Boj del Val, EvaCosta Cor, TeresaEhsan Pernia, Goran2023-06-252023-06-252023https://hdl.handle.net/2445/199780Treballs Finals del Màster de Ciències Actuarials i Financeres, Facultat d'Economia i Empresa, Universitat de Barcelona, Curs: 2022-2023, Tutores: Eva Boj del Val and Teresa Costa CorThe aim of this work is to deepen into a stochastic variant of the classic Chain-Ladder model to calculate claims reserves of an insurance company. Specifically, we will focus on the stochastic Generalized Multivariate Chain-Ladder model (GMCL). First, the classic deterministic method will be explained. Then, we will introduce the stochastic method and develop a practical example by using both methods to see the differences in the estimations. The function MultiChainLadder of the ChainLadder package for R (R Development Core Team, 2023) will be used36 p.application/pdfengcc-by-nc-nd (c) Ehsan Pernia, 2023http://creativecommons.org/licenses/by-nc-nd/3.0/es/Anàlisi multivariableCompanyies d'assegurancesR (Llenguatge de programació)Treballs de fi de màsterMultivariate analysisInsurance companyiesR (Computer program language)Master's thesesinfo:eu-repo/semantics/masterThesisinfo:eu-repo/semantics/openAccess