WorldCat Identities

Ayuso, Mercedes

Overview
Works: 36 works in 69 publications in 3 languages and 147 library holdings
Roles: Author, Editor
Classifications: HQ1064.S7, 362.6
Publication Timeline
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Most widely held works by Mercedes Ayuso
Tasa de dependencia de la población esa no institucionalizada y criterios de valoración de la severidad by Antonio Alegre Escolano( )

2 editions published between 2000 and 2006 in Spanish and held by 27 WorldCat member libraries worldwide

Justicia y economía by Mercedes Ayuso Gutiérrez( Book )

5 editions published in 2010 in Spanish and held by 20 WorldCat member libraries worldwide

Estadística actuarial vida( Book )

4 editions published between 2001 and 2007 in Spanish and held by 17 WorldCat member libraries worldwide

Longevidad y dependencia en España : consecuencias sociales y económicas by Irene Albarrán Lozano( Book )

1 edition published in 2006 in Spanish and held by 14 WorldCat member libraries worldwide

Econometría actuarial : material docent i casos pràctics by Montserrat Guillén Estany( Book )

7 editions published between 1996 and 2007 in Catalan and held by 8 WorldCat member libraries worldwide

Estadística actuarial vida( Book )

3 editions published between 2001 and 2007 in Spanish and held by 7 WorldCat member libraries worldwide

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

El Frau a l'assegurança d'automòbil : tècniques de detecció i control by Mercedes Ayuso( Book )

2 editions published in 2003 in Spanish and Catalan and held by 5 WorldCat member libraries worldwide

Modelos econométricos para la detección del fraude en el seguro del automóvil by Mercedes Ayuso( Book )

4 editions published between 1998 and 2008 in Spanish and held by 4 WorldCat member libraries worldwide

Métodos cuantitativos en economía del seguro del automóvil( Book )

3 editions published in 2011 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

El fraude en el seguro del automóvil : como detectarlo by Mercedes Ayuso( )

2 editions published in 1999 in Spanish and held by 3 WorldCat member libraries worldwide

Análisis económico actuarial del desarrollo de planes de pensiones complementarios en las empresas latinoamericanas y de países emergentes by Diego Carreras Valero( Book )

2 editions published in 2011 in Spanish and held by 2 WorldCat member libraries worldwide

Discapacidades de las personas mayores en España prevalencia, duraciones e impacto sobre los costes de cuidados de larga duración by Laura Malena Monteverde Verdenelli( Book )

2 editions published between 2004 and 2005 in Spanish and held by 2 WorldCat member libraries worldwide

El seguro basado en el uso = (Usage based insurance) by Manuela Alcañiz Zanón( Book )

2 editions published in 2014 in Spanish and held by 2 WorldCat member libraries worldwide

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

Heterogeneidad en la mortalidad y su impacto en el Estado de Bienestar: pensiones y dependencia by Estefanía Alaminos Aguilera( Book )

2 editions published between 2017 and 2018 in Spanish and held by 2 WorldCat member libraries worldwide

Esta tesis tiene como objetivo principal analizar el Estado de Bienestar de la población española mayor de 64 años desde una perspectiva demográfica y social, con el fin de hallar posibles patrones de desigualdad y heterogeneidad entre los individuos. Desde una perspectiva demográfica, se centra en el estudio de la heterogeneidad en la mortalidad para la población mayor, por edad, sexo y estado civil. Como conclusiones generales se obtiene que los individuos casados muestran probabilidades de fallecimiento inferiores a la de los individuos solteros o viudos. En el aspecto financiero, se demuestra que las prestaciones públicas que se perciben en concepto de pensión y dependencia son claramente insuficientes en caso de tener que hacer frente a costes por cuidados de larga duración. Son las mujeres en estado de soltería las que presentan una mayor vulnerabilidad financiera durante la vejez. Desde el punto de vista de la sostenibilidad del sistema público de pensiones, se hace constar el incremento que se producirá en los próximos años en el número de pensionistas concurrentes de jubilación y viudedad, siendo los individuos casados los que causan un mayor coste a la seguridad social por tal concepto, debido a que presentan unas mayores probabilidades de supervivencia y a que son susceptibles a incurrir en concurrencia de pensiones
Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data by Mercedes Ayuso( )

1 edition published in 2018 in English and held by 2 WorldCat member libraries worldwide

Getting life expectancy estimates right for pension policy period versus cohort approach by Mercedes Ayuso( )

1 edition published in 2018 in English and held by 1 WorldCat member library worldwide

In many policy areas it is essential to use the best estimates of life expectancy, but it is vital to most areas of pension policy. This paper presents the conceptual differences between static period and dynamic cohort mortality tables, estimates the differences in life expectancy for Portugal and Spain, and compares official estimates of both life expectancy estimates for Australia, the United Kingdom, and the United States for 1981, 2010, and 2060. These comparisons reveal major differences between period and cohort life expectancy in and between countries and across years. The implications of using wrong estimates for pension policy, including financial sustainability, are explored
Volatility in financial markets the impact of the global financial crisis by Natàlia Valls Ruiz( )

