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http://hdl.handle.net/2445/148851
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DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | Sarrasí Vizcarra, Francisco Javier | - |
dc.contributor.advisor | Boj del Val, Eva | - |
dc.contributor.author | Úbeda Inés, Pau | - |
dc.date.accessioned | 2020-01-28T19:04:43Z | - |
dc.date.available | 2020-01-28T19:04:43Z | - |
dc.date.issued | 2020 | - |
dc.identifier.uri | http://hdl.handle.net/2445/148851 | - |
dc.description | Treballs Finals del Màster de Ciències Actuarials i Financeres, Facultat d'Economia i Empresa, Universitat de Barcelona, Curs: 2019-2020, Tutor: Francisco Javier Sarrasí Vizcarra, Eva Boj del Val | ca |
dc.description.abstract | Using RBNS (Reported But Not Settled) claims data from an accident business portfolio with 11 accident years and 5 development years, this paper conducts a case study that attempts to establish a comparison of the goodness of fit of Chain Ladder and Generalised Linear Mixed Models made with their mean squared errors once outstanding claim payments are estimated with R software and, afterwards, show a pricing strategy for a quota share, excess and at-the-money adverse development cover (ADC) types of finite risk reinsurance contract. In this thesis, finite risk treaties are disclosed putting the focus on LPT and ADC transactions. | ca |
dc.format.extent | 64 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | ca |
dc.rights | cc-by-nc-nd (c) Úbeda Inés, 2020 | - |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | * |
dc.source | Màster Oficial - Ciències Actuarials i Financeres (CAF) | - |
dc.subject.classification | Reassegurances | cat |
dc.subject.classification | Gestió del risc | cat |
dc.subject.classification | Tarifes | cat |
dc.subject.classification | Treballs de fi de màster | cat |
dc.subject.other | Reinsurance | eng |
dc.subject.other | Risk management | eng |
dc.subject.other | Tariff | eng |
dc.subject.other | Master's theses | eng |
dc.title | Modelling a Pricing Strategy for ADC Finite Risk Reinsurance Treaties with GLMM Approach | ca |
dc.type | info:eu-repo/semantics/masterThesis | ca |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | ca |
Appears in Collections: | Màster Oficial - Ciències Actuarials i Financeres (CAF) |
Files in This Item:
File | Description | Size | Format | |
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TFM-CAF_Ubeda_2020.pdf | 1.28 MB | Adobe PDF | View/Open |
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