# name
Modelling a Pricing Strategy for ADC Finite Risk Reinsurance Treaties with GLMM Approach

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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

# metadata.dc.description.abstract[].value
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.

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Màster Oficial - Ciències Actuarials i Financeres (CAF)

# metadata.dc.title[].value
Modelling a Pricing Strategy for ADC Finite Risk Reinsurance Treaties with GLMM Approach