Jose Manuel Pavia | Universitat de València (original) (raw)

Papers by Jose Manuel Pavia

Scientific Data, Jan 15, 2024

In the actuarial field, life tables are used in reserving and pricing processes. They are commonl... more In the actuarial field, life tables are used in reserving and pricing processes. They are commonly built from aggregate data and incorporate margins as a prudent measure to ensure the insurance company’s viability. Solvency II requires insurance companies to calculate technical provisions using best-estimate assumptions for future experience (mortality, expenses, lapses, etc) to separate (i) the risk-free component from (ii) adverse deviation of claims. Nowadays, however, the methods used by insurance companies (in most countries, included Spain) do not guarantee that these components can be separated. Many companies build their own tables from general insured population life tables, assuming certain restrictive hypotheses. In this paper, we develop a new cohort-based estimator to build life tables based on individual company experience. We apply it to a real database and find that the proposed methodology improves classical approaches. The described procedure is of application in those countries covered by the Solvency II and IFRS 17 regulatory frameworks.

Journal of Family Issues, May 15, 2023

Since the outbreak of the COVID-19 pandemic, the gender dimension of its more visible socio-econo... more Since the outbreak of the COVID-19 pandemic, the gender dimension of its more visible socio-economic impacts has been the topic of study by several researchers. The current paper takes this further by focusing on the invisible chores done in the families at home. This paper studies how people’s behavior towards housework changed during and after the confinement period in Spain. We analyze whether people did more housework during the lockdown period than before it, the way this housework was distributed between women and men, and whether this has changed since the end of lockdown. The empirical analyses point to a new trend in the housework gender gap: differences between men and women have narrowed since the lockdown, although women continue to bear most of the responsibility.

Revista Chilena de Salud Pública, May 19, 2022

Introducción. La detección de cambios en las características de un proceso aleatorio, conocido co... more Introducción. La detección de cambios en las características de un proceso aleatorio, conocido como el problema del cambio, se ha convertido en un área de investigación estadística en rápido desarrollo. La correcta y rápida detección de los cambios es relevante en muchas situaciones reales, en particular, en Epidemiología. Materiales y Métodos. Como nueva métrica para determinar el momento efectivo de remisión de una epidemia (momento del cambio), se utiliza el concepto de elasticidad de una distribución de probabilidad, y se aplica a la reciente pandemia COVID-19 en Chile. Resultados. La aplicación evidencia que existe una demora entre el día "pico"o día con el mayor número de casos, con el de "remisión" identificado por la elasticidad. En ese lapso temporal, entre pico y remisión, no deben suavizarse las medidas de control de la epidemia. Se obtiene una diferencia de 20 días entre los puntos de remisión de las series de contagios y muertes. Esta cifra puede interpretarse como una estimación de la supervivencia para los fallecidos durante la primera ola de COVID-19 una vez detectada en ellos la enfermedad. La comparación de los resultados de la aplicación con la de otros países sudamericanos muestra en ellos idéntico resultado que el observado en Chile, si bien con tiempos de demora entre pico y punto de remisión sensiblemente mayores. Discusión. La medida usada en este trabajo es fácil de comunicar, no exige la formulación previa de hipótesis sobre el comportamiento de los datos y puede ser aplicada en tiempo real, tal y como se van conociendo los datos. Estas características de fácil aplicabilidad e interpretación, generando resultados razonables, la hacen atractiva e interesante para el estudio del cambio en series epidemiológicas.

Communications in Statistics, May 17, 2017

ABSTRACT Elasticity (or elasticity function) is a new concept that allows us to characterize the ... more ABSTRACT Elasticity (or elasticity function) is a new concept that allows us to characterize the probability distribution of any random variable in the same way as characteristic functions and hazard and reverse hazard functions do. Initially defined for continuous variables, it was necessary to extend the definition of elasticity and study its properties in the case of discrete variables. A first attempt to define discrete elasticity is seen in Veres-Ferrer and Pavía (2014a). This paper develops this definition and makes a comparative study of its properties, relating them to the properties shown by discrete hazard and reverse hazard, as both defined in Chechile (2011). Similar to continuous elasticity, one of the most interesting properties of discrete elasticity focuses on the rate of change that this undergoes throughout its support. This paper centers on the study of the rate of change and develops a set of properties that allows us to carry out a detailed analysis. Finally, it addresses the calculation of the elasticity for the resulting variable obtained from discretizing a continuous random variable, distinguishing whether its domain is in real positives or negatives.

