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: Bolancé Losilla, Catalina
Keywords: Petita i mitjana empresa
Cost
Ocupació
Reclamacions
Tesis de màster
Small Business
Cost
Employment (Economic theory)
Claims
Masters 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

Files in This Item:
File Description SizeFormat 
TFM-CAF_TorresSendra_20160800.pdf1.71 MBAdobe PDFView/Open


This item is licensed under a Creative Commons License Creative Commons