{"id":87580,"date":"2018-03-10T00:12:25","date_gmt":"2018-03-10T00:12:25","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/estimacion-de-la-estructura-temporal-de-los-tipos-de-interes-mediante-numeros-borrosos-aplicacion-a-la-valoracion-financiero-actuarial-y-al-analisis-de-la-solvencia-del-asegurador-de-vida\/"},"modified":"2018-03-10T00:12:25","modified_gmt":"2018-03-10T00:12:25","slug":"estimacion-de-la-estructura-temporal-de-los-tipos-de-interes-mediante-numeros-borrosos-aplicacion-a-la-valoracion-financiero-actuarial-y-al-analisis-de-la-solvencia-del-asegurador-de-vida","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/estimacion-de-la-estructura-temporal-de-los-tipos-de-interes-mediante-numeros-borrosos-aplicacion-a-la-valoracion-financiero-actuarial-y-al-analisis-de-la-solvencia-del-asegurador-de-vida\/","title":{"rendered":"Estimacion de la estructura temporal de los tipos de interes mediante numeros borrosos. aplicaci\u00f3n a la valoracion financiero-actuarial y al analisis de la solvencia del asegurador de vida."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Jorge  De Andres Sanchez <\/strong><\/h2>\n<p>El objetivo de la presente tesis es doble:  a) por una parte se proponen una serie de metodolog\u00edas que, basandose en tecnicas de regresion borrosa, permiten incorporar en el proceso estimatorio de la estructura temporal de los tipos de interes (etti), toda la horquilla de precios de los instrumentos de renta jifa negocial-s en una sesion. asi, la etti queda caracterizada por numeros borrosos. Posteriormente, los tipos implicitos, que pueden similarse a los anticipados por el mercado para el futuro, tanbien quedan caracterizados por subconjuntos borrosos.  b)por otra parte,y partiendo de una cuantificacion de los rendimientos que un asegurador de vida obtendr\u00e1 invirtiendo las primas, borosa, se propone una metodolog\u00eda que permite realizar la valoraci\u00f3n de los seguros de vida y el analisis de la solvencia del asegurador, manteniendose en todo el proceso la doble vertiente aleatoria-borrosa del fenomeno. Dicha metodolog\u00eda se inspira en el concepto de variable borroso aleatoria.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Estimacion de la estructura temporal de los tipos de interes mediante numeros borrosos. aplicaci\u00f3n a la valoracion financiero-actuarial y al analisis de la solvencia del asegurador de vida.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Estimacion de la estructura temporal de los tipos de interes mediante numeros borrosos. aplicaci\u00f3n a la valoracion financiero-actuarial y al analisis de la solvencia del asegurador de vida. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Jorge  De Andres Sanchez <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Rovira i virgili<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 28\/11\/2000<\/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 Terce\u00f1o Gomez<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: jaume Gil aluja <\/li>\n<li>Mar\u00eda no Jimenez lopez (vocal)<\/li>\n<li>alfonso Rodriguez rodriguez (vocal)<\/li>\n<li>Jos\u00e9 b. Saez Madrid (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Jorge De Andres Sanchez El objetivo de la presente tesis es doble: a) por una parte se [&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 center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"footnotes":""},"categories":[772,82,974,963,126,6646,1475,24806,18759,4677,4678],"tags":[1136,20424,382,183241,1134,13332],"class_list":["post-87580","post","type-post","status-publish","format-standard","hentry","category-actividad-economica","category-ciencias-economicas","category-econometria","category-economia-sectorial","category-matematicas","category-matematicas-actuariales","category-probabilidad","category-proyeccion-economica","category-rovira-i-virgili","category-sector-de-finanzas-y-seguros","category-seguros","tag-alfonso-rodriguez-rodriguez","tag-antonio-terceno-gomez","tag-jaume-gil-aluja","tag-jorge-de-andres-sanchez","tag-jose-b-saez-madrid","tag-maria-no-jimenez-lopez"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/87580","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/comments?post=87580"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/87580\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=87580"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=87580"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=87580"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}