Bootstrap method for calculating technical provisions for claims

[ES] La adecuada gestión del riesgo es uno de los objetivos fundamentales en las compañías aseguradoras, la buena valoración de la incertidumbre es una de las claves de éxito en este sector empresarial, por ello, abarca el objeto de nuestro estudio. La clave para gestionar la incertidumbre es poder prever los posibles siniestros y así estimar las provisiones técnicas a constituir por la empresa para el pago de estos. La Directiva Europea Solvencia II, que entra en vigor en 2016, modificó sustancialmente la metodología a emplear para la estimación de las provisiones técnicas utilizada con anterioridad. Esta normativa establece una mejor valoración del riesgo para poder afrontar los pagos por siniestros sin tener problemas de insolvencia o escasa liquidez. Adaptándonos a dicha normativa, procedemos a estimar las provisiones técnicas mediante el método Chain Ladder aplicado mediante el formato triangulo, el cual se adapta a la directiva y tiene en cuenta el comportamiento de los pagos por siniestros en diferentes años. Para reducir la incertidumbre en nuestras estimaciones, utilizamos el método Bootstrap con el que determinaremos la fiabilidad de los datos estimando el error. Mediante los datos obtenidos de una compañía aseguradora en su ramo de autos, realizamos hipótesis para determinar la fiabilidad del método de estimación Chain Ladder con Bootstrap, obteniendo que dicha metodología se adecua a la nueva normativa además de demostrar su eficiencia en la estimación de las provisiones técnicas, siendo el percentil 50 el estadístico más adecuado para dicha estimación.[EN] Proper risk management is one of the main objectives in the insurance companies, the good assessment of uncertainty is one of the keys to success in this business sector, therefore, covers the object of our study. The key to managing uncertainty is to foresee the possible claims and thus estimate the technical provisions to set up by the company for the payment of these. The European directive Solvency II, which came into force in 2016, substantially modified the methodology to be used for the estimation of technical provisions used previously. This regulation establishes a better assessment of the risk to meet payments for claims without having problems of low liquidity or insolvency. Adapting ourselves to this norm, we proceed to estimate technical provisions through the Chain Ladder method implemented by the triangle format, which adapts to the directive and takes into account the behaviour of the payments for claims in different years. To reduce uncertainty in our estimates, we use the Bootstrap method which we will determine the reliability of the data estimating the error. Using the data obtained from an insurance company in its area of cars, we carry out hypothesis to determine the reliability of the Chain Ladder with Bootstrap estimation method

El análisis del riesgo como medida del capital económico

La gestión de riesgos y de capitales es un marco unificado que combina estos aspectos a través del uso del capital económico como una forma común para medir el riesgo. El capital económico es el límite de capital necesario para hacer frente a potenciales pérdidas inherentes a las actividades comerciales. El objetivo de este trabajo teórico es identificar la tipología de riesgos y cuantificarlos, mediante el Best Estimate y el Risk Margin.The risk management and of capitals he is a frame united that he combines these aspects through the use of economic capital like a common form to measure risk. The economic capital is the limit of necessary capital to face up to potentials inherent losses to the commercial activities. In this research our objective is to determine the different risk types and quantify it, by the Best Estimate and the Risk Margin

Análisis comparativo de metodologías para la cuantificación de provisiones técnicas en entidades aseguradoras. Adaptación a Solvencia II

(Comparative analysis of methodologies for the quantification of technical provisions in insurance entities. Adaptation to Solvency II. )The entry into force of Solvency II has involved a great process of adaptation for insurance companies. One of the aspects affected by Solvency II is in the quantification of risks, and within this in the estimation of the technical provisions to be constituted. The objective of this work is to study the estimation of technical provisions in non-life insurance through stochastic methodology. We compare three of the most popular methods for estimating payments for claims that occurred but not reported, these being the Free Distribution-free of Mack, the Generalized Linear Model assuming a Poisson distribution with Overdispersion along with the logarithmic link function, and the Bootstrap method with simulation. The results show that the Boostrap method with Simulation is the most appropriate method, with the 50th percentile being the most appropriate measure in the presence of negative or excessively high values, which is common in this context.La entrada en vigor de Solvencia II ha supuesto un gran proceso de adaptación para las compañías aseguradoras. Uno de los aspectos en los que incide Solvencia II es en la cuantificación de riesgos, y dentro de esta en la estimación de las provisiones técnicas a constituir. El objetivo de este trabajo es estudiar la estimación de las provisiones técnicas en seguros no vida a través de metodología estocástica. Comparamos tres de los métodos más populares para la estimación de los pagos por siniestros ocurridos pero no notificados, siendo estos la Distribución Libre de Mack, el Modelo Lineal Generalizado asumiendo una distribución Poisson con Sobredispersión junto con la función de enlace logarítmica, y el método Bootstrap con Simulación. Los resultados muestran que el método Boostrap con Simulación es el método más apropiado, siendo el percentil 50 la medida más adecuada ante la existencia de valores negativos o excesivamente elevados, hecho habitual en este contexto

