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Modelos de descuento de flujos aplicados al seguro

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Abstract

Un principio fundamental de las finanzas es que el valor de cualquier activo es igual al valor actual de sus flujos de caja. Como los contratos de seguros implican flujos de caja en diferentes momentos del tiempo, el método del descuento de flujos de caja proporciona un planteamiento natural para la valoración del seguro. Aunque los principios del descuento de flujos de caja han formado las bases para la ciencia actuarial de vida, es relativamente reciente la introducción para el uso en seguros de no-vida. Tanto los modelos de tiempo discreto como los de tiempo continuo han sido aplicados a problemas del seguro, a ellos se refiere este artículo.

Suggested Citation

  • Eva María del Pozo García, 2001. "Modelos de descuento de flujos aplicados al seguro," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 01-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  • Handle: RePEc:ucm:doctra:01-14
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    File URL: http://eprints.ucm.es/6736/1/0114.pdf
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    1. Foster, George J, 1977. "Valuation Parameters of Property-Liability Companies," Journal of Finance, American Finance Association, vol. 32(3), pages 823-835, June.
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    Keywords

    Seguros; Modelos de descuento de flujos de caja; Valoración del seguro.;

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