WorldCat Identities

Santolino, Miguel

Overview
Works: 12 works in 25 publications in 2 languages and 602 library holdings
Roles: Author
Publication Timeline
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Most widely held works by Miguel Santolino
Risk quantification and allocation methods for practitioners by Jaume Belles-Sampera( )

7 editions published between 2017 and 2018 in English and Undetermined and held by 579 WorldCat member libraries worldwide

Risk Quantification and Allocation Methods for Practitioners offers a practical approach to risk management in the financial industry. This in-depth study provides quantitative tools to better describe qualitative issues, as well as clear explanations of how to transform recent theoretical developments into computational practice, and key tools for dealing with the issues of risk measurement and capital allocation
Perspectivas y análisis económico de la futura reforma del sistema español de valoración del daño corporal by Lluís Bermúdez( Book )

3 editions published in 2009 in Spanish and held by 6 WorldCat member libraries worldwide

Cualificación profesional del actuario : estudio internacional comparado by Miguel Santolino( Book )

1 edition published in 2016 in Spanish and held by 3 WorldCat member libraries worldwide

Métodos econométricos para la valoración cualitativa y cuantitativa del daño corporal en el seguro del automóvil by Miguel Santolino( Book )

3 editions published between 2007 and 2010 in Spanish and held by 3 WorldCat member libraries worldwide

Quantitative risk assessment, aggregation functions and capital allocation problems by Jaume Belles-Sampera( Book )

2 editions published in 2015 in English and held by 2 WorldCat member libraries worldwide

"This work is focused on the study of risk measures and solutions to capital allocation problems, their suitability to answer practical questions in the framework of insurance and financial institutions and their connection with a family of functions named aggregation operators. These operators are well-known among researchers from the information sciences or fuzzy sets and systems community. The first contribution of this dissertation is the introduction of GlueVaR risk measures, a family belonging to the more general class of distortion risk measures. GlueVaR risk measures are simple to understand for risk managers in the financial and insurance sectors, because they are based on the most popular risk measures (VaR and TVaR) in both industries. For the same reason, they are almost as easy to compute as those common risk measures and, moreover, GlueVaR risk measures allow to capture more intricated managerial and regulatory attitudes towards risk. The definition of the tail-subadditivity property for a pair of risks may be considered the second contribution. A distortion risk measure which satisfies this property has the ability to be subadditive in extremely adverse scenarios. In order to decide if a GlueVaR risk measure is a candidate to satisfy the tail-subadditivity property, conditions on its parameters are determined. It is shown that distortion risk measures and several ordered weighted averaging operators in the discrete finite case are mathematically linked by means of the Choquet integral. It is shown that the overall aggregation preference of the expert may be measured by means of the local degree of orness of the distortion risk measure, which is a concept taken over from the information sciences community and brung into the quantitative risk management one. New indicators for helping to characterize the discrete Choquet integral are also presented in this dissertation. The aim is complementing those already available, in order to be able to highlight particular features of this kind of aggregation function. Following this spirit, the degree of balance, the divergence, the variance indicator and Rényi entropies as indicators within the framework of the Choquet integral are here introduced. A major contribution derived from the relationship between distortion risk measures and aggregation operators is the characterization of the risk attitude implicit into the choice of a distortion risk measure and a confidence or tolerance level. It is pointed out that the risk attitude implicit in a distortion risk measure is to some extent contained in its distortion function. In order to describe some relevant features of the distortion function, the degree of orness indicator and a quotient function are used. It is shown that these mathematical devices give insights on the implicit risk behavior involved in risk measures and entail the definitions of overall, absolute and specific risk attitudes. Regarding capital allocation problems, a list of key elements to delimit these problems is provided and mainly two contributions are made. Firstly, it is shown that GlueVaR risk measures are as useful as other alternatives like VaR or TVaR to solve capital allocation problems. The second contribution is understanding capital allocation principles as compositional data. This interpretation of capital allocation principles allows the connection between aggregation operators and capital allocation problems, with an immediate practical application: Properly averaging several available solutions to the same capital allocation problem. This thesis contains some preliminary ideas on this connection, but it seems to be a promising research field." -- TDX
Individual prediction of automobile bodily injury claims liabilities by Mercedes Ayuso( Book )

2 editions published in 2009 in English and held by 2 WorldCat member libraries worldwide

Regulatory behaviour under threat of court reversal by Magnus Söderberg( Book )

2 editions published in 2012 in English and held by 2 WorldCat member libraries worldwide

Discrete distributions when modeling the disability severity score of motor victims by Jean-Philippe Boucher( )

1 edition published in 2010 in English and held by 1 WorldCat member library worldwide

Estimación de modelos de mortalidad estocástica edad-periodo-cohorte generalizados con datos de la población de Chile by Pablo Andrés Moyano Silva( Book )

1 edition published in 2020 in Spanish and held by 1 WorldCat member library worldwide

En este trabajo se estiman los modelos de Lee-Carter,Renshaw-Haberman y Cairns-Blake-Dowd expuestos en el marco de modelos de mortalidad estocástica edad-periodo-cohorte generalizados, con los datos de mortalidad de Chile, para determinar qué modelo sería el más adecuado para describir el comportamiento y la evolución de la mortalidad de la población de Chile
The economic and financial crisis : origins and consequences by Helena CHULIÁ( )

1 edition published in 2016 in English and held by 1 WorldCat member library worldwide

Using tree-based models to predict drunk driving at Police preventive checkpoints by Lluís Ramon Callao( )

1 edition published in 2016 in English and held by 1 WorldCat member library worldwide

This Master's Degree Thesis has the following objectives: Understand tree based models and their main advantages and disadvantages Be aware how unbalanced data affects tree based models Deepen drunk driving knowledge in Catalonia Develop a predictive model to detect drunk drivers In this Master Degree Thesis it is described how road safety is a world wide problem and drunk driving an issue to tackle. Original data from Police preventive checkpoints is described and different tree based models are introduced as Classification and Regression Trees, Bagging and Random Forest. It is also detailed the Class Imbalance Problem with several approaches to deal with it. This models are used to develop a predictive model to detect drunk drivers
Análisis causal de los factores que influyen en la valoración de daños corporales en accidentes de circulación by Miguel Santolino( )

1 edition published in 2004 in Spanish and held by 1 WorldCat member library worldwide

 
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Risk quantification and allocation methods for practitioners
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Alternative Names
Miguel Santolino wetenschapper

Santolino, Miguel

Santolino Prieto, Miguel

Santolino Prieto, Miguel Ángel

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