Publicação
Modelação de sinistros de uma cobertura no ramo Multirriscos Habitação
| dc.contributor.author | Lourenço, Sofia Pedro Maciel | |
| dc.contributor.institution | Faculdade de Ciências | |
| dc.contributor.supervisor | Sousa, Lisete Maria Ribeiro de | |
| dc.date.accessioned | 2026-02-24T16:30:01Z | |
| dc.date.available | 2026-02-24T16:30:01Z | |
| dc.date.issued | 2025 | |
| dc.description | Trabalho de Projeto de Mestrado, Matemática Aplicada à Economia e Gestão, 2025, Universidade de Lisboa, Faculdade de Ciências | |
| dc.description.abstract | As part of the development of a new tariff for multi-risk home insurance, the main objective of this project is to model the coverage of glass break. To this end, statistical modeling techniques are used, focusing on the use of Generalized Linear Models (GLM), in order to estimate both the frequency of occurrences (probability of an accident occurring within a period of time) and the average cost of claims associated with this coverage. The purpose of the study is to obtain a pure technical and actuarially fair premium, which allows to support the construction of a tariff appropriate to the current reality of the market and the observed accident rate. The methodology used is based on the application of the Emblem software, a tool widely used in the insurance sector, which allows the adjustment of GLM with different distributions, in an intuitive way and oriented to insurance pricing. In the case of frequency, a Poisson distribution is considered, suitable for modeling discrete and non-negative variables, such as the number of claims per policy. For the average cost, the Gamma distribution is used, appropriate for modeling continuous and positive values with a distribution skewed to the right, a common characteristic of claims costs. The analysis includes the segmentation of the portfolio based on relevant tariff variables, such as geographical location, housing typology, insured value, among others, allowing to capture the risk inherent to different customer profiles. The models are assessed on the basis of statistical criteria of quality of fit, as well as for their technical consistency and interpretability. The results obtained demonstrate the existence of significant variability in both frequency and average cost between different portfolio segments, reinforcing the importance of more granular and riskadjusted pricing. By combining the two models – frequency and average cost – it is possible to calculate the pure premium by segment, thus contributing to a more robust, sustainable and technically based tariff structure. This project intends, not only to directly support the development of a new tariff, but also to highlight the value of statistical modelling as an essential tool in the insurance pricing process, promoting fairer, more competitive practices aligned with the reality of risk. | en |
| dc.format | application/pdf | |
| dc.identifier.uri | http://hdl.handle.net/10400.5/117280 | |
| dc.language.iso | por | |
| dc.subject | Generalized Linear Models | |
| dc.subject | Tariff | |
| dc.subject | Multi-Risk Home Insurance | |
| dc.subject | Glass Break | |
| dc.subject | Pure Premium | |
| dc.title | Modelação de sinistros de uma cobertura no ramo Multirriscos Habitação | pt |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess |
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