{"id":56975,"date":"2007-09-02T00:00:00","date_gmt":"2007-09-02T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/una-aportacion-al-analisis-de-solvencia-la-teoria-del-valor-extremo\/"},"modified":"2007-09-02T00:00:00","modified_gmt":"2007-09-02T00:00:00","slug":"una-aportacion-al-analisis-de-solvencia-la-teoria-del-valor-extremo","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/teoria-de-la-inversion\/una-aportacion-al-analisis-de-solvencia-la-teoria-del-valor-extremo\/","title":{"rendered":"Una aportaci\u00f3n al an\u00e1lisis de solvencia: la teor\u00eda del valor extremo"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Almudena Garc\u00eda P\u00e9rez <\/strong><\/h2>\n<p>La tesis tras revisar los fundamentos de la teor\u00eda del valor extremo, busca la aplicabilidad de la distribuci\u00f3n  generalizada de pareto para la modelizaci\u00f3n de los extremos que exceden un determinado umbral elevado.   la metodolog\u00eda establecida y las conclusiones obtenidas, a partir de la ampliaci\u00f3n emp\u00edrica a las observaciones de dos entidades aseguradoras, pueden ser inductivamente aplicadas a otros ramos u otras entidades.   a trav\u00e9s de aproximaciones asint\u00f3ticas este trabajo obtiene un modelo de los grandes siniestros con el objeto de inferir futuras p\u00e9rdidas. El problema se encuentra en que la  dispersi\u00f3n de los datos es tan elevada que la inferencia puede alcanzar valores nunca observados aunque su ocurrencia es probable.   a trav\u00e9s de los modelos obtenidos es posible establecer relaciones con los requerimientos de capital de solvencia (scr) determinados por solvencia ii, permitiendo calcular medias cono el valor en riesgo (var) o el valor en riesgo en la cola (tvar).  otras aplicaciones de los modelos se encuentra en el reaseguro de exceso de perdida, donde la teor\u00eda del valor extremo puede apoyar las decisiones de la entidad aseguradora para determinar el pleno d retenci\u00f3n y tomar decisiones financiero- actuariales \u00f3ptimas y a la vez que permite el estudio de la esperanza de siniestralidad por encima de una prioridad, fundamental para establecer una prima de riesgo desde el punto de vista del reasegurador de los eventos extremos.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Una aportaci\u00f3n al an\u00e1lisis de solvencia: la teor\u00eda del valor extremo<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Una aportaci\u00f3n al an\u00e1lisis de solvencia: la teor\u00eda del valor extremo <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Almudena Garc\u00eda P\u00e9rez <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Alcal\u00e1<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 09\/02\/2007<\/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>Vicente Gonzalez Catala<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Antonio Alegre escolano <\/li>\n<li>eliseo Navarro arribas (vocal)<\/li>\n<li>roberto Escuder valles (vocal)<\/li>\n<li>Santiago Carrillo menendez (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Almudena Garc\u00eda P\u00e9rez La tesis tras revisar los fundamentos de la teor\u00eda del valor extremo, busca la [&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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