Contemporary social science, Jun 1, 2018

Influenced by both the impact of digital technologies and the social and political changes experi... more Influenced by both the impact of digital technologies and the social and political changes experienced in Western societies, the processes of political communication have undergone profound transformations in recent years. This paper introduces the themed issue of Contemporary Social Science devoted to the topic, entitled 'Election Campaigns and Political Communication'. The themed issue provides an overview of up-to-date interdisciplinary, international research that investigates the complex dynamics linking election campaigns and political communication in the era of internet. Without overlooking the theoretical contributions, the 11 papers that complete this special issue address various aspects related to the field of political communication from an eminently empirical perspective. The contributions are varied and have been presented by experts from diverse fields such as political science, communication or data science.

Contemporary social science, Aug 28, 2017

ABSTRACT The general elections of 2015 in Spain were elections of change. Two new parties for whi... more ABSTRACT The general elections of 2015 in Spain were elections of change. Two new parties for which voters had no previous historical reference points burst onto the parliamentary scene. Two (partially) opposed theories vie to offer an explanation as to how voters build their aggregate electoral expectations. In this paper, we investigate which mechanism has the greatest influence on the formation of expectations: published opinion or social interactions. Likewise, we also study if there is an ideological bias in the voters’ perception of the future results of the electoral battle. Based on analysis of microdata from a survey (sample size = 14,262) conducted in Spain on the occasion of the general elections of 2015, we provide evidence: firstly, that the published surveys are the main source used by voters to configure their aggregate expectations; and secondly, that the interpretation and projection that voters make about reality is not neutral, but strongly influenced by their own beliefs and preferences.

Social Science Computer Review, Sep 6, 2021

Ecological inference models aim to infer individual-level relationships using aggregate data. The... more Ecological inference models aim to infer individual-level relationships using aggregate data. They are routinely used to estimate voter transitions between elections, disclose split-ticket voting behaviors, or infer racial voting patterns in U.S. elections. A large number of procedures have been proposed in the literature to solve these problems; therefore, an assessment and comparison of them are overdue. The secret ballot however makes this a difficult endeavor since real individual data are usually not accessible. The most recent work on ecological inference has assessed methods using a very small number of data sets with ground truth, combined with artificial, simulated data. This article dramatically increases the number of real instances by presenting a unique database (available in the R package ei.Datasets) composed of data from more than 550 elections where the true inner-cell values of the global cross-classification tables are known. The article describes how the data sets are organized, details the data curation and data wrangling processes performed, and analyses the main features characterizing the different data sets.

Geographical Analysis, Aug 30, 2016

Forecasting, Apr 19, 2023

This article is an open access article distributed under the terms and conditions of the Creative... more This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY

Revista de Métodos Cuantitativos para la Economía y la Empresa, 2012

In order to overcome the potential loss of information that the transition to the new National Cl... more In order to overcome the potential loss of information that the transition to the new National Classification of Economic Activities could provoke in EPA series, INE has proposed a methodology to link CNAE 1993 and CNAE 2009 series. The procedure is based on employing a national transition matrix over division data. Regional labor markets, however, differ from the national one and additionally regional series are not generally available at the division level. This paper examines the impact that in the linked series should have (i) working at a level of aggregation above division and (ii) using a regional transition matrix. Focusing employment series published for the Valencian region, this research shows that (a), at the sectorial level, results do not depend on use of either the Spanish transition matrix of Spain or the Valencian one and also they are independent of the order in which aggregation of the divisions takes place and that (b), at the branch of activity, it is preferable to work with an own regional matrix.

Research in International Business and Finance, Apr 1, 2023

DOAJ (DOAJ: Directory of Open Access Journals), 2017

Journal of Statistical Software, 2016

Armed Forces & Society, Nov 1, 2022

This note illustrates some of the new roles that armed forces are taking on in developed countrie... more This note illustrates some of the new roles that armed forces are taking on in developed countries, highlighting the structure, capabilities, and missions developed by the Spanish Military Emergency Unit (UME). The note describes some of these new roles assumed by UME, such as its response to the COVID-19 pandemic, and shows, using official temporal and georeferenced data, the growing use of the military to support civilian authorities in response to natural disasters, man-made disasters, and other emergencies alike. In addition, we also analyze public opinion survey data to argue that this is helping to improve society’s perception of the armed forces even in a country like Spain where, due to its recent history, a significant part of its population is reluctant to the military. In short, the military is taking on more emergency roles as needs arise and these new roles can help to improve its perception by citizens.