RESUMO
The big data revolution has made it possible to collect, transmit and exploit huge amounts of data. The potential this offer for data analysis, however, clashes with the limitations imposed by laws on protection of personal data. This paper details a new database (DEMOSPA0521) made after processing and summarising more than 868 million demographic records from Spain, corresponding to a period of seventeen years (2005-2021). DEMOSPA0521 is composed of fifteen files: a group of (monthly and daily moving averages) datasets derived from population stocks and a collection of (daily, monthly and quarterly) datasets obtained from population, death, migration and birth statistics. The intra-annual distributions were calculated by exploiting both the temporal dimensions of age and calendar. DEMOSPA0521 also includes eleven R-Code files that enables the summary datasets to be derived from the raw microdata. DEMOSPA0521 can be used to confirm established results and employed to answer new research questions.
RESUMO
The foundation of the insurance business is built on data, the latter being one of the most valuable assets of any insurer. In fact, the risk structure to which an insurance company is exposed can actually be deduced by reviewing its customer database. It is not surprising, therefore, that access to real insurance datasets is very limited. This paper introduces and describes a dataset corresponding to a cross-section extraction of a real life-risk insurance portfolio. The dataset contains information on 76,102 policies and a total of 15 variables, including the capital at risk, the genders and dates of birth of the insured, and the effective and renewal dates of their policies. This dataset can be used both in teaching and in research. Combined with external life tables, the data available in the dataset can be used to build and compare pricing systems, to evaluate marketing strategies, in portfolio analysis, for calculations required by Solvency II regulations or for market benchmarking analysis. For example, the data from this dataset have been used in Pavía and Lledó [1] to compare the classic pricing methodology based on annual life tables with a new pricing methodology based on life tables with less than annual periodicity Pavía and Lledó [2], specifically quarterly, and in Lledó et al. to demonstrate the impact that using a new methodology to manage catastrophic risks in life insurance would have in terms of solvency capital requirements.
RESUMO
In European past populations, religious canons shaped the seasonal distribution of marriages and births by means of banning weddings and sexual intercourse during important holidays within the religious calendar. In contemporary secularized societies, this seasonal modeling has disappeared. A few pieces of evidence have been gathered to explain how they have disappeared. This paper analyzes the impact of Lent on the seasonality of conceptions during the last century in Spain. Data births of the entire Spanish population born in Spain and alive on the first of January 2003 (more than 39 million) containing the date, size of the municipality (six groups) are used. To analyze this seasonality, we have used time-series techniques. We have built an ad hoc temporal regressor starting from the number of days of Lent that corresponds to each month. We have also used regression models with autoregressive and moving average errors (regARIMA models) to estimate, by maximum likelihood, the set of model parameters. The paper gathers new evidences about the importance of religion on the preproduction of Spanish population until very recently. They show that during the twentieth century, in Spain, there were a significant decrease in conceptions during Lent and a significant rebound after this period. We note that this previous effect disappeared in 1975-1980, when both democracy and the contraception revolution began in Spain. After this period, the seasonality of birth in general disappears.
