Please use this identifier to cite or link to this item:
http://hdl.handle.net/2445/102445
Title: | Modelling SME Commercial Lines |
Author: | Torres Sendra, Javier |
Director/Tutor: | Bolancé Losilla, Catalina |
Keywords: | Petita i mitjana empresa Cost Ocupació Reclamacions Treballs de fi de màster Small business Cost Employment (Economic theory) Claims Master's theses |
Issue Date: | 2016 |
Abstract: | This study examines an insurer database coming from Small and Medium Enterprises, SME, and suggests different types for modelling their claim cost. Due to data has a small number of policies compared to Motor line of business, a transformation is done and number of claims and claim costs are grouped depending on which part of SME is affected by the claim: Building or Content. Moreover, it is created an Aggregate claim data as the sum of the previous two. After doing this transformation to data; Building, Content and Aggregate claim cost are analysed using General Linear Models, GLM. For this study, the possibility to have a claim, the claim number and the claim cost are taking as a dependent random variables in the proposed models. |
Note: | Treballs Finals del Màster de Ciències Actuarials i Financeres, Facultat d'Economia i Empresa, Universitat de Barcelona, Curs: 2015-2016, Tutora: Catalina Bolancé Losilla |
URI: | http://hdl.handle.net/2445/102445 |
Appears in Collections: | Màster Oficial - Ciències Actuarials i Financeres (CAF) |
Files in This Item:
File | Description | Size | Format | |
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TFM-CAF_TorresSendra_20160800.pdf | 1.71 MB | Adobe PDF | View/Open |
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