Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/122749
Title: Modelos estocásticos aplicados a los seguros de vida
Author: Zhang, Shenghua
Director/Tutor: Vives i Santa Eulàlia, Josep, 1963-
Alegre Escolano, Antonio
Keywords: Anàlisi estocàstica
Treballs de fi de grau
Processos de Markov
Assegurances de vida
Assegurances d'invalidesa
Jubilació
Analyse stochastique
Bachelor's thesis
Markov processes
Life insurance
Disability insurance
Retirement
Issue Date: 19-Jan-2018
Abstract: [en] The book by Antonio Alegre Escolano “VALORACIÓN ACTUARIAL DE PRESTACIONES RELACIONADAS CON LA INVALIDEZ” consists in the study of actuarial operations related to the survival or death of a person, taking into account the additional contingency of invalidation. Our idea is to modify the 1st and 3rd hypotheses of the basic model, that is, there is the possibility of returning to the activity. In addition, it has a maximum retirement age, and invalidation can only occur before reaching this age. From this new model, we intend to study the effects of the principle in the discrete approach, for example: two new actuarial probabilities $_n p^{ia}_{x}$ , $_n p^{ii}_{x}$ ; their corresponding deferred capitals $_n E^{ia}_{x}$ , $_n E^{ii}_{x}$ ; the transition matrix (by Markov); related actuarial operations, etc.
Note: Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2018, Director: Josep Vives i Santa Eulàlia i Antonio Alegre Escolano
URI: http://hdl.handle.net/2445/122749
Appears in Collections:Treballs Finals de Grau (TFG) - Matemàtiques

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