La rentabilidad de los seguros de no vida: un enfoque Bayesiano (2009-2022)
type: CreativeWork
description: The objective of this research is to analyze the factors that influence the profitability of non-life insurance and its long-term effects. Likewise, it can be considered that some of the factors that influence this variable are agency, technical reserves, loss ratio and investments. Based on this premise, we have chosen to use the Bayesian Vector Autoregressive (BVAR) model for a panel database of the four largest insurance companies from August 2009 to December 2021. In this sense, the results obtained contributed to determine that there is a direct effect of investments and agency on profitability and an inverse effect of technical reserves and loss ratio, although these effects were mostly not long term. Consequently, it was observed that in order to position itself as the company with the highest demand in the market (Rímac) or to be the most profitable (MAPFRE Peru), it is necessary to comply with the theoretical concepts and temporary opportunities due to the effect of investments.
abstract: The objective of this research is to analyze the factors that influence the profitability of non-life insurance and its long-term effects. Likewise, it can be considered that some of the factors that influence this variable are agency, technical reserves, loss ratio and investments. Based on this premise, we have chosen to use the Bayesian Vector Autoregressive (BVAR) model for a panel database of the four largest insurance companies from August 2009 to December 2021. In this sense, the results obtained contributed to determine that there is a direct effect of investments and agency on profitability and an inverse effect of technical reserves and loss ratio, although these effects were mostly not long term. Consequently, it was observed that in order to position itself as the company with the highest demand in the market (Rímac) or to be the most profitable (MAPFRE Peru), it is necessary to comply with the theoretical concepts and temporary opportunities due to the effect of investments.
author: Bazan Puente Arnao, Carlos Alonso
language: spa
keywords: Rentabilidad, Seguros de vida, Profitability, Life insurance
license: https://creativecommons.org/licenses/by-nc-sa/4.0/
date published: 2023
date modified: 2026-07-24T02:50:24Z
provider: Universidad de Lima
publisher: Networked Digital Library of Theses and Dissertations
type: WebPage
source organization: Universidad de Lima

PropertyValue
property ID: Handle
value: https://hdl.handle.net/20.500.12724/19702