<?xml version="1.0" encoding="ISO-8859-1"?><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<front>
<journal-meta>
<journal-id>1665-5346</journal-id>
<journal-title><![CDATA[Revista mexicana de economía y finanzas]]></journal-title>
<abbrev-journal-title><![CDATA[Rev. mex. econ. finanz]]></abbrev-journal-title>
<issn>1665-5346</issn>
<publisher>
<publisher-name><![CDATA[Instituto Mexicano de Ejecutivos de Finanzas A.C.]]></publisher-name>
</publisher>
</journal-meta>
<article-meta>
<article-id>S1665-53462023000200007</article-id>
<article-id pub-id-type="doi">10.21919/remef.v18i2.859</article-id>
<title-group>
<article-title xml:lang="es"><![CDATA[Prima para la cobertura por exceso de contagios de COVID-19]]></article-title>
<article-title xml:lang="en"><![CDATA[Premium for Coverage for Excess COVID-19 Infections]]></article-title>
</title-group>
<contrib-group>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Sierra Juárez]]></surname>
<given-names><![CDATA[Guillermo]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
</contrib-group>
<aff id="Af1">
<institution><![CDATA[,Universidad de Guadalajara  ]]></institution>
<addr-line><![CDATA[ ]]></addr-line>
<country>Mexico</country>
</aff>
<pub-date pub-type="pub">
<day>00</day>
<month>06</month>
<year>2023</year>
</pub-date>
<pub-date pub-type="epub">
<day>00</day>
<month>06</month>
<year>2023</year>
</pub-date>
<volume>18</volume>
<numero>2</numero>
<copyright-statement/>
<copyright-year/>
<self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_arttext&amp;pid=S1665-53462023000200007&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_abstract&amp;pid=S1665-53462023000200007&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_pdf&amp;pid=S1665-53462023000200007&amp;lng=en&amp;nrm=iso"></self-uri><abstract abstract-type="short" xml:lang="es"><p><![CDATA[Resumen Con la aparición del COVID-19 muchos de los sectores de la economía resultaron afectados negativamente, particularmente el de seguros. Con el apoyo de los gobiernos o de las reaseguradoras mediante el pago de una prima las compañías aseguradoras podrían recibir un recurso contingente ante el exceso de contagios provocados por la pandemia. El presente trabajo calcula la prima para cubrir el exceso de población afectada con un modelo de opciones financieras con un proceso de difusión sin y con saltos de Poisson y el modelo epidemiológico Susceptibles-Infectados-Recuperados (SIR), esta propuesta no cuenta con muchos precedentes. El sistema obtenido se aproxima con el método de simulación Monte Carlo. Al final se presentan los resultados donde hay diferencias importantes en las primas de las opciones al incluir saltos de Poisson. Por último, dentro de las principales conclusiones se destaca que el valor de la prima depende de la trayectoria de comportamiento de los contagios y del valor de ejercicio del contagio (K). El trabajo tiene limitaciones al aplicarse a casos muy particulares, pero que podrían extenderse a casos más reales en investigaciones futuras.]]></p></abstract>
<abstract abstract-type="short" xml:lang="en"><p><![CDATA[Abstract Many of the sectors in the economy were negatively affected, particularly insurance sector with the appearance of COVID-19. With the support of governments or reinsurers through the payment of a premium, insurance companies could receive a contingent resource in the face of excess infections caused by the pandemic. This paper calculates the premium to cover the excess affected population with a financial options model with a diffusion process without and with Poisson jumps and the Susceptible-Infected-Recovered (SIR) epidemiological model (this estimation is original). The obtained system is approximated with the Monte Carlo simulation method. The results show that there are important differences in the option premiums when Poisson jumps are included. Lastly, it is highlighted that the premium depends on the behavior trajectory of contagions and strike contagion value (K). This work has a limitation when applied to very particular cases, but a calibration of the parameters with more real information could be done in future research.]]></p></abstract>
<kwd-group>
<kwd lng="es"><![CDATA[COVID-19]]></kwd>
<kwd lng="es"><![CDATA[Monte Carlo]]></kwd>
<kwd lng="es"><![CDATA[Reaseguros]]></kwd>
<kwd lng="es"><![CDATA[Opciones financieras]]></kwd>
<kwd lng="es"><![CDATA[Epidemiología]]></kwd>
<kwd lng="es"><![CDATA[procesos de Poisson]]></kwd>
<kwd lng="en"><![CDATA[COVID-19]]></kwd>
<kwd lng="en"><![CDATA[Monte Carlo]]></kwd>
<kwd lng="en"><![CDATA[Reinsurance]]></kwd>
<kwd lng="en"><![CDATA[Financial options]]></kwd>
<kwd lng="en"><![CDATA[Epidemiology]]></kwd>
<kwd lng="en"><![CDATA[Poisson process]]></kwd>
</kwd-group>
</article-meta>
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