Ecuaciones de recurrencia estocásticas en el cálculo de la prima de reaseguro Finite Risk

RESUMEN: El objetivo de este trabajo es calcular el importe de la prima pura periódica que debe cobrar el reasegurador a la cedente en un reaseguro finite risk en ambiente financiero estocástico. El problema de la convolución de las diferentes variables aleatorias que intervienen en el cálculo de la prima lo hemos solucionado simulando, por Monte-Carlo, trayectorias de siniestralidad para el reasegurador aplicando posteriormente, en cada trayectoria simulada, los criterios de decisión financieros, esperanza, varianza y desviación. En los criterios de la varianza y de la desviación proponemos utilizar una ecuación de recurrencia estocástica para evitar el problema de la dependencia que existe entre los factores de capitalización estocásticos, obteniendo la prima de reaseguro en función del nivel de aversión al riesgo del reasegurador y de la volatilidad del tipo de interés. Palabras clave: Finite risk, ambiente estocástico, ecuación de recurrencia, simulación de Monte-Carlo, prima pura periódica.

Primary Sjogren syndrome.

Sjögren syndrome is a systemic autoimmune disease causing secretory gland dysfunction. This leads to dryness of the main mucosal surfaces such as the mouth, eyes, nose, pharynx, larynx, and vagina. 1 Sjögren syndrome may be a serious disease, with excess mortality caused by haematological cancer. 2 The cause of Sjögren syndrome is unknown, but factors postulated to play a role are both genetic and environmental .....

Solvencia en un Reaseguro Finite Risk

One of the characteristics of the finite risk reinsurance is the existence of an found of experience, which is constituted by the premiums charged by the reinsurer, together with his financial incomes, and his objective is to finance the claims to be satisfied to the insurer in the specified period. The objective of this work is to design a model that allows us to determinate the reserve that the found of experience should have in every annual period in order to guarantee its dynamic solvency, taking into the experience of the claims of the reinsurer"s portfolio and of each insurance company.

Seguro de fallecimiento con anticipación parcial de la prestación por dependencia.

En este trabajo proponemos un seguro de fallecimiento en el que al asegurado se le anticipa parte de la cuantía del seguro en el caso que se convierta en dependiente o agrave su situación de dependencia. El importe del anticipo estará en función del grado de dependencia que haya alcanzado. El asegurado podrá utilizar este anticipo para financiar la adquisición, o adecuación, de una determinada infraestructura como consecuencia de la falta de autonomía. Calcularemos las primas así como las provisiones matemáticas y realizaremos la comparación con el seguro de fallecimiento tradicional; también plantearemos la problemática de la carencia.

Modelo discreto de transiciones entre estados de dependencia

En este trabajo se analiza el modelo markoviano de transiciones anuales entre estados de dependencia asumiendo la hipótesis de estacionariedad. Se suponen conocidas las tasas de mortalidad de la población autónoma y las tasas de prevalencia de los tres estados de dependencia considerados. La indeterminación del modelo se resolverá incorporando restricciones en forma de hipótesis en las interrelaciones, a partir de las cuales se obtienen las matrices de transición por edades y se analiza el comportamiento de las mismas. Se realizan aplicaciones numéricas utilizando distribuciones de mortalidad y de prevalencia que pueden ser adecuadas para la población española y que han surgido de un análisis preliminar. Por último, se efectúa un análisis de sensibilidad de los resultados respecto al cambio de hipótesis en las mencionadas interrelaciones. Abstract

Large gypsum nodules in the Paleogene and Neogene evaporites of Spain: distribution and palaeogeographic significance

Sabkha and deep burial set tings are the most com mon sites where diagenetic anhydrite forms. In a sabkha setting, displacive facies (iso lated nodules, bed ded nodules, enterolithic levels) of early diagenetic or primary anhydrite are generated (Shearman, 1966; Hardie, 1967). These anhydrite facies are commonly foundat the top of shoal ing cycles representing the evolution from subaqueous depositional conditions at the base (carbonates, lutites) to exposure conditions at the top where in ter stitially-grown gypsum/anhydrite de velops ( sabkha cy cles). In a deep burial setting, gypsum transforms to tally to anhydrite with in creas ing temperature and lithostatic pressure (Murray, 1964). Al though this mineral transformation usually preserves the depositional gypsum facies, a significant textural change is in volved in other cases, resulting in replacive anhydrite with a nodular-mosaic or"chicken-wire" fabric (Warren, 2006). In the two settings, how ever, the size of the individual anhydrite nodules is relatively small, rarely reaching some tens of centimetres across. More over, bedding is preserved or little disturbed, al though minor de formation is caused by the displacive sabkha nodules.

