Solvencia en un Reaseguro Finite Risk

One of the characteristics of the finite risk reinsurance is the existence of an found of experience, which is constituted by the premiums charged by the reinsurer, together with his financial incomes, and his objective is to finance the claims to be satisfied to the insurer in the specified period. The objective of this work is to design a model that allows us to determinate the reserve that the found of experience should have in every annual period in order to guarantee its dynamic solvency, taking into the experience of the claims of the reinsurer"s portfolio and of each insurance company

Reaseguro Finite Risk en ambiente financiero estocástico

Una de las características del reaseguro finite risk es la existencia de una cuenta de experiencia, que está formada por las primas que cobra el reasegurador, junto con su rendimiento financiero,y su finalidad es financiar los siniestros que éste ha de satisfacer a la cedente en el plazo establecido. El objetivo de este trabajo es diseñar un modelo que permita determinar el saldo estimado o reserva que debe de tener en cada periodo anual la cuenta de experiencia para garantizar su solvencia dinámica, teniendo en cuenta la experiencia de siniestralidad de la cartera del reasegurador y de cada cedente. Para el cálculo de la prima de reaseguro y del saldo de la cuenta de experiencia se asumirá ambiente financiero estocástico, de modo que la prima de reaseguro dependerá también de otros parámetros como la volatilidad del tipo de interés o de la aversión al riesgo

Modelo Interno para el cálculo del capital de solvencia obligatorio para el riesgo de mortalidad en Solvencia II

Solvencia II ofrece a las compañías de seguros la posibilidad de utilizar distintos métodos para calcular el capital de solvencia obligatorio; éstos se basan en los denominados modelo estándar y modelo interno. En este trabajo se propone un modelo interno para el cálculo del capital de solvencia obligatorio que cuantifica el riesgo de mortalidad, para una cartera formada por seguros de vida, en el que la compañía de seguros garantiza un único pago al beneficiario en caso de fallecimiento del asegurado. Se asume la interpretación del capital de solvencia obligatorio como el valor en riesgo, al 99,5%, de la diferencia entre el valor actualizado de los activos menos los pasivos de dos años consecutivos. La metodología propuesta para su cálculo se basa en simular por el método de Monte Carlo la evolución de siniestralidad de la cartera. Por último se compara, para una misma cartera, el capital de solvencia obligatorio obtenido por modelo interno propuesto con el que resulta de utilizar el modelo estándar

A test generation framework for quiescent real-time systems

We present an extension of Tretmans theory and algorithm for test generation for input-output transition systems to real-time systems. Our treatment is based on an operational interpretation of the notion of quiescence in the context of real-time behaviour. This gives rise to a family of implementation relations parameterized by observation durations for quiescence. We define a nondeterministic (parameterized) test generation algorithm that generates test cases that are sound with respect to the corresponding implementation relation. Also, the test generation is exhaustive in the sense that for each non-conforming implementation a test case can be generated that detects the non-conformance

Managing plagiarism in programming assignments with blended assessment and randomisation.

Plagiarism is a common concern for coursework in many situations, particularly where electronic solutions can be provided e.g. computer programs, and leads to unreliability of assessment. Written exams are often used to try to deal with this, and to increase reliability, but at the expense of validity. One solution, outlined in this paper, is to randomise the work that is set for students so that it is very unlikely that any two students will be working on exactly the same problem set. This also helps to address the issue of students trying to outsource their work by paying external people to complete their assignments for them. We examine the effectiveness of this approach and others (including blended assessment) by analysing the spread of similarity scores across four different introductory programming assignments to find the natural similarity i.e. the level of similarity that could reasonably occur without plagiarism. The results of the study indicate that divergent assessment (having more than one possible solution) as opposed to convergent assessment (only one solution) is the dominant factor in natural similarity. A key area for further work is to apply the analysis to a larger sample of programming assignments to better understand the impact of different features of the assignment design on natural similarity and hence the detection of plagiarism

Reflections on ten years of using economics games and experiments in teaching

In this paper, the author reflects on his 10 years’ experience of using games and experiments and in the process develops a type of practitioner’s guide. The existing quantitative and qualitative evidence on the impact of using games on student learning is reviewed. On balance, a positive effect, on measures of attainment, is found in the literature. Given these findings, it is surprising that there is also evidence in the UK and US that they are not widely used. Some factors are discussed that might deter tutors from employing them. Unsurprisingly, one of these is the additional cost, which might make the use of online games seem more attractive, given the way results can be automatically recorded. However, some relatively low-cost paper-based games were found to have significant advantages. In particular, they appear to facilitate social interaction which has a positive impact on student motivation and learning. One popular and effective paper-based game is discussed in some detail. A number of recommendations are provided on how to implement the game in order to maximise the learning benefits it can provide. Some ideas on how to maximise the learning benefits from using games more generally are also considered

