¿Hay verdaderamente una fórmula estándar para el riesgo de suscripción de vida?

• Asier Garayeta Bajo ^[1] ; J. Iñaki de la Peña Esteban ^[1]
  1. [1] Universidad del País Vasco/Euskal Herriko Unibertsitatea

     Universidad del País Vasco/Euskal Herriko Unibertsitatea

     Leioa, España

     
• Localización: Anales del Instituto de Actuarios Españoles, ISSN 0534-3232, Nº 23, 2017, págs. 49-70
• Idioma: español
• DOI: 10.26360/2017_3
• Títulos paralelos:
  • There is a truly standard formulae for life subscription risk?
• Enlaces
  • Texto completo (pdf)
• Resumen
  • español

    La directiva Solvencia II permite elaborar modelos internos como alternativa a la formulación estándar. Sin embargo, en este trabajo se demuestra que ésta realmente no es más que un principio estándar bajo el que cada entidad aseguradora deberá desarrollar su propia formulación acorde a lo específico de los seguros que comercialice. Ello afecta, principalmente a aseguradoras medianas y pequeñas, las cuales abundan en España.

  • English

    The Solvency II directive allows creating internal models as alternative to the standard formulation. Nevertheless, in this work it is demonstrated that this standard formulation really is not so standard because every insurance company should have to develop its own formulation according to the specifications of every product that commercializes. It concerns, principally to medium and small insurance companies, in average, it is the majority into the Spanish insurance market.

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