Download or read book Estructuras de dependencia aplicadas a la gesti n de riesgos en solvencia II written by Antoni Ferri Vidal and published by . This book was released on 2013 with total page 141 pages. Available in PDF, EPUB and Kindle. Book excerpt: En los últimos años el mapa asegurador del mercado español se ha visto modificado como consecuencia de la crisis financiera. Derivado del entorno de inestabilidad del mercado, el regulador europeo ha aprobado un nuevo marco legislativo que pretende garantizar la estabilidad financiera y la solvencia de las compañías aseguradoras a través del control de los riesgos a los que se exponen. En los distintos capítulos de esta tesis se analiza la forma en que el regulador pretende que las entidades garanticen su estabilidad, esto es, a través del proceso de fijación de los requerimientos de capital, y las herramientas con las cuales el regulador permite su obtención, es decir, el Modelo Estándar o un Modelo Interno. Se aborda la problemática de la estimación de los requerimientos de capital, las implicaciones de la utilización tanto del Modelo Estándar como de un Modelo Interno, así como el proceso de estimación de los parámetros necesarios para su implementación, con especial énfasis en la matriz de correlaciones. En esta tesis se analiza la problemática en la estimación delos requerimientos de capital que el regulador exige a las entidades. Por una parte se analiza exhaustivamente el Modelo Estándar para el riesgo de primas y reservas no vida. Se derivan las hipótesis estadísticas implícitas en la fórmula estándar con la finalidad de mejorar la comprensión sobre el modelo y poder realizar estimaciones de los parámetros de los que depende, y poder de este modo, adaptar la fórmula estándar al perfil de riesgo de las entidades. Mediante la determinación de la variable aleatoria implícita en la fórmula estándar se está en disposición, en particular, de realizar estimaciones de los coeficientes de correlación necesarios para realizar la agregación de requerimientos de distintas líneas de negocio. Esta cuestión resuelve el vacío que deja la Directiva a este respecto, es decir, la propuesta de un método para la estimación de los coeficientes de correlación y su actualización. Posteriormente, se propone un Modelo Interno comparable con el Modelo Estándar para el riesgo de primas y reservas no vida. El Modelo Interno está basado en la estimación de los requerimientos de capital mediante una medida de riesgo procedente de una simulación Monte Carlo de un vector de variables aleatorias que representan las distintas líneas de negocio. Para modelizar el comportamiento conjunto de las distintas líneas de negocio, es introducido la modelización a través de cópulas, en particular, la cópula Gaussiana y la cópula t-Student. Finalmente, se propone la estimación de la matriz de correlaciones, necesaria para realizar las estimaciones de capital tanto en el Modelo Estándar como en el Modelo Interno propuesto, mediante el uso de un Modelo de Credibilidad. Es introducido el uso de un modelo bayesiano como caso particular de Modelo de Credibilidad, que permite fusionar el criterio del regulador en referencia a la matriz de correlaciones que propone, con el criterio de la entidad basado en las estimaciones procedentes de la experiencia histórica.

Download or read book An lisis sobre la estructura de Solvencia II ejemplo para un SCR de mercado written by Jonatan Charro Pérez and published by . This book was released on 2018 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt: En el presente trabajo se pretende analizar la estructura de Solvencia II, remontándonos hacia sus orígenes y viendo su evolución a lo largo del tiempo. Todo esto es necesario debido a la importancia que esta adquiriendo el mercado de los seguros en nuestra economía, por lo tanto, es importante la creación de un sistema que proteja todo lo referente a los seguros, es ahí donde tiene un papel importante Solvencia II, encargada de dirigir y gestionar las directrices que debe de seguir una entidad aseguradora. Posteriormente, y previo análisis completo de Solvencia II y todos los cálculos que representa, se procede a el cálculo de uno de sus componentes, en concreto, el SCR de mercado. Palabras clave: Entidades aseguradoras, Solvencia, Gestion de riesgos, Regulación.

