Publications (8) JOSE MANUEL PAVIA MIRALLES publications View referenced research data.

filter_list Risk Management

2024

  1. Dataset of an actual motor vehicle insurance portfolio

    European Actuarial Journal

2023

  1. European systemic credit risk transmission using Bayesian networks

    Research in International Business and Finance, Vol. 65

  2. Shortcuts for the construction of sub-annual life tables

    ASTIN Bulletin, Vol. 53, Núm. 2, pp. 332-350

2022

  1. Corrigendum to: Estimation of the combined effects of ageing and seasonality on mortality risk: An application to Spain (Journal of the Royal Statistical Society: Series A (Statistics in Society), (2022), 185, 2, (471-497), 10.1111/rssa.12769)

    Journal of the Royal Statistical Society. Series A: Statistics in Society

  2. Mortality risk. Incorporating the new seasonal-ageing index (SAI) into a pricing strategy

    Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF 2022 (Springer International Publishing), pp. 321-326

  3. The Elasticity of a Random Variable as a Tool for Measuring and Assessing Risks

    Risks, Vol. 10, Núm. 3

2020

  1. Data granularity in mid-year life table construction

    3RD INTERNATIONAL CONFERENCE ON ADVANCED RESEARCH METHODS AND ANALYTICS (CARMA 2020)

2019

  1. Using Parametric Bootstrap to Introduce and Manage Uncertainty: Replicated Loaded Insurance Life Tables

    North American Actuarial Journal, Vol. 23, Núm. 3, pp. 434-446