{"id":138289,"date":"2026-01-12T17:34:14","date_gmt":"2026-01-12T17:34:14","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/control-dinamico-estocastico-de-la-solvencia-de-los-planes-de-pensiones\/"},"modified":"2026-01-12T17:34:14","modified_gmt":"2026-01-12T17:34:14","slug":"control-dinamico-estocastico-de-la-solvencia-de-los-planes-de-pensiones","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/control-dinamico-estocastico-de-la-solvencia-de-los-planes-de-pensiones\/","title":{"rendered":"Control dinamico-estocastico de la solvencia de los planes de pensiones."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Mar\u00eda  Mercedes Claramunt Bielsa <\/strong><\/h2>\n<p>En la presente tesis se plantea y desarrolla un modelo dinamico-estocastico de planes de pensiones destinado al estudio de la solvencia de los mismos. El modelo viene calificado, en primer lugar, de estocastico pues la solvencia en una cuestion probabilistica y para el estudio de la misma es necesario un planteamiento estocastico y la consideracion de las variables aleatorias implicadas (nos centramos en concreto en la aleatoriedad de la mortalidad de los participes). En segundo lugar, el modelo se califica como dinamico pues el mismo permite el estudio de la solvencia del plan en el origen (solvencia estatica) definiendose entonces las primas recargadas, el recargo de seguridad y el coste de la solvencia; y tambien el estudio de la solvencia en los distintos momentos de desarrollo del plan (solvencia dinamica), definiendose las reservas matematicas, de solvencia, totales y las reservas libres.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Control dinamico-estocastico de la solvencia de los planes de pensiones.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Control dinamico-estocastico de la solvencia de los planes de pensiones. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Mar\u00eda  Mercedes Claramunt Bielsa <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Barcelona<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1992<\/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>Antonio Alegre Escolano<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Albert Biayna Mulet <\/li>\n<li>Roberto Escuder Valles (vocal)<\/li>\n<li>Amancio Betzuen Zalbidegoitia (vocal)<\/li>\n<li>  (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Mar\u00eda Mercedes Claramunt Bielsa En la presente tesis se plantea y desarrolla un modelo dinamico-estocastico de planes [&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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