Download or read book Evaluaci n del marco de Solvencia II y su aplicaci n en el sector de seguros written by Jorge Montiel Castro and published by . This book was released on 2023 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: El presente trabajo fin de grado se ha realizado debido a la gran importancia que tiene el sector asegurador y su correcta regulación y con el fin de analizar la estructura de Solvencia II, desde sus orígenes hasta su evolución a lo largo del tiempo. Esto se debe a la creciente importancia del mercado de seguros en nuestra economía, lo que hace necesario contar con un sistema que proteja todos los aspectos relacionados con los seguros. En este contexto, Solvencia II desempeña un papel fundamental al establecer directrices y regulaciones que deben seguir las compañías aseguradoras. Palabras clave: Solvencia, Entidades Aseguradoras, Gestión de Riesgos, Solvencia II, Finanzas.

Download or read book Glosario Del Banco Mundial written by World Bank and published by World Bank Publications. This book was released on 1996 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt: This edition of the World Bank has been revised and expanded by the Terminology Unit in the Languages Services Division of the World Bank in collaboration with the English, Spanish, and French Translation Sections. The Glossary is intended to assist the Bank's translators and interpreters, other Bank staff using French and Spanish in their work, and free-lance translator's and interpreters employed by the Bank. For this reason, the Glossary contains not only financial and economic terminology and terms relating to the Bank's procedures and practices, but also terms that frequently occur in Bank documents, and others for which the Bank has a preferred equivalent. Although many of these terms, relating to such fields as agriculture, education, energy, housing, law, technology, and transportation, could be found in other sources, they have been assembled here for ease of reference. A list of acronyms occurring frequently in Bank texts (the terms to which they refer being found in the Glossary) and a list of international, regional, and national organizations will be found at the end of the Glossary.

Download or read book Quantitative Operational Risk Models written by Catalina Bolance and published by CRC Press. This book was released on 2012-02-15 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using real-life examples from the banking and insurance industries, Quantitative Operational Risk Models details how internal data can be improved based on external information of various kinds. Using a simple and intuitive methodology based on classical transformation methods, the book includes real-life examples of the combination of internal dat

Download or read book Value Chain Finance written by Lucian Peter Christoph Peppelenbos and published by Kit Pub. This book was released on 2010 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Value Chain Finance is a solution to such dilemmas.

Download or read book Cities of Tomorrow written by Peter Hall and published by Wiley-Blackwell. This book was released on 1997-02-18 with total page 502 pages. Available in PDF, EPUB and Kindle. Book excerpt: Cities of Tomorrow is a critical history of planning in theory and practice in the twentieth century, as well as of the social and economic problems and opportunities that gave rise to it. Trenchant, perceptive, global in coverage, this book is an unrivalled account of its crucial subject. The third edition of Cities of Tomorrow is comprehensively revised to take account of abundant new literature published since its original appearance, and to view the 1990s in historical perspective. This is the definitive edition, reviewing the development of the modern planning movement over the entire span of the twentieth century.

Download or read book Radio Spectrum Management written by Haim Mazar (Madjar) and published by John Wiley & Sons. This book was released on 2016-08-29 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the fundamentals of wireless communications and services, explaining in detail what RF spectrum management is, why it is important, which are the authorities regulating the use of spectrum, and how is it managed and enforced at the international, regional and national levels. The book offers insights to the engineering, regulatory, economic, legal, management policy-making aspects involved. Real-world case studies are presented to depict the various approaches in different countries, and valuable lessons are drawn. The topics are addressed by engineers, advocates and economists employed by national and international spectrum regulators. The book is a tool that will allow the international regional and national regulators to better manage the RF spectrum, and will help operators and suppliers of wireless communications to better understand their regulators.

Download or read book Strategic Management written by Fred R. David and published by Prentice Hall. This book was released on 2009 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: KEY BENFIT:David's Strategic Managementoffers a skills-oriented, practitioner perspective that has been updated with modern cases to reflect current research and strategy. This text covers strategy formulation issues such as business ethics, global vs. domestic operations, vision/mission, matrix analysis, partnering, joint venturing, competitive analysis, and includes a brand new cohesion case on the Walt Disney Company. For management professionals, small business owners and others involved in business.

