Insurance Markets

Fig Motality

Insurance Markets

In my line of research related to risk analysis in insurance markets I have studied actuarial risks such as longevity and mortality risk. Currently, I am working on the design of new insurance products and methodologies for ratemaking and underwriting for variable renewable generation electricity projects. Thus, my lines of research in insurance and energy are converging!

Publications

“Trends in the quantiles of the life-table survivorship function”, (with Chuliá H. and Guillén M.)  European Journal of Population. Accepted.

“Financial Consumer Protection in Spain”, (with Guillen M.) Chp. 12 in An International Comparison of Financial Consumer Protection. Ed. Tsai-Jyh Chen. Springer: Singapore, 2018. Book Chapter.

“Modeling Longevity Risk with Generalized Dynamic Factor Models and Vine-Copulae” (with Chuliá H. and Guillén M.) ASTIN Bulletin, 46: 141-163, 2016. Slides Risk-15

“Asymmetric Uncertainty of Mortality and Longevity in the Spanish Population”, (with Chuliá H. and Guillén M.) In  Scientific Methods for the Treatment of Uncertainty in Social Sciences. Springer: Switzerland. 2015. Book Chapter.