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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 theses 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 |
Files in This Item:
File | Description | Size | Format | |
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memòria.pdf | Memòria | 694.93 kB | Adobe PDF | View/Open |
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