Genetic Parameters of Somatic Cell Score in Florida Goats Using Single and Multiple Traits Models

A total of 1,031,143 records of daily dairy control test of Spanish Florida goats were used for this study. The database was edited, and only the records of the first three lactations were kept. The final database contained 340,654 daily-test somatic cell counts from 27,749 daughters of 941 males and 16,243 goats. The evolution of this count in the last 14 years was analyzed following French and American international associations’ criteria for the risk of mastitis in goats, and confirmed the slight increase in SCS in the last years and the importance of this problem (50% of dairy control tests show a risk of suffering mastitis). For the genetic analysis, the SCS records were log-transformed to normalize this variable. Two strategies were used for the genetic analysis: a univariate animal model for the SCS assuming that SCS does not vary throughout the parities, and a multi-character animal model, where SCS is not considered as the same character in the different parities. The heritabilities (h2) were higher in the multiple traits models, showings an upward trend from the first to the third parity (h2 between 0.245 to 0.365). The genetic correlations of the same trait, as well as between breeding values (GVs) between different parities, were different from unity. The breeding values (EBVs) obtained for both models were subjected to a PCA: the first eigenvector (λ1) explained most of the variations (between 74% to 90%), while the second λ2 accounted for between 9% to 20% of the variance, which shows that the selection will be proportionally favorable but not equivalent in all parities and that there are some variations in the type of response

SurveyingGame: Gamified Virtual Environment for Surveying Training

This contribution describes the first developing phases of a tool aimed to support field training ses-sions in topographic survey learning courses. After describing the issue that justifys the proposal of the research, a discussion of similar approaches carried out by researcher from different countries is shown. Thenceforth, the concept and description of the proposed gamified simulator are explained. Finally, the future features and scopes of the research are presente

Colonic Microbiota Profile Characterization of the Responsiveness to Dietary Fibre Treatment in Hypercholesterolemia

This study aimed to determine how the microbiota profile might be predisposed to a better response in blood lipid profiles due to dietary fibre supplementation. A three-arm intervention study that included three different fibre types (mainly insoluble, soluble, and antioxidant fibre) supplemented (19.2 g/day) during 2 months in individuals with hypercholesterolemia was developed. Changes in faecal microbiota and blood lipid profile after fibre supplementation were determined. In all volunteers, regardless of fibre type, an increase in the abundance of Bifidobacterium was observed, and similarly, an inverse relationship between faecal propionic acid and blood LDL-cholesterol, LDL particle size, and LDL/HDL particle ratio (p-values 0.0067, 0.0002, and 0.0067, respectively) was observed. However, not all volunteers presented an improvement in lipid profile. The non-responders to fibre treatment showed a decrease in microbiota diversity (Shannon and Simpson diversity index p-values of 0.0110 and 0.0255, respectively) after the intervention; where the reduction in short-chain fatty acids (SCFAs) producing bacterial genera such as Clostridium XIVa and Ruminococcus after dietary fibre treatment was the main difference. It was concluded that the non-responsiveness to dietary fibre treatment might be mediated by the lack of ability to maintain a stable SCFA producing bacteria diversity and composition after extra fibre intake.The research leading to these results has received funding from the People Programme (Marie Curie Actions) of the Seventh Framework Programme of the European Union (FP7/2007-2013) under REA grant agreement no. 600388 (TECNIOspring Progamme) and from the Agency for Business Competitiveness of the Government of Catalonia ACCIÓ that support the fellowship given to Ana Belén Granado-Serrano (TECSPR14-0-0023

Generación de materiales y recursos para la implantación del Plan de Lenguas para la Internacionalización PLI en la Facultad de Óptica y Optometría