El Móvil hace su aparición en las aulas universitarias

En este artículo se expone la experiencia de innovación docente que se ha llevado a cabo en el primer cuatrimestre del curso 15/16 en la asignatura de Matemáticas II, del grado de Administración y Dirección de Empresas, en la Facultad de Economía y Empresa, de la Universidad de Barcelona. Esta experiencia ha consistido en la utilización, a través del teléfono móvil, de la aplicación Socrative para realizar las pruebas de evaluación continuada de los estudiantes. La evaluación continuada de esta asignatura consiste en la realización de un mínimo de dos pruebas a lo largo del cuatrimestre. Gracias a Socrative, se ha aumentado el número de pruebas hasta ocho, ya que esta aplicación permite de forma inmediata la recogida de respuestas, corrección, calificación y facilita esta información en una hoja de cálculo. El profesor no participa en el proceso de corrección aunque sí supone una mayor dedicación para preparar las diferentes pruebas. Este mecanismo ha aumentado considerablemente la motivación de los estudiantes y este hecho se ha reflejado en el éxito académico

Doctor of Philosophy

dissertationMany of the health concerns of people with intellectual disabilities do not differ from the nondisabled population; however, it is important to develop interventions that target the unique needs of this population to achieve health equity. Health promotion efforts can meet the needs of this population through collaboration, intervention, and advocacy at multiple levels. This study initiated the process of addressing health inequities by using a qualitative, community-based participatory research method, photovoice, in conjunction with interviews and observations, to identify the health perceptions of 25 adults with intellectual disabilities. The first phase of analysis yielded four themes: defining health, feeling connected, having something to do, and being part of the community. A content analysis, the second analysis phase, explores the use of an occupational perspective of health (doing, being, belonging, and becoming) to address the health needs of this population. Incorporating adults with intellectual disabilities in the initial stages of health promotion planning provides information that can be used to design broad programs that move beyond fitness and nutrition knowledge, areas often well understood by many of this population. A community-based participatory study offers support for this collaboration and suggests additional areas to incorporate into health promotion programs. A more holistic approach to health is proposed, which includes life skills training, self-determination, client-centered interests, and an emphasis on strengths and potential. Experiences and observations are shared to highlight issues of social justice and emphasize the need for a multilevel approach to promoting health. An occupational perspective of health is offered as a method to address the social determinants of health and broaden the practice framework of health promotion

Matemática Financiera: Autoevaluación y rendimiento académico

Durante el curso 2006-2007, un equipo de profesores del Departamento de Matemática Económica, Financiera y Actuarial de la Universidad de Barcelona, relacionados con la asignatura de Matemática Financiera, vio la necesidad de adaptar materiales y crear nuevas formas para mejorar el aprendizaje, aprovechando el plan Bolonia. En nuestra facultad el número de alumnos siempre ha sido muy elevado y es una de las principales variables a tener en cuenta. En aquel curso, el volumen de alumnos que cursaban asignaturas relacionadas con la Matemática Financiera ascendió a 3.328. Utilizando Moodle hemos elaborado un material de aprendizaje y autoevaluación consistente en un banco de 218 preguntas. Con los datos completos de tres cursos académicos, desde 2008-2009 hasta el curso 2010-2011, los resultados de la experiencia se exponen en esta ponencia y se pueden calificar de esperanzadores

Testing timed systems modeled by stream X-machines

Stream X-machines have been used to specify real systems where complex data structures. They are a variety of extended finite state machine where a shared memory is used to represent communications between the components of systems. In this paper we introduce an extension of the Stream X-machines formalism in order to specify systems that present temporal requirements. We add time in two different ways. First, we consider that (output) actions take time to be performed. Second, our formalism allows to specify timeouts. Timeouts represent the time a system can wait for the environment to react without changing its internal state. Since timeous affect the set of available actions of the system, a relation focusing on the functional behavior of systems, that is, the actions that they can perform, must explicitly take into account the possible timeouts. In this paper we also propose a formal testing methodology allowing to systematically test a system with respect to a specification. Finally, we introduce a test derivation algorithm. Given a specification, the derived test suite is sound and complete, that is, a system under test successfully passes the test suite if and only if this system conforms to the specification