The Actuarial Financial Modelling
research group of
Our fields of interest are finance and insurance, mainly in the following areas: solvency, reinsurance, distance-based models, fuzzy models, social security and financial education.
We are a Catalan research group recognized by the Generalitat de Catalunya – 2017SGR228. The members of our group are researchers of the University of Barcelona.
Longevity Institute Cathedra
The phenomenon of longevity
Economic, financial, actuarial and social implications
Highlights
Dr. Xavier Varea gives an interview to TV3 about the political party’s proposals on pensions
In the interview, Dr. Xavier Varea Soler addresses the issue [...]
Raül Martínez Buixeda defended his PhD Thesis
Raül Martínez Buixeda, PhD in Business, defended his thesis with [...]
Teresa Costa Cor defended her PhD Thesis
Teresa Costa Cor, PhD in Business, defended her thesis on [...]
Last Research Activity
Articles
2020
- Román Adillón, Lambert Jorba Jorba, Maite Mármol Jiménez. Modal Interval Probability: Application to Bonus-Malus Systems. International Journal of Uncertainty Fuzziness and Knowledge-Based Systems, 28(5), 837-851.
- Jorge de Andrés-Sánchez, Aihua Zhang, Laura González-Vila Puchades. Incorporating fuzzy information in pricing substandard annuities. Computers and Industrial Engineering, 145.
- Xavier Varea Soler, M. Mercè Claramunt Bielsa, Eva Boj Del Val. Role of Private Long-Term Care Insurance in Financial Sustainability for an Aging Society. Sustainability, 12(21).
- Dimitris Karlis, Isabel Morillo López, Luís Bermudez. Modelling Unobserved Heterogeneity in Claim Counts Using Finite Mixture Models. Risks, 8(1).
- Jesús Marín-Solano, Anna Castañer Garriga, Carmen Ribas. An agreeable collusive equilibrium in differential games with asymmetric players. Operations Research Letters, 48(1), 4-8.
- Laura González-Vila Puchades, Francisco Ortí Celma, José Sáez Madrid. Los fondos de inversión como producto financiero alternativo a los planes de pensiones. Análisis Financiero, 13(1), 1-6.
- M. Mercè Claramunt Bielsa, Maite Mármol Jiménez. Refundable deductible insurance. Working Papers.
Projects and Thesis
- Manuela Bosch Princep. Assessorament i Investigació aplicada en el camp de les pensions i les assegurances (1997-2005).
- Eric Lasheras. Optimización de carteras estocásticas en el marco de Solvencia II. Supervisor: Oriol Roch Caselles.
- Pau Ubeda Inés. Modelling a Pricing Strategy for ADC Finite Risk Reinsurance Treaties with GLMM Approach. Supervisor: Francisco Javier Sarrasí Vizcarra and Eva Boj Del Val.
- Beatriz Ruiz Pelayo. Reaseguro de vida y su implicación en Solvencia II e IFRS-17. Supervisor: M. Mercè Claramunt Bielsa.
Books
- Eva Boj Del Val, Xavier Varea Soler, M. Mercè Claramunt Bielsa. Papel del seguro de dependencia en el esquema financiero de la cuarta edad. Número 298. ICEA.
- Xavier Varea Soler, Manuela Bosch Princep, M. Mercè Claramunt Bielsa. La Previsión social en las Pyme. Un análisis de la situación actual en España. In Gestión Organizacional y Desarrollo Responsable en las PYME. (pp. 45-68). Sello Editorial PUBLICAR-T. Tecnológico de Antioquia, Institución Universitaria.