About
38
Publications
4,498
Reads
How we measure 'reads'
A 'read' is counted each time someone views a publication summary (such as the title, abstract, and list of authors), clicks on a figure, or views or downloads the full-text. Learn more
269
Citations
Citations since 2017
Introduction
Skills and Expertise
Publications
Publications (38)
Tourism is one of the economic sectors that contributes the most to the gross domestic product in many countries, moving, in turn, other economic sectors such as transport. In particular, the automotive industry constitutes an economic subsector that moves vast amounts of money. Concerning tourism and transport sectors, car rental is a crucial elem...
The number of fatalities in Spain due to gender-based violence has increased in recent years, with a new rise in 2019, reaching the highest figure since 2015, a year that registered a peak with 60 victims. This article analyzes a database obtained from a survey on gender violence conducted by the Spanish Centre for Sociological Research. The survey...
In the last decades, a lot of research papers applying statistical methods for analysing sports data have been published. Football, also called soccer, is one of the most popular sports all over the world organised in national championships in a round robin format in which the team reaching the most points at the end of the tournament wins the comp...
The target of this paper is to study the relevant factors affecting the victories away from
home of football teams in order to fit the probability of winning an away match. The paper addressed the following research issues: (a) Is the identification of the significant variables underlying the results plausible? (b) Can information of these factors...
This paper analyses the factors underlying the victories and defeats of the Spanish basketball teams Real Madrid and Barcelona in the national league, ACB. The following research questions were addressed: (a) Is it possible to identify the factors underlying these results? (b) Can knowledge of these factors increase the probability of winning and t...
The aggregate loss, S, is the sum of the individual claim sizes, ie,S = Σi=1K Xi for K > 0, and S = 0 for K = 0. The distributions of K and Xi are termed the primary distribution and the secondary distribution, respectively. This paper considers the empirical evaluation of a collective risk model with the geometric as the primary distribution and t...
In this paper, we propose a new family of premium calculation principles based on the use of prior information from different sources. Under this framework and based on the use of Ordered Weighted Averaging operators, we provide alternative collective and Bayes premiums and describe some approaches to efficiently compute them. Several examples are...
The main purpose of this paper is to present an asymmetric logit probability model to estimate and
predict the daily probabilities of delay in aircraft arrivals. The proposed model takes into account statistical
regularity, noting that more arrivals are on time than delayed, thus reflecting an asymmetric
pattern of behaviour. The data analysed were...
Generalized linear models (GLMs) that use a regression procedure to fit relationships between predictor and target variables are widely used in risk insurance data. It is crucial to detect the risk factors that significatively affect the number of claims, as this will eventually allow the insurer to fix premiums more precisely. We pay attention to...
Generalized linear models (GLMs) using a regression procedure to fit relationships between predictor and target variables are widely used in automobile insurance data. Here, in the process of ratemaking and in order to compute the premiums to be charged to the policy--holders it is crucial to detect the relevant variables which affect to the value...
We present in this paper a new computation principle based on the use of
prior information from multiple sources for computing the premium charged to a
policyholder. Under this framework, we propose alternative collective and Bayes
premiums and describe some approaches to compute them. Several examples
illustrates the new framework for premium comp...
We make two main contributions in this article. We examine whether social comparisons affects workers' performance when a firm can choose workers' wages or let them choose their own. Firms can delegate the wage decision to neither, one or both workers in the firm. We vary the information workers receive, finding that social comparisons concerning b...
En este estudio se pretende explicar la probabilidad de éxito en la asignatura Matemáticas Empresariales correspondiente al Grado en Administración y Dirección de Empresas en la Universidad de Las Palmas de Gran Canaria. Para ello se intentará detectar qué factores influyen en dicha probabilidad utilizando, primero un modelo de regresión logística...
Modelling automobile insurance claims is a crucial component in the ratemaking procedure. This paper focuses on the probability that a policyholder reports a claim, where the classical logit link does not provide a right model. This is so because databases related with automobile claims are often unbalanced, containing more non-claims than the pres...
A Bayesian regression model for the number of goals scored by players in the Spanish football league during nine seasons is fitted. The model handles overdispersion in such a way that individual footballers ability for scoring may be estimated regardless of the number of minutes played, the position in the field and the team in which they play. Add...
