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dc.contributor.advisorVives i Santa Eulàlia, Josep, 1963--
dc.contributor.advisorAlegre Escolano, Antonio-
dc.contributor.authorZhang, Shenghua-
dc.descriptionTreballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2018, Director: Josep Vives i Santa Eulàlia i Antonio Alegre Escolanoca
dc.description.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,
dc.format.extent51 p.-
dc.rightscc-by-nc-nd (c) Shenghua Zhang, 2018-
dc.subject.classificationAnàlisi estocàsticaca
dc.subject.classificationTreballs de fi de grau-
dc.subject.classificationProcessos de Markovca
dc.subject.classificationAssegurances de vidaca
dc.subject.classificationAssegurances d'invalidesaca
dc.subject.otherAnalyse stochastiqueen
dc.subject.otherBachelor's thesis-
dc.subject.otherMarkov processesen
dc.subject.otherLife insuranceen
dc.subject.otherDisability insuranceen
dc.titleModelos estocásticos aplicados a los seguros de vidaca
Appears in Collections:Treballs Finals de Grau (TFG) - Matemàtiques

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