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Sistemas de Bonus Malus: Simulação de uma Carteira Aberta
| Content Provider | Semantic Scholar |
|---|---|
| Author | Bártolo, Andreia Filipa Cardoso |
| Copyright Year | 2016 |
| Abstract | The aim of this dissertation is the study of a System Bonus Malus under the perspective of an open portfolio.This study is intended to evidence some advantages of using Simulation techniques to obtain significant Systems Bonus Malus results. The results obtained using Simulation techniques will be compared with the one’s that would be obtained using Stochastic Vortices Theory described in Guerreiro et al. (2014). The obtained results from Simulation and Stochastic Vortices Theory are similiar, which leads to the conclusion that the Simulation can reproduce the Stochastic Vortices Theory. This dissertation allowed to find many advantages of using Simulation, such as easily find Confidence Intervals and relax some hypothesis considered in Stochastic Vortices Theory, representing the reality and volatility of an automobile insurance portfolio. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | https://run.unl.pt/bitstream/10362/23282/1/Bartolo_2016.pdf |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
