Zobrazeno 1 - 10
of 71
pro vyhledávání: '"Vilar Zanón A"'
Autor:
Nan Zhou, José L. Vilar-Zanón
Publikováno v:
Risks, Vol 12, Iss 2, p 20 (2024)
There is growing concern that climate change poses a serious threat to the sustainability of the insurance business. Understanding whether climate warming is a cause for an increase in claims and losses, and how this cause–effect relationship will
Externí odkaz:
https://doaj.org/article/245331afc0784dc5befbf87ad9724189
Autor:
Zhou, Nan1 (AUTHOR), Vilar-Zanón, José L.1 (AUTHOR) jlvilarz@ucm.es
Publikováno v:
Risks. Feb2024, Vol. 12 Issue 2, p20. 23p.
Autor:
Vilar-Zanón, José L.1 (AUTHOR), Rogo, Barbara2 (AUTHOR) barbara.rogo@uniroma1.it
Publikováno v:
Methodology & Computing in Applied Probability. Dec2024, Vol. 26 Issue 4, p1-20. 20p.
Publikováno v:
Global Policy; Nov2024 Supplement 1, Vol. 15, p34-46, 13p
Autor:
Nan Zhou1 zhounan@ucm.es, Luis Vilar-Zanón, José1 jlvilarz@ucm.es, Garrido, José2 jose.garrido@concordia.ca, Heras Martínez, Antonio José1 aheras@ccee.ucm.es
Publikováno v:
Anales del Instituto de Actuarios Españoles. 2023, Issue 29, p37-59. 23p.
Autor:
Vilar-Zanón, José Luis, Rogo, Barbara
We work in an incomplete market with finite states. We obtain all the no arbitrage prices of a financial claim associating them to entropy levels. This is done by means of convex programs with an entropy constraint. We apply Fenchel duality to transl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______126::e9d13586f713948bee85be01e102728b
https://eprints.ucm.es/id/eprint/75959/
https://eprints.ucm.es/id/eprint/75959/
Publikováno v:
Revista de Métodos Cuantitativos para la Economía y la Empresa, Vol 15, Iss 1, Pp 151-167 (2013)
En este estudio se obtiene un principio de cálculo de primas, para el ramo de vida, basado en una medida de riesgo coherente, la esperanza distorsionada transformada proporcional del tanto instantáneo (Wang, 1995), que justifique la recomendación
Externí odkaz:
https://doaj.org/article/9e0578ae58ec46d8af1b94913e3a2830
Publikováno v:
European Actuarial Journal. 10:361-375
We address some issues in agricultural insurance, describing drawbacks of the bonus-malus system (BMS) methodology used in Spain and many other EU countries. We develop an alternative experience based premium rate discount system taking into account
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2d6b920e420458e7d2dcbac785e8b2a6
https://doi.org/10.1007/s13385-020-00234-1
https://doi.org/10.1007/s13385-020-00234-1
Publikováno v:
Decisions in Economics and Finance. 42:259-276
We develop a new methodology to retrieve risk neutral probabilities (equivalent martingale measure) with maximum entropy from quoted option prices. We assume the no arbitrage hypothesis and model the efficient market hypothesis by means of a maximum
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::47e7aebfc71aaaeadc47bd1eb6ac8f56
https://doi.org/10.1007/s10203-019-00236-z
https://doi.org/10.1007/s10203-019-00236-z