Aplicación de un modelo de evaluación crediticia para reducir el riesgo en la cartera de clientes de una compañía aseguradora
This research analyzes a company that belongs to the institutional life subsector of the insurance sector that wants to reduce its credit risks. To do this, the number of policies cancelled after their emission should be minimized. A credit evaluation model has been developed in order to describe an...
| Autores: | , |
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2011 |
| País: | Perú |
| Institución: | Universidad Nacional Mayor de San Marcos |
| Repositorio: | Revistas - Universidad Nacional Mayor de San Marcos |
| Idioma: | español |
| OAI Identifier: | oai:revistasinvestigacion.unmsm.edu.pe:article/6224 |
| Acceso en línea: | https://revistasinvestigacion.unmsm.edu.pe/index.php/idata/article/view/6224 |
| Access Level: | acceso abierto |
| Palabra clave: | insurance credit risk policy seguros riesgo crediticio pólizas |
| Sumario: | This research analyzes a company that belongs to the institutional life subsector of the insurance sector that wants to reduce its credit risks. To do this, the number of policies cancelled after their emission should be minimized. A credit evaluation model has been developed in order to describe and predict accurately the probability that an emission of a policy is profitable for the insurance company. A policy portfolio valued in US$ 10 million with 68,2% of policies retention was used. Using the model an increase of 4,7% in the portfolio value and an increase of 2,9% in the policy retention were gained. |
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