Mercedes Ayuso

University of Barcelona

Av. Diagonal 690

Barcelona, E-08034

Spain

  • University of Barcelona

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    • Tel: +34 934 021409
    • Fax: +34 934 021 821
SCHOLARLY PAPERS

14

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1,297

SSRN CITATIONS
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14

CROSSREF CITATIONS

30

Scholarly Papers (14)

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1.

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

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

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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
Mercedes Ayuso, Catalina Bolancé and Montserrat Guillen
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

4.

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

Downloads 131 (325,903)
Citation 1

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
Mercedes Ayuso, Jorge Miguel Bravo and Beata Smarzynska Javorcik
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
Jorge Miguel Bravo, Mercedes Ayuso, Robert Holzmann and Edward Palmer
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
Robert Holzmann, Mercedes Ayuso, Estefanía Alaminos and Jorge Miguel Bravo
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
Steven B. Caudill, Mercedes Ayuso and Montserrat Guillen
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)

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