Nosocomial infection is one of the main causes of morbidity and mortality in patients admitted to hospital. One aim of this study is to determine its intrinsic and extrinsic risk factors. Nosocomial infection also increases the duration of hospital stay. We quantify, in relative terms, the increased duration of the hospital stay when a patient has...
The distribution of the aggregate claims in one year plays an important role in Actuarial Statistics for computing, for example, insurance premiums when both the number and size of the claims must be implemented into the model. When the number of claims follows a Poisson distribution the aggregated distribution is called the compound Poisson distri...
In this article, we consider Bayesian statistical models in which prior distribution of the risk parameter is to be specified in a hierarchical fashion. The model obtained is shown to be over-dispersed and competitive with other models in the literature for fitting automobile claim frequency data. We obtain analytical forms of the distribution, whi...
Standard binary models have been developed to describe the behavior of consumers when they are faced with two choices. The classical logit model presents the feature of the symmetric link function. However, symmetric links do not provide good fits for data where one response is much more frequent than the other (as it happens in the insurance fraud...
This article develops a Bayesian analysis of the Compound Collective Model utilizing the Net Premium Principle, considering single-period models. With respect to likelihoods, we used a Poisson distribution for the number of claims and an Exponential distribution for the severity of the accident/event. Gamma distributions were used for the prior dis...
Computing premiums in a Bayesian context requires the use of a prior distribution that the unknown risk parameter follows in the heterogeneous portfolio. Following the methodology that an actuary only has vague information about this parameter and therefore is unable to specify a simple prior, we choose a class Gamma of priors and compute posterior...
In a standard Bayesian model, a prior distribution is elicited for the structure parameter in order to obtain an estimate of this unknown parameter. The hierarchical model is a two way Bayesian one which incorporates a hyperprior distribution for some of the hyperparameters of the prior. In this way and under the Poisson-Gamma-Gamma model, a new di...
In this paper we consider statistical problems arising from applications concerning insurance-premium calculation. We describe
an integrated set of Bayesian tools for modelling bonus-malus systems (BMS) for insurance premiums. This paper describes a
bonus-malus system (BMS) applicable to insurance claims procedures, constructed using a hierarchical...
The paper presents a Bayesian sensitivity analysis for the credibility theory related to the net premium principle. Thus, the mixture model in prior distribution is used for the separation of subpopulations. This construction is adapted to the usual robust Bayesian results and these are exploited to obtain lower and upper bounds for the premium. Tw...
The paper presents a Bayesian sensitivity analysis for the credibility theory related to the net premium principle. Thus, the mixture model in prior distribution is used for the separation of subpopulations. This construction is adapted to the usual robust Bayesian results and these are exploited to obtain lower and upper bounds for the premium. Tw...
In performing Bayesian analysis of a bonus-malus system (BMS) it is normal to choose a parametric structure, 70(.), in the insurer's portfolio. According to Bayesian sensitivity analysis the structure function can be modelled by specifying a class F of priors instead of a single prior. In this paper, we examine the ranges of the relativities, i.e....
El modelo de buenos-malos riesgos considera que la población o colectivo de asegurados de una cartera de seguros tiene dos tipos de riesgos. Un porcentaje de ellos tiene una baja probabilidad de siniestralidad, son los buenos riesgos; mientras que el resto tiene una alta probabilidad de siniestralidad, son los malos riesgos. En esta situación, una...
La estadística actuarial ha abordado el problema de la tarificación en los seguros de no vida desde un punto de vista clásico y bayesiano clásico. En los primeros el parámetro de riesgo se considera conocido, mientras que en los segundos se considera aleatorio. En este trabajo se estudia la prima obtenida siguiendo ambas metodologías en el modelo c...
En este trabajo se describe la experiencia de cambio de examen en la asignatura de Matemáticas I (del primer cuatrimestre del primer curso) de las titulaciones Licenciatura en Economía, Licenciatura en Administración. y Dirección. de Empresas y Diplomatura en Ciencias Empresariales, llevada a cabo durante el presente curso académico. Esencialmente,...
In this paper we consider statistical problems arising from applications concerning insurance-premium calculation. We describe an integrated set of Bayesian tools for modelling bonus-malus systems (BMS) for insurance premiums. This paper describes a bonus-malus system (BMS) applicable to insurance claims procedures, constructed using a hierarchical...
