functions Chuliá Soler, Helena; Guillén, Montserrat; Uribe Gil, Jorge Mario We present a methodology to forecast mortality rates and estimate longevity and mortality risks. The methodology uses Generalized Dynamic Factor Models fitted over the differences of the log-mortality rates. We compare prediction performance with models previously proposed in the literature, such as the traditional Static Factor Model fitted over the level of log-mortality rates. We also construct risks measures by the means of vine-copula simulations, taking into account the dependence between the idiosyncratic components of the mortality rates. The methodology is implemented to project the mortality rates of the United Kingdom, for which we consider a portfolio and study longevity and mortality risks.

2016-04-26T07:11:46Z Alemany Leira, Ramon Bolancé Losilla, Catalina Guillén, Montserrat https://hdl.handle.net/2445/98448 2025-12-05T10:26:41Z 2016-05-09T15:01:05Z

Accounting for severity of risk when pricing insurance products Alemany Leira, Ramon; Bolancé Losilla, Catalina; Guillén, Montserrat We design a system for improving the calculation of the price to be charged for an insurance product. Standard pricing techniques generally take into account the expected severity of potential losses. However, the severity of a loss can be extremely high and the risk of a severe loss is not homogeneous for all policy holders. We argue that risk loadings should be based on risk evaluations that avoid too many model assumptions. We apply a nonparametric method and illustrate our contribution with a real problem in the area of motor insurance.

2016-05-09T15:01:05Z Alcañiz, Manuela Solé i Auró, Aïda https://hdl.handle.net/2445/120065 2025-12-05T10:26:43Z 2018-02-21T09:44:18Z

Ageing and health-related quality of life: evidence from Catalonia (Spain) [WP-RC] Alcañiz, Manuela; Solé i Auró, Aïda Reaching advanced old age is more common now than ever. The sustained growth in longevity raises questions about why some people can feel in good quality of life until the last stages, while others seem to accuse the natural deterioration to a larger extent. The self-perceived quality of life has a subjective component, but is also mediated by some easily measurable factors such as sociodemography, health, functioning and lifestyles.

2018-02-21T09:44:18Z