Ratemaking and Experience Raking (1 º Sem 2020/2021)

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
  • Ohlsson, E. & Johansson, B., Non-Life Insurance Pricing with Generalized Linear Models , series/EAA Lecture Notes, Springer, 2010
  • Denuit, M.; Maréchal, X.; Pitrebois, S. & Walhin, J-F., Actuarial Modelling of Claim Counts: Risk Classification, Credibility and Bonus-malus Systems , John Wiley & Sons, Chichester, England, 2007