1 edition published in 2015 in English and held by 1 WorldCat member library worldwide

This dissertation focuses on volatility in financial markets, with a special concern for: (i) volatility transmission between different financial markets and asset categories and, (ii) the effect of macroeconomic announcements on the returns, volatility and correlation of stock markets. These issues are analysed taking into account the phenomenon of asymmetric volatility and incorporating the period of financial turmoil caused by the Global Financial Crisis. The study focuses the attention on the emerging markets of the region of Southeast Asia. The asymmetric behaviour of volatility refers to the empirical evidence according to which a negative return shock (unexpected drop in the value of the stock) generates an increase in volatility higher than a positive return shock (unexpected increase in the value of the stock) of the same size. In the financial literature two explanations of the asymmetric effect of news on stock return volatility have been put forward. The analysis of financial assets volatility is important to academics, policy makers, and financial market participants for several reasons. First, prediction of financial assets volatility is crucial to economic agents because it helps them make rational portfolio risk management decisions. Volatility is critically important to economic agents because it represents a measure of risk exposure in their investments. Furthermore, from a theoretical perspective, volatility occupies a central stage in pricing of derivative securities. For example, to price an option we need to know, as a risk measure, the volatility of the underlying asset from now until the option expires. Moreover, in a market risk context, it is vital to know the volatility of an asset in order to calculate the Value-at-Risk of a portfolio selection. Finally, volatility is important for the economy as a whole. Policy makers often rely on market estimates of volatility as a barometer for the vulnerability of the financial markets and the economy. Regarding the Asian markets, it is worth mentioning that in recent years, the interrelations between the US and the Asian markets have raised due to the increasing financial relations. One typical portfolio diversification strategy consists of investing in similar asset classes in multiple markets (international diversification). In order to make appropriate risk management strategies it is vital to know the characteristics of the markets of the different geographical areas and how the markets co-move. Likewise, it is very important to analyse which factors can influence the behaviour of the assets in the financial markets. Within Asian markets, this thesis distinguishes between mature and emerging countries. Japan represents the mature market and the emerging economies are divided into three groups: the Asian Tigers (tigers hereafter), the Asian Tiger Cub (cubs hereafter) economies and, finally, China. The objectives of this thesis are threefold. First, to explore volatility spillovers and the time-varying behaviour of the correlation between the US and the Asian stock markets. Second, to analyse how the macroeconomic events in the US affect the Asian stock market returns, volatility and correlation. Finally, to investigate volatility spillovers between equity and currency markets in Asia. Throughout these analyses, this dissertation aims to establish behaviour patterns depending on the level of development of the emerging country analysed. Furthermore, the sample period used in the analyses incorporates the period of the recent financial turmoil originated by the subprime mortgage market in the United States in the summer of 2007, with the aim of studying the effect of the Global Financial crisis on the patterns found. In general, the results of the three analyses of this dissertation show some interesting visions. While the volatility transmission pattern between the US and the Asian stock markets is mostly observed when the degree of development of the Asian country is higher, the effect of US macroeconomic news releases on these Asian markets is greater as the Asian market analysed is less developed. It is worth mentioning that China arises as a general exception of the three analyses, performing in an independent way with respect to the other Asian economies analysed. The reason of this behaviour can be due, on the one hand, to the fact that in the past decades China has been reaching market-based financial system and has been trying to open it up towards the international financial markets. In spite of these efforts, its financial market is still not entirely open to other countries worldwide. All in all, the results suggest that emerging Asian financial markets have thus far suffered only limited impact from the Global Financial crisis. However, heightened risk perception and declining investor confidence could trigger a sudden reversal of financial flows from these region's capital markets, pushing down asset prices and intensifying financial market volatility. The results of this dissertation may be useful for analysts, traders and portfolio managers. In an asset allocation framework, it is crucial to diversify the assets of a portfolio to diminish its risk. Considering international diversification, before composing a portfolio, it is very useful to know volatility spillovers across countries and asset classes. In this regard, it is vital to take into account the role of the currency market, not only because of the effect of exchange rate in foreign investments, but also for the relationship between the stocks in which to invest and the exchange rate of the related country. Likewise, macroeconomic news releases play a significant role in the stocks markets, hence it is very important to know the effect of the arrival of macroeconomic announcements on the returns, volatility and correlations of the stocks markets in which we want to invest. Finally, it is remarkable that the results of this thesis suggest that exchange rate policies should not be implemented without considering the repercussions on the stock market, and vice versa
 
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Alternative Names
Ayuso Gutiérrez, M. Mercedes

Ayuso Gutiérrez, Mercedes

Ayuso, M. (Mercedes)

Gutiérrez, Mercedes Ayuso

Mercedes Ayuso wetenschapper

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