Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/191187
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dc.contributor.advisorClaramunt Bielsa, M. Mercè-
dc.contributor.advisorBoj del Val, Eva-
dc.contributor.authorGómez Campoy, Genís-
dc.date.accessioned2022-11-28T11:00:13Z-
dc.date.available2022-11-28T11:00:13Z-
dc.date.issued2022-
dc.identifier.urihttps://hdl.handle.net/2445/191187-
dc.descriptionTreballs Finals del Màster de Ciències Actuarials i Financeres, Facultat d'Economia i Empresa, Universitat de Barcelona, Curs: 2021-2022, Tutor: M. Mercè Claramunt Bielsaca
dc.description.abstractThe aim of this research is to study the implementation of segmentation in bonus-malus systems that base its analysis in the random variable number of claims. To this end, the theoretical framework proposed by Norberg for the construction of this a posteriori pricing method, for both not segmented and segmented case, is presented. This formulation has allowed the computation of the relative pure premiums and the premiums when unitary claim amount is assumed under different examples and scenarios. Then the different paths of premiums for certain insureds from simulated datasets are assessed. It is also evaluated this framework to surcharge premiums.ca
dc.format.extent78 p.-
dc.format.mimetypeapplication/pdf-
dc.language.isoengca
dc.rightscc-by-nc-nd (c) Gómez Campoy, 2022-
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/*
dc.sourceMàster Oficial - Ciències Actuarials i Financeres (CAF)-
dc.subject.classificationAssegurancescat
dc.subject.classificationSegmentació de mercatcat
dc.subject.classificationVariables aleatòriescat
dc.subject.classificationTreballs de fi de màstercat
dc.subject.otherInsuranceeng
dc.subject.otherMarket segmentationeng
dc.subject.otherRandom variableseng
dc.subject.otherMaster's theseseng
dc.titleSegmentation applied to the Bonus-Malus System through the Norberg’s formulaca
dc.typeinfo:eu-repo/semantics/masterThesisca
dc.rights.accessRightsinfo:eu-repo/semantics/openAccessca
Appears in Collections:Màster Oficial - Ciències Actuarials i Financeres (CAF)

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