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Actuarial Science Dissertations

Fernando Luciano Dala
Calculating the Annual Premium of a Workers' Compensation Portfolio from the Return on Equity Model, 2010/04/15

Ana Isabel Victor de Carvalho
Internship Report - Stochastic Models in Claims Provisions, 2010/05/27

Ana Cristina Alves Ventura
Treatment of Risk Mitigation Mechanisms through the Transfer of Insurance Risks to the Financial Market, 2010/06/01

Ana Rita Aguadeiro Ramos
Evaluation of Future Profit Sharing - Application to Deferred Capital Insurance with Contrasurance, 2010/09/22

Paulo Alexandre Rosa Pereira Antunes 
Stochastic Modeling of Pension Funds, 2010/09/28

Miguel António Oliveira Miranda 
Insurance and Credit Protection in Situations of Involuntary Unemployment, 2010/11/25

Artur Luís Viegas Soares Pais
Public Social Protection in Old Age in Portugal: Historical Evolution from 1919 to 2008, 2010/12/07

Dora Marina Branco Leal
Application of Copulas to Life Insurance - Redemption Risk and Interest Rate Risk, 2010/11/29

Mariana Faria dos Santos
Modelling Claim Counts of Homogeneous Risk Groups Using Copulas, 2010/12/20

Rafael Sobral Melo
Application of the Perks Mortality Law to the Brazilian Life Experience, 2009/05/07

Claúdio Torpes Rebelo
Modeling Interest Rate Risk in Insurance Companies, 2009/05/04

Ana Teresa Roquete de Sousa Vicente
Capital Requirements and Solvency II - An Application to Motor Insurance, 2008/02/21

Ana Cristina Costa Marques dos Santos
The Impact of Changes in Social Security and Longevity on Households' Accumulation Behavior, 2008/02/22

Pedro Daniel de Oliveira Sobral
Bonus-Malus System for Fleets, 2008/03/06

Ana Luísa Madeira Simões
Analysis of Solvency Models within the Solvency II Project - Development of a Partial Internal Model in a Non-Life Insurance Company, 2008/04/29

Cristina João Gomes de Matos
Multiple State Models Applied to Income Protection Insurance, 2008/06/17

Célia Cristina Antunes dos Santos
Supervision of Pension Funds Based on Risk Assessment, 2008/06/19

Ana Rita Almas Pimenta
Applying Dynamic Financial Analysis to life insurance - From a prudential supervision perspective, 2008/07/22

Ana Cláudia Ferreis dos Santos Jacinto
Approximations to the Probability of Ruin in the Perturbed Model, 2008/09/12

Germano de Araújo Muratori
Actuarial Modeling in Claims Forecasting, 2008/09/23

Alexandra Maria Meleiro Alves
The Calculation of Value At Risk Applied to Pension Funds, 2006/05/26

Eduardo Hélder Oliveira Martins Dias
"Fair Value - Principles and Applications to a Life Insurance Portfolio", 2006/06/27

Henda Mondlane Ferreira da Silva
Construction of a Bonus-Malus System in the Presence of Other Tariff Variables, 2006/07/14

Francisco Miguel Bracons Felizol Marques
Genetic Advances: A Contribution to the Study of Their Impact on the Insurance Industry, 2005/05/25

Jeferino Manuel dos Santos
"Application of the Extreme Value Theory to the Insurance Business.", 2004/04/19

João Carlos Marques Ferreira
"Stochastic Design of Defined Contribution Plans.", 2004/04/22

Mónica Luísa Pereira de Paiva Ribeiro
Semi-Linearization: Application to a Work Accident Rate, 2004/06/17

Ricardo Bruno Rogado Garcia
Formulation of a Theoretical Solvency Model for Non-Life Insurance Companies, with the Determination of the Capital Requirement Performed Through the Tail Conditional Expectation of the Future Earnings Function, 2004/06/29

Iris Ana Gomes Núncio Crispim
Lundberg Formula and Inequality: Application to Excess of Loss Reinsurance, 2004/07/01

Isabel Brandão Jerónimo
Probabilities of Ruin and the Binomial Model, 2004/07/20

Ana Sofia Diogo Carvalho Freixedas Bragança
The New Law for Calculating Pensions in the Social Security System. Some Indicators of Change, 2004/07/26

Soraia Leonilde Coelho Rodrigues Branco
Asset Liability Management, 2004/10/28

Elisabete da Conceição Pires de Almeida Nora
Bonus-Malus Systems for Vehicle Fleets, 2004/11/26

Rui Alexandre Silva Esteves
The Estimation of Rates in the Presence of Deductibles and Indemnity Limits - An Application to Crash, Collision or Rollover Coverage in Motor Insurance, 2002/02/27

Maria Manuela Figueiredo Reis
Projected Mortality Tables, 2002/03/04

Teresa Maria Marreiros Bago D'Uva
Asymmetric Information in the Portuguese Health Insurance Market, 2002/03/06

Inês Jorge da Silva Sequeira
Invalidity tables, 2002/03/06

Teresa Mafalda Ferreira Barata Pereira
The Launch of a United Linked Product, 2002/03/15

Augusto Tomé Pires Fernandes Pedroso
Post-Retirement Pricing in Accidents at Work - The Contribution of Primary Losses and Claims Surpluses to Credibility, 2002/04/08

Nuno Emanuel Martins da Costa
Insurance Linked to Investment Funds - Unit-Linked, 2002/05/22

Daniel Fonseca dos Reis
Defined Contribution Pension Funds Incorporating a Defined Benefit Principle, 2001/04/02

Gracinda Rita Diogo Guerreiro
An Alternative Approach to Bonus Malus, 2001/12/18

Paulo Jorge Rosa Pinheiro
Actuarial Analysis of Provisions for Claims. An Application of the Bootstrap Method, 2000/04/19

Delminda Luisa Rangel Amado
Reinsurance Policies Applied to a General Liability Portfolio, 2000/04/28

Maria de Fátima Dantas Pires de Lima
The Fourier Transform and the Probability of Ruin , 2000/05/02

Maria Concórdia Duarte Simão
Application of Hierarchical Credibility Models in Workers' Compensation Insurance, 2000/06/27

João Pedro Nunes de Oliveira
Building a Bonus-Malus System , 2000/06/28

Carla Cristina Martins de Sá Pereira
Technical-Actuarial Analysis of Unit-Linked Contracts, 2000/07/20

João Carlos Dores Candeias Barata
Construction of an Automobile Liability Insurance Tariff, 2000/07/26

Filipa Maria Dias Garcia Ramos
Application of Generalized Linear Models to Claims Reserve Forecasting, 2000/09/29