{"id":112849,"date":"2018-03-11T10:40:04","date_gmt":"2018-03-11T10:40:04","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/incidencia-de-los-riesgos-tecnicos-en-la-solvencia-de-las-compana%c2%adas-de-seguros-de-vida\/"},"modified":"2018-03-11T10:40:04","modified_gmt":"2018-03-11T10:40:04","slug":"incidencia-de-los-riesgos-tecnicos-en-la-solvencia-de-las-compana%c2%adas-de-seguros-de-vida","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/incidencia-de-los-riesgos-tecnicos-en-la-solvencia-de-las-compana%c2%adas-de-seguros-de-vida\/","title":{"rendered":"Incidencia de los riesgos t\u00e9cnicos en la solvencia de las compa\u00f1\u00edas de seguros de vida"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Fernando Javier Ariza Rodriguez <\/strong><\/h2>\n<p>Resumen de la tesis tesis: \u00c2\u00bfincidencia de los riesgos t\u00e9cnicos sobre la solvencia de las compa\u00f1\u00edas de seguros de vida\u00c2\u00bf departamento: econom\u00eda financiera y contabilidad i doctorando: fernando ariza rodr\u00edguez director: antonio jos\u00e9 fern\u00e1ndez ruiz en la  presente tesis analizamos en primer lugar la nueva directiva de solvencia ii para las compa\u00f1\u00edas de seguros de vida desde sus or\u00edgenes hasta su aprobaci\u00f3n definitiva en mayo de 2009 (secci\u00f3n a), y el riesgo de longevidad (secci\u00f3n b), para despu\u00e9s, en  la secci\u00f3n c, elaborar una serie de ensayos sobre el riesgo de longevidad bajo el marco de solvencia ii.  en estos ensayos vemos c\u00f3mo la f\u00f3rmula est\u00e1ndar de solvencia ii para el riesgo de longevidad (shock del 20 ), no recoge con precisi\u00f3n el capita l econ\u00f3mico requerido para mitigar este riesgo, por lo que planteamos una recalibraci\u00f3n de la misma mediante un modelo estoc\u00e1stico predictivo de la mortalidad basado en datos hist\u00f3ricos, llegando a obtener un shock \u00fanico, inmediato y permanente, pero  vinculado a la edad del asegurado y a la duraci\u00f3n del contrato de seguro. demostramos por tanto, de forma emp\u00edrica, que el shock de mejora propuesto en qis5 es exagerado, especialmente para su aplicaci\u00f3n a los seguros temporales y de rentas vitalici as de pasivos, por lo que las compa\u00f1\u00edas sobreestiman el verdadero riesgo de longevidad, vi\u00e9ndose obligadas a realizar aportaciones innecesarias de capital.  frente al shock del 20  bajo solvencia ii, nosotros proponemos las siguientes alternativas en  funci\u00f3n de la edad y la duraci\u00f3n del contrato de seguro:   si aplicamos estos shocks a una cartera tipo con la misma composici\u00f3n de edades y rentas que la de la poblaci\u00f3n espa\u00f1ola publicada por el meyss en 2010, conseguimos un capital de solvencia r equerido (scrlong) m\u00e1s de 2 veces inferior sobre el planteado bajo solvencia ii.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Incidencia de los riesgos t\u00e9cnicos en la solvencia de las compa\u00f1\u00edas de seguros de vida<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Incidencia de los riesgos t\u00e9cnicos en la solvencia de las compa\u00f1\u00edas de seguros de vida <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Fernando Javier Ariza Rodriguez <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Complutense de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 22\/06\/2012<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>Jos\u00e9 Antonio Fern\u00e1ndez Ruiz<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Jos\u00e9 Antonio Gil fana <\/li>\n<li>Jos\u00e9 Miguel Rodr\u00edguez-pardo del castillo (vocal)<\/li>\n<li>Rafael Moreno ruiz (vocal)<\/li>\n<li>M\u00aa isabel Mart\u00ednez torre-enciso (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Fernando Javier Ariza Rodriguez Resumen de la tesis tesis: \u00c2\u00bfincidencia de los riesgos t\u00e9cnicos sobre la solvencia [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center 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