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Authors
Advisor(s)
Abstract(s)
A elaboração da presente tese de dissertação teve como objectivo principal a criação de
um sistema de Bonus-Malus, em oposição ao actual sistema vigente numa grande
Seguradora portuguesa.
Depois de se proceder ao ajustamento do número de sinistros, os quais por uma questão
de simplificação, se tornaram como preditores do prémio a pagar, realçou-se igualmente
um conjunto de medidas de avaliação dos Sistemas de Bonus-Malus que nos serviram
de suporte à decisão da escolha do novo sistema.
Fez-se referência a um conjunto de modelos de determinação de escalas óptimas de
prémios, que foram uma importante ferramenta de trabalho na escolha do Sistema de
Bonus a propor.
Finalmente propuseram-se seis modelos distintos, e depois de devidamente testados e
analisados mediante as várias medidas descritas, elegeu-se um como alternativa ao
sistema vigente.
The main goal of the study of the present dissertation is the creation of a Bonus-Malus system in an influential Portuguese Insurance Company, as opposed to the actual system. After having adjusted the number of accidents which, for reasons of simplicity, have become predictor of the premium paid by the policyholder, several assessment measures of the BMS were high-lighted to support the choice of the new system. Furthermore, some statistical models were also mentioned to determine optimal premium scales which were of great importance in the choice of the propose BMS. Finally six different models were built, tested and analysed (malcing the best of the assessment measures referred above) but only one was chosen as a real altemative to the actual system.
The main goal of the study of the present dissertation is the creation of a Bonus-Malus system in an influential Portuguese Insurance Company, as opposed to the actual system. After having adjusted the number of accidents which, for reasons of simplicity, have become predictor of the premium paid by the policyholder, several assessment measures of the BMS were high-lighted to support the choice of the new system. Furthermore, some statistical models were also mentioned to determine optimal premium scales which were of great importance in the choice of the propose BMS. Finally six different models were built, tested and analysed (malcing the best of the assessment measures referred above) but only one was chosen as a real altemative to the actual system.
Description
Mestrado em Ciências Actuariais
Keywords
Sistemas de Bonus-Malus ajustamentos do número de sinistros medidas de avaliação dos SBM escalas óptimas de prémios. Bonus-Malus Systems adjustment to the number of accidents assessment measures of BMS premium optimal scales
Pedagogical Context
Citation
Oliveira, João Pedro Nunes de (2000). “Construção de um sistema de Bonus-Malus”. Dissertação de Mestrado. Universidade Técnica de Lisboa. Instituto Superior de Economia e Gestão
Publisher
Instituto Superior de Economia e Gestão