Matemàtica Econòmica, Financera i Actuarial: Envíos recientes
Mostrando ítems 1-20 de 366
L'ús d'applets interactius per a l'aprenentatge manipulatiu de les matemàtiques a la universitat
Aquest estudi examina l'ús d’applets interactius per millorar l’aprenentatge de matemàtiques aplicades a l’economia. Els applets faciliten la comprensió activa amb visualitzacions dinàmiques. El grup experimental va superar ...
Merging-splitting-proofness in financial systems: A characterization result
In this paper, we explore the issue of manipulability in the setting of financial systems by considering two weak forms of immunity: merging-proofness and splitting-proofness. Not surprisingly, splitting-proofness conflicts ...
Do we need a (large) committee?
This paper studies committee design when a homogeneous population is uncertain about which alternative is correct, individuals can acquire costly information about the state of the world, and the decision must be taken via ...
Claims manipulations discriminate between egalitarian rules
We provide axiomatic characterizations of the constrained equal awards and constrainedequal losses rules by imposing immunity principles such as non-manipulability via merging(splitting) and strong non-manipulability via ...
Egalitarian-in-deviation rules relative to a reference system for resolving conflicting claim problems
We study claims problems in which agents may also have reference points. We show first that many classical rules satisfy an egalitarian property in this setting; namely, the differences between each agents’ payoff and the ...
LOSARI: A novel R-based statistical software to facilitate students’ self-regulated learning in statistics courses
This article presents the development of LOSARI, a novel R-based statistical software designed to facilitate students’ self-regulated learning (SRL) in statistics courses. LOSARI can be accessed online without installation ...
Local sensitivity analysis of heating degree day and cooling degree day temperature derivative prices
We study the local sensitivity of heating degree day (HDD) and cooling degree day (CDD) temper-ature futures and option prices with respect to perturbations in the deseasonalized temperature or inone of its derivatives up ...
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 ...
Reverse mortgage and financial sustainability
This paper analyzes the effects that contracting a reverse mortgage has on the finances of families of a country or group whose members who aged 65 or older are the sole owners of the 100% of the property, regardless of ...
Lanchester duopoly model revisited: advertising competition under time inconsistent preferences
In this paper, we study a finite time horizon advertising dynamic game under the assumption of time-inconsistent preferences. Specifically, we consider two types of discounting, heterogeneous discounting and hyperbolic ...
Optimal stop-loss reinsurance: a dependence analysis
The stop-loss reinsurance is one of the most important reinsurance contracts in the insurance market. From the insurer point of view, it presents an interesting property: it is optimal if the criterion of minimizing the ...
Simulación de Monte Carlo aplicada a un modelo interno para calcular el riesgo de mortalidad en Solvencia II.
El 1 de enero de 2016 entró en vigor Solvencia II, que establece un nuevo marco regulador común para el sector asegurador que opera en la Unión Europea. En esta normativa tiene especial importancia el cálculo del capital ...
Multivariate INAR(1) Regression Models Based on the Sarmanov Distribution.
A multivariate INAR(1) regression model based on the Sarmanov distribution is proposed for modelling claim counts from an automobile insurance contract with different types of coverage. The correlation between claims from ...
Natural Resource Management Under Increasing Scarcity and Competition: The Case of Groundwater
This study examines natural resource management under competing heterogeneous users, climate-induced stress, and usage restrictions. We focus on groundwater, an essential resource for water-dependent activities increasingly ...
Marginality and convexity in partition function form games
In this paper an order on the set of embedded coalitions is studied in detail. This allows us to define new notions of superaddivity and convexity of games in partition function form which are compared to other proposals ...
Farm-level adaptation to climate change: The case of the Loam region in Belgium
Few studies have addressed the topic of farmers' adaptation to climate change from a multidisciplinary perspective, because of the difficulty in assessing their impacts. In view of the growing concern in the agricultural ...
Impact of Basel III Countercyclical Measures on Financial Stability: An Agent-Based Model
The financial system is inherently procyclical, as it amplifies the course of economic cycles, and precisely one of the factors that has been suggested to exacerbate this procyclicality is the Basel regulation on capital ...
