La rentabilidad de los seguros de no vida: un enfoque Bayesiano (2009-2022)

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.

Name thesis:degree_name

Economista

Level thesis:degree_level

Título Profesional

Discipline thesis:degree_discipline

Economía

Grantor dc:publisher

Universidad de Lima

Year dc:date.issued

2023

Author dc:creator

• Bazan Puente Arnao, Carlos Alonso

Advisor dc:contributor.advisor

• Landa Arroyo, Yuri Jesús

• Rentabilidad
• Seguros de vida
• Profitability
• Life insurance

Statement dc:rights

• info:eu-repo/semantics/openAccess

Licence dc:rights.uri

• https://creativecommons.org/licenses/by-nc-sa/4.0/

Language dc:language.iso

spa

Handle dc:identifier.uri

https://hdl.handle.net/20.500.12724/19702

OAI identifier oai:identifier

oai:repositorio.ulima.edu.pe:20.500.12724/19702