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Aplicación al sector asegurador español (no vida) del modelo de seguros de Tapiero

Author

Listed:
  • Irene Albarrán Lozano

    (Facultad de Ciencias Económicas y Empresariales. Universidad Complutense de Madrid.)

  • Alfredo Moreno Sáez

    (Facultad de Ciencias Económicas y Empresariales. Universidad Complutense de Madrid.)

Abstract

El objetivo de este trabajo es evaluar el modelo de seguros propuesto por Tapiero en 1987, utilizando datos reales de empresas aseguradoras españolas dedicadas al negocio no vida. Tras adaptar el modelo a la información disponible, se estiman los parámetros del mismo mediante Mínimos Cuadrados en Tres Etapas utilizando variables instrumentales. Se realiza una simulación para comprobar que la evolución de dichas variables bajo diferentes escenarios es compatible con la doctrina básica actuarial, observándose que las inversiones son fundamentales para el crecimiento de la entidad.

Suggested Citation

  • Irene Albarrán Lozano & Alfredo Moreno Sáez, 2000. "Aplicación al sector asegurador español (no vida) del modelo de seguros de Tapiero," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 00-13, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
    • Handle: RePEc:ucm:doctra:00-13
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