Tarifação (1 º Sem 2014/2015)

CA (Actuarial Science)

Bibliografia

Principal

  • Klugman, S.A.; Panjer, H.H. & Willmot, G.E., Loss Models, From Data to Decisions , (4rd edition), John Wiley & Sons, Hoboken NJ. , 2012
  • Kaas, R.,Goovaerts, M., Dhaene, J. e Denuit, M. , Modern Actuarial Risk Theory: Using R , (2nd edition), Springer., 2008
  • Centeno, M.L., Teoria do Risco na Actividade Seguradora , Celta Editora, Oeiras, Portugal., 2003
  • Ohlsson, E. & Johansson, B., Non-Life Insurance Pricing with Generalized Linear Models , series/EAA Lecture Notes, Springer, 2010
  • Pitrebois, S.; Denuit, M. & Walhin, J.F., Setting a bonus-malus scale in the presence of other rating factors: Taylor?s work revisited , ASTIN Bulletin, 33(2), 419-436., 2003