Download or read book Investigaci n en sistemas de salud written by Instituto Nacional de Salud Pública (Mexico) and published by . This book was released on 2011 with total page 430 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Modelling and Simulation in Management Sciences written by Joan Carles Ferrer-Comalat and published by . This book was released on 2020 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This book includes a collection of selected papers presented at the International Conference on Modelling and Simulation in Engineering, Economics, and Management, held at the Faculty of Economics and Business at the University of Girona, Spain, 28-29 June 2018.The conference was organized by the Association for the Advancement of Modelling and Simulation Techniques in Enterprises (AMSE) and the University of Girona with the aim of promoting research in the field of modelling, simulation and management science. This book presents original research studies related to fuzzy logic, soft computing and uncertainty, as well as a number of papers in the field of bibliometrics in social sciences. Presenting new advances in these areas, with a special focus on management, economics and social sciences. It is of great interest to researchers and Ph.D. students working in the field of fuzzy logic, soft computing, uncertainty and bibliometrics.

Download or read book Governing the Metropolis written by Eduardo Rojas and published by David Rockefeller Center for Latin American Studies. This book was released on 2008 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores key metropolitan management issues, presents practical principles of good governance as they apply to the metropolis, and unfolds cases of institutional and programmatic arrangements to tackle such issues.

Download or read book Quantile Regression for Cross Sectional and Time Series Data written by Jorge M. Uribe and published by Springer Nature. This book was released on 2020-03-30 with total page 63 pages. Available in PDF, EPUB and Kindle. Book excerpt: This brief addresses the estimation of quantile regression models from a practical perspective, which will support researchers who need to use conditional quantile regression to measure economic relationships among a set of variables. It will also benefit students using the methodology for the first time, and practitioners at private or public organizations who are interested in modeling different fragments of the conditional distribution of a given variable. The book pursues a practical approach with reference to energy markets, helping readers learn the main features of the technique more quickly. Emphasis is placed on the implementation details and the correct interpretation of the quantile regression coefficients rather than on the technicalities of the method, unlike the approach used in the majority of the literature. All applications are illustrated with R.

Download or read book Risk Quantification and Allocation Methods for Practitioners written by Montserrat Guillén and published by Amsterdam University Press. This book was released on 2018-01-23 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt: Risk Quantification and Allocation Methods for Practitioners offers a practical approach to risk management in the financial industry. This in-depth study provides quantitative tools to better describe qualitative issues, as well as clear explanations of how to transform recent theoretical developments into computational practice, and key tools for dealing with the issues of risk measurement and capital allocation.

Download or read book Econometric Models and Economic Forecasts written by Robert S. Pindyck and published by McGraw-Hill/Irwin. This book was released on 1998 with total page 664 pages. Available in PDF, EPUB and Kindle. Book excerpt: This well known text helps students understand the art of model building - what type of model to build, building the appropriate model, testing it statistically, and applying the model to practical problems in forecasting and analysis.

Download or read book Worker in the Cane written by Sidney Wilfred Mintz and published by W. W. Norton & Company. This book was released on 1974 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Worker in the Cane is both a profound social document and a moving spiritual testimony. Don Taso portrays his harsh childhood, his courtship and early marriage, his grim struggle to provide for his family. He tells of his radical political beliefs and union activity during the Depression and describes his hardships when he was blacklisted because of his outspoken convictions. Embittered by his continuing poverty and by a serious illness, he undergoes a dramatic cure and becomes converted to a Protestant revivalist sect. In the concluding chapters the author interprets Don Taso's experience in the light of the changing patterns of life in rural Puerto Rico. This is the absorbing story of Don Taso, a Puerto Rican sugar cane worker, and of his family and the village in which he lives. Told largely in his own words, it is a vivid account of the drastic changes taking place in Puerto Rico, as he sees them.

Download or read book Gender Care and Economics written by Jean Gardiner and published by . This book was released on 1997 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a radical critique of mainstream, Marxist and feminist economic theories, ranging from the classical liberal economics of the eighteenth and nineteenth centuries to the feminist debates about domestic labour and patriarchy in the late twentieth century. It explores the increasing importance of household care relations, especially childcare, in shaping the domestic labour process. Trends in household gender relations and working patterns in Britain are explored in the context of political ideas and policies regarding the state, the economy, gender and care.