Depto. de Optometría y VisiónFac. de Óptica y OptometríaFALSEsubmitte

TikTok como herramienta educativa en el aula

Las metodologías aplicadas en los procesos de enseñanza-aprendizaje en las aulas han evolucionado significativamente en los últimos años gracias a la incorporación de las nuevas tecnologías. Con la irrupción de las redes sociales es necesario comprobar la utilidad de una de ellas en el ámbito educativo, TikTok. Esta red se basa en vídeos de corta duración y resulta muy atractiva a los más jóvenes; de tal forma que se puede emplear como medio educativo frente a métodos más tradicionales de enseñanza. Se propone por ello en el presente estudio una intervención en cuatro centros de Educación Secundaria que incorpora TikTok como herramienta educativa para mostrar la mejora en la implicación que se obtiene al incorporarla en el aprendizaje. Con esta propuesta se pretende guiar a la comunidad educativa en la protocolización de las intervenciones en el aula con tecnologías afines al alumnado para potenciar el uso de metodologías activas.The methodologies applied to teaching-learning processes in the classroom have evolved significantly as a result of the incorporation of new technologies. Nowadays, with the arrival of social networks, it becomes necessary to analyze the utility of one of them in Education: TikTok. This network, based in short videos appears very appealing to youngsters. Therefore, it can be used as a more attractive educational tool rather than the traditional ways of teaching. In this study, an intervention including TikTok as an educational tool in four Secondary Schools is proposed. The main aim of this proposal is to guide the educational community in the protocolization of classroom interventions with technologies closed to students in order to promote the use of active methodologies

Cervicofacial necrotizing fasciitis of odontogenic origin

Introducción: la fascitis necrotizante es una infección bacteriana, rara, destructiva y rápidamente progresiva de los tejidos subcutáneos y la fascia superficial que en los estadios más avanzados involucra la piel y está asociada a altos índices de morbilidad y mortalidad.Objetivos: describir la fascitis necrotizante cervicofacial de origen odontogénico y sus principales causas y factores predisponentes.Métodos: se realizó un estudio observacional, descriptivo, transversal en el Hospital General de Benguela, Angola, de abril de 2014 a abril de 2016. Se estudió toda la población, constituida por 77 pacientes que fueron atendidos en este centro con diagnóstico de fascitis necrotizante cervicofacial odontogénica. Las variables de estudio fueron el sexo, los grupos de edad, los factores predisponentes, los tratamientos ambulatorios, la hemoglobina al ingreso, el foco infeccioso dental y las características clínicas. Se emplearon estadígrafos descriptivos. La información se extrajo de las historias clínicas. Resultados: el 73% del total de casos perteneció al sexo masculino, hubo 12 pacientes con enfermedades sistémicas que desarrollaron una fascitis necrotizante cervicofacial, los antiinflamatorios no esteroideos se usaron en el 94,8% de los enfermos, se constató hemoglobina baja en el 88,3% de los casos y el 80% de los pacientes arribaron al centro hospitalario con enfermedad avanzada. Conclusiones: la principal causa de la fascitis necrotizante cervicofacial fueron los focos sépticos de origen dentario. Esta enfermedad está relacionada a procesos simples que no recibieron un tratamiento adecuado en la comunidad.Introduction: necrotizing fasciitis is a rare, destructive and rapidly progressive bacterial infection of the subcutaneous tissues and superficial fascia that in the most advanced stages involves the skin and is associated with high morbidity and mortality rates.Objectives: to describe cervicofacial necrotizing fasciitis of odontogenic origin and its main causes and predisposing factors.Methods: an observational, descriptive, cross-sectional, descriptive study was carried out in the General Hospital of Benguela, Angola, from April 2014 to April 2016. The entire population was studied, which consisted by 77 patients who were assisted in this center with a diagnosis of cervicofacial odontogenic necrotizing necrotizing cervicofacial fasciitis. The study variables were sex, age groups, predisposing factors, outpatient treatment, hemoglobin on admission, dental infectious focus and clinical characteristics. Descriptive statistics were used. The information was extracted from the medical records. Results: 73% of all cases were male, 12 patients with systemic diseases developed cervicofacial necrotizing fasciitis, non-steroidal anti-inflammatory drugs were used in 94.8% of patients, hemoglobin was low in 88.3% of cases and 80% of patients arrived at the hospital with advanced disease. Conclusions: the main cause of cervicofacial necrotizing fasciitis was septic foci of dental origin. This disease is related to simple processes that were not adequately treated in the community

Las representaciones fílmicas del pasado y el aprendizaje basado en proyectos como estrategias para el desarrollo del pensamiento histórico

Memoria ID-081. Ayudas de la Universidad de Salamanca para la innovación docente, curso 2018-2019