Ratemaking and Experience Raking (1 º Sem 2020/2021)
Objetivos
On completion of the subject the student should be able to build a tariff for some sorts of insurance, particularly those for big portfolios, like in the motor insurance line of business. To achieve that, it is necessary to bring tools that model the past experience onto the portfolio future rating.
Thus, the student should get solid knowledge on Credibility Theory, Bonus-Malus Systems, as well as be able to apply his acquired knowledge on Generalized Linear Models to ratemaking.
Thus, the student should get solid knowledge on Credibility Theory, Bonus-Malus Systems, as well as be able to apply his acquired knowledge on Generalized Linear Models to ratemaking.