Sarrasí Vizcarra, Francisco JavierBoj del Val, EvaÚbeda Inés, Pau2020-01-282020-01-282020https://hdl.handle.net/2445/148851Treballs 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 ValUsing 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.64 p.application/pdfengcc-by-nc-nd (c) Úbeda Inés, 2020http://creativecommons.org/licenses/by-nc-nd/3.0/es/ReassegurancesGestió del riscTarifesTreballs de fi de màsterReinsuranceRisk managementTariffMaster's thesesinfo:eu-repo/semantics/masterThesisinfo:eu-repo/semantics/openAccess