home2023-09-13T09:46:33+00:00

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.

Members

16 phD working in absolute CAOS

Research Activity

Papers, Chapters, Projects, books, etc…

Training

Doctorate, masters and other courses

Longevity Institute Cathedra

The phenomenon of longevity
Economic, financial, actuarial and social implications

Private Pensions Observatory

A Platform for information, discussion, reflection and exchange of knowledge and experiences on the different pension systems in Europe from a multidisciplinary perspective

WS on Pensions and Insurances

texto para esta sección

Highlights

News

Last Research Activity

Articles

2020

Paper

- 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.

Paper

- Laura González-Vila Puchades. Incorporating fuzzy information in pricing substandard annuities. Computers and Industrial Engineering, 145.

Paper

- 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).

Paper

- Isabel Morillo López. Modelling Unobserved Heterogeneity in Claim Counts Using Finite Mixture Models. Risks, 8(1).

Paper

- Anna Castañer Garriga. An agreeable collusive equilibrium in differential games with asymmetric players. Operations Research Letters, 48(1), 4-8.

Paper

- Laura González-Vila Puchades. Los fondos de inversión como producto financiero alternativo a los planes de pensiones. Análisis Financiero, 13(1), 1-6.

Working Paper;

- M. Mercè Claramunt Bielsa, Maite Mármol Jiménez. Refundable deductible insurance. Working Papers.

Books

Book

- 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.

Chapter

- 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.