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ISEG  >  Estrutura  >  Unidades Académicas  >  Matemática  >  Unidades Curriculares  >  Ratemaking and Experience Raking

Ratemaking and Experience Raking (TARIF-CA)


AC Matemática > UC Mestrados

Activa nos planos curriculares

Actuarial Science > Actuarial Science > 2º Ciclo > Unidades Curriculares Optativas > Optativa 1 > Ratemaking and Experience Raking


2º Ciclo (M)


Não Estruturante



Carga Horária

Aula Teórica (T): 0.0 h/semana

Aula TeoricoPrática (TP): 2.0 h/semana

Trabalho Autónomo: 86.0 h/semestre

Créditos ECTS: 4.0


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.


- Introduction and concepts
- Credibility theory
- Bonus-malus systems
- Experience rating and Generalized Linear Models. Applications

Metodologia de avaliação

Evaluation will be twofold: A final exam according to ISEG's exam regulations at the end of the semester and a project. Exam is individual and the project is a tariff build and made by group of students. Project grade has a weight of 20% in the final mark.



Loss Models, From Data to Decisions

Klugman, S.A.; Panjer, H.H. & Willmot, G.E.


(4rd edition), John Wiley & Sons, Hoboken NJ.

Modern Actuarial Risk Theory: Using R

Kaas, R.,Goovaerts, M., Dhaene, J. e Denuit, M.


(2nd edition), Springer.

Non-Life Insurance Pricing with Generalized Linear Models

Ohlsson, E. & Johansson, B.


series/EAA Lecture Notes, Springer

Actuarial Modelling of Claim Counts: Risk Classification, Credibility and Bonus-malus Systems

Denuit, M.; Maréchal, X.; Pitrebois, S. & Walhin, J-F.


John Wiley & Sons, Chichester, England


Não existem referências bibliográficas secundárias.