Occurrence of a new sulphate mineral: Ca7Na3K(SO4)9 in the Emet borate deposits, western Anatolia (Turkey)

This paper is a preliminary report on the petrographic and geochemical characteristics of a new sulphate mineral associated with lacustrine glauberite layers. This mineral is present in two boreholes recently drilled in the Emet borate district (Mio-cene; western Anatolia , Turkey). The evaporitic succession in these boreholes is mainly formed of a glauber ite-probertiteal-ternation. We suggest the name"emetite", after the town of Emet, for the new sulphate mineral, although the fine crystal size hinders the appropriate chemical and crystallographic characterization required to propose it as a new mineral to the International Mineralogical Association. .

Occurrence of a new sulphate mineral: Ca7Na3K(SO4)9 in the Emet borate deposits, western Anatolia (Turkey)

This paper is a preliminary report on the petrographic and geochemical characteristics of a new sulphate mineral associated with lacustrine glauberite layers. This mineral is present in two boreholes recently drilled in the Emet borate district (Mio-cene; western Anatolia , Turkey). The evaporitic succession in these boreholes is mainly formed of a glauber ite-probertiteal-ternation. We suggest the name"emetite", after the town of Emet, for the new sulphate mineral, although the fine crystal size hinders the appropriate chemical and crystallographic characterization required to propose it as a new mineral to the International Mineralogical Association. .

Un método para analizar la reputación online de la marca basado en un índice de verosimilitud

La gran oferta de universidades y escuelas de negocio aumenta la competencia del mercado de la Enseñanza Superior en el entorno europeo, aspecto que no pasa desapercibido para los centros de formación, ciudades de acogida y empresas de servicios, que ven a los estudiantes como un segmento de mercado atractivo como fuente de desarrollo económico para la economía de sus ciudades. Conocer la situación de la marca país puede ayudar a tomar decisiones sobre el plan de actuación de los diferentes agentes interesados. En este trabajo presentamos el caso de los Países Bajos como destino para los estudiantes españoles. El análisis de la reputación online a partir del análisis del contenido de los diferentes canales en Internet (noticias, foros, blogs, redes sociales, etc.), ha permitido conocer los principales aspectos, positivos y negativos, relacionados con la imagen de marca de estos países.

Gestor web de una entidad deportiva

El proyecto consiste en el diseño y desarrollo de una aplicación web para la gestión de una entidad deportiva. La aplicación ha de permitir la gestión de las distintas facetas deportivas: temporadas, categorías, ligas, equipos, resultados y clasi caciones. También será un escaparate de lo que ocurre en la entidad para socios y accionados; así, también ha de servir para la publicación de noticias relacionadas con la entidad y facilitar la información en una zona pública que podrá ver cualquiera.

Factors associated with 56-day non-return rate in dairy cattle

The objective of this work was to identify factors associated with the 56-day non-return rate (56-NRR) in dairy herds in the Galician region, Spain, and to estimate it for individual Holstein bulls. The experiment was carried out in herds originated from North-West Spain, from September 2008 to August 2009. Data of the 76,440 first inseminations performed during this period were gathered. Candidate factors were tested for their association with the 56-NRR by using a logistic model (binomial). Afterwards, 37 sires with a minimum of 150 first performed inseminations were individually evaluated. Logistic models were also estimated for each bull, and predicted individual 56-NRR rate values were calculated as a solution for the model parameters. Logistic regression found four major factors associated with 56-NRR in lactating cows: age at insemination, days from calving to insemination, milk production level at the time of insemination, and herd size. First-service conception rate, when a particular sire was used, was higher for heifers (0.71) than for lactating cows (0.52). Non-return rates were highly variable among bulls. Asignificant part of the herd-level variation of 56-NRR of Holstein cattle seems attributable to the service sire. High correlation level between observed and predicted 56-NRR was found.

Patient with hepatocellular carcinoma related to prior acute arsenic intoxication and occult HBV: epidemiological, clinical and therapeutic results after 14 years of follow-up

Little is known about the long-term survivors of acute arsenic intoxication. We present here a clinical case report of a man with chronic hepatitis B virus (HBV) infection who developed hepatocellular carcinoma four years after acute arsenic poisoning. HBsAg was detected in serum in 1990 when he voluntarily donated blood. In 1991, the patient suffered from severe psychological depression that led him to attempt suicide by massive ingestion of an arsenic-containing rodenticide. He survived with polyneuropathy and paralysis of the lower limbs, and has been wheelchair-bound since then. During participation in a follow-up study conducted among HBV carriers, abdominal ultrasound detected a two-centimeter liver mass consistent with hepatocellular carcinoma. The tumor was confirmed by computed tomography (CT) and magnetic resonance image (MRI). Because of his significant comorbidity, the patient received palliative treatment with transarterial lipiodol chemoembolization (TACE) on three occasions (1996, 1997 and 1999). At his most recent visit in May 2005, the patient was asymptomatic, liver enzymes were normal and the tumor was in remission on ultrasound.