| Center |
| Faculty of Economics |
| Departament |
| Applied Economics |
| Lecturers in charge |
| Sin datos cargados |
| Met. Docent |
| Attendance at theory classes and active participation in practical classes. Coordinators Roberto Escuder Vallés y Salvador Méndez Martinez. |
| Met. Avaluació |
| Final examination - - |
| Bibliografia |
| - ALTMAN, E:The prediction of Corporate Bankrupty: A Discriminant Analysis. Garland Publishing. - LATORRE, L. (1992): Teoría del Riesgo y sus aplicaciones en la Empresa Aseguradora. Ed. Maphre. |
| Continguts |
| The program is structured into two parts. In the first it is expected that the students acquire a complete knowledge of the statistical bases as for the minimisation and graduation of charts of mortality, and in second the statistical bases to be able to approach the theories of the stability, solvency and break-down of the financial entities and of the insurance. The content of the subject is the following: THEME 1. - STOCHASTIC MINIMISATION OF THE MORTALITY. THEME 2. - ADJUSTMENT OF CHARTS OF MORTALITY. THEME 3. - ADJUSTMENT BY MEANS OF POLYNOMIALS THEME 4. - ADJUSTMENT BY MEANS OF METHODOLOGY OF FORFAR, MCCUTCHEON AND WILKIE. FEAR 5. - ELABORATION OF CHARTS THROUGH THE EXPERIENCES OF THE INSURANCE COMPANIES THEMSELVES THEME 6. - STATISTICAL THEORIES ON STABILITY AND RUIN THEME 7. - CLASSIC THEORY OF RISK. THEME 8. - THEORY OF COLLECTIVE RISK. THEME 9. - UTILITY OF THE METHODS OF MULTIVARIABLE ANALYSIS FEAR 10. - TECHNIQUES OF APPLIED QUALITATIVE REGRESSION OF FINANCIAL STABILITY |