Mercedes Ayuso

University of Barcelona

Av. Diagonal 690

Barcelona, E-08034

Spain

SCHOLARLY PAPERS

14

DOWNLOADS

1,297

SSRN CITATIONS
Rank 22,248

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Top 22,248

in Total Papers Citations

14

CROSSREF CITATIONS

30

Scholarly Papers (14)

1.

Improving Automobile Insurance Ratemaking Using Telematics: Incorporating Mileage and Driver Behaviour Data

XREAP2016-08
Number of pages: 31 Posted: 14 Dec 2016
University of Barcelona, affiliation not provided to SSRN and City University London - Cass Business School
Downloads 267 (173,616)
Citation 5

Abstract:

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tariff, premium calculation, pay-as-you-drive insurance, count data models

2.

Loss Risk Through Fraud in Car Insurance

XREAP No. 2011-07
Number of pages: 27 Posted: 03 Jun 2011 Last Revised: 07 Jun 2011
University of Barcelona, University of Barcelona - Department of Econometrics and affiliation not provided to SSRN
Downloads 190 (239,554)

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fraudulent claims, operational risk, claims auditing, risk measure, non-parametric estimation

3.

Addressing Longevity Heterogeneity in Pension Scheme Design and Reform

IZA Discussion Paper No. 10378
Number of pages: 28 Posted: 05 Dec 2016
Mercedes Ayuso, Jorge Miguel Bravo and Robert Holzmann
University of Barcelona, NOVA IMS and University of Malaya
Downloads 188 (241,827)
Citation 4

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defined contribution scheme, two-tier contribution structure, proxied life expectancy, tax/subsidy structure

Getting Life Expectancy Estimates Right for Pension Policy: Period Versus Cohort Approach

CESifo Working Paper No. 7349
Number of pages: 32 Posted: 21 Feb 2019
University of Barcelona, NOVA IMS and University of Oxford - Department of Economics
Downloads 68 (502,466)
Citation 1

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cross-country comparison, Lee-Carter, life expectancy indexation, balancing mechanism

Getting Life Expectancy Estimates Right for Pension Policy: Period Versus Cohort Approach

IZA Discussion Paper No. 11512
Number of pages: 31 Posted: 14 May 2018
Mercedes Ayuso, Jorge Miguel Bravo and Robert Holzmann
University of Barcelona, NOVA IMS and University of Malaya
Downloads 63 (523,239)

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cross-country comparison, Lee-Carter, life expectancy indexation, balancing mechanism

5.

Intergenerational Actuarial Fairness When Longevity Increases: Amending the Retirement Age

CESifo Working Paper No. 9408
Number of pages: 44 Posted: 12 Nov 2021
NOVA IMS, University of Barcelona, Austrian National Bank and Uppsala Center for Labor Studies and Department of Economics
Downloads 117 (354,024)

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retirement age, actuarial fairness, intergenerational neutrality, pensions, Bayesian Model Ensemble, population ageing

6.

On the Heterogeneity in Longevity Among Socioeconomic Groups: Scope, Trends, and Implications for Earnings-Related Pension Schemes

IZA Discussion Paper No. 10060
Number of pages: 33 Posted: 18 Jul 2016
Mercedes Ayuso, Jorge Miguel Bravo and Robert Holzmann
University of Barcelona, NOVA IMS and University of Malaya
Downloads 105 (381,796)
Citation 5

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implicit tax, lifetime income, gender, life expectancy, implicit subsidy

7.

Making Use of Home Equity: The Potential of Housing Wealth to Enhance Retirement Security

IZA Discussion Paper No. 12656
Number of pages: 33 Posted: 14 Oct 2019
Jorge Miguel Bravo, Mercedes Ayuso and Robert Holzmann
NOVA IMS, University of Barcelona and University of New South Wales (UNSW)
Downloads 95 (408,019)

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equity release schemes, housing wealth, reverse mortgage, homeownership, retirement income, pensions adequacy

8.

Life Cycle Saving and Dissaving Revisited Across Three-Tiered Income Groups: Starting Hypotheses, Refinement Through Literature Review, and Ideas for Empirical Testing

IZA Discussion Paper No. 12655
Number of pages: 33 Posted: 14 Oct 2019
University of New South Wales (UNSW), University of Barcelona, University of Barcelona and NOVA IMS
Downloads 84 (440,523)

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shocks and saving/dissaving, wealth distribution, financial wealth, property, social security wealth

9.

Fraud Detection Using a Multinomial Logit Model with Missing Information

Journal of Risk and Insurance, Vol. 72, No. 4, pp. 539-550, December 2005
Number of pages: 12 Posted: 30 Dec 2005
Auburn University - Department of Economics, University of Barcelona and affiliation not provided to SSRN
Downloads 35 (656,838)
Citation 2

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10.

Detection of Automobile Insurance Fraud with Discrete Choice Models and Misclassified Claims

Number of pages: 16 Posted: 21 Mar 2003
Manuel Artis, Mercedes Ayuso and Montserrat Guillen
Autonomous University of Barcelona - Department of Econometrics, Statistics and Spanish Economy, University of Barcelona and affiliation not provided to SSRN
Downloads 35 (656,838)
Citation 2

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11.

An Ensemble Learning Strategy for Panel Time Series Forecasting of Excess Mortality During the COVID-19 Pandemic

Number of pages: 50 Posted: 18 Mar 2022
Afshin Ashofteh, Jorge Miguel Bravo and Mercedes Ayuso
New University of Lisbon - NOVA Information Management School (NOVA IMS), NOVA IMS and University of Barcelona
Downloads 29 (697,331)

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Layered learning, Multiple learning processes, Time Series, Ensemble Bayesian Model Averaging (EBMA), SARS-CoV-2

12.

Selection Bias and Auditing Policies for Insurance Claims

Journal of Risk & Insurance, Vol. 74, No. 2, pp. 425-440, June 2007
Number of pages: 16 Posted: 24 May 2007
Jean Pinquet, Mercedes Ayuso and Montserrat Guillen
Université Paris X Nanterre, University of Barcelona and affiliation not provided to SSRN
Downloads 14 (821,673)

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13.

Commitment and Lapse Behavior in Long‐Term Insurance: A Case Study

Journal of Risk and Insurance, Vol. 78, Issue 4, pp. 983-1002, 2011
Number of pages: 20 Posted: 24 Nov 2011
Jean L. Pinquet, Montserrat Guillen and Mercedes Ayuso
Economix, affiliation not provided to SSRN and University of Barcelona
Downloads 5 (910,843)
Citation 2

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14.

Can Complementary Pension Plans Help Improve Retirement Income in the Dominican Republic?

International Social Security Review, Vol. 64, No. 2, pp. 65-89, 2011
Number of pages: 25 Posted: 04 Apr 2011
Mercedes Ayuso and Diego Valero
University of Barcelona and affiliation not provided to SSRN
Downloads 2 (946,841)

Abstract:

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social security scheme, pension scheme, occupational pension scheme, gaps in coverage, Dominican Republic