{"id":41918,"date":"2023-10-23T14:50:27","date_gmt":"2023-10-23T14:50:27","guid":{"rendered":"https:\/\/www.iseg.ulisboa.pt\/?page_id=41918"},"modified":"2023-10-23T14:50:38","modified_gmt":"2023-10-23T14:50:38","slug":"actuarial-science-dissertations","status":"publish","type":"page","link":"https:\/\/www.iseg.ulisboa.pt\/en\/actuarial-science-dissertations\/","title":{"rendered":"Actuarial Science Dissertations"},"content":{"rendered":"<div class=\"wp-block-uagb-tabs uagb-block-d97d9fe8 uagb-tabs__wrap uagb-tabs__hstyle1-desktop uagb-tabs__vstyle6-tablet uagb-tabs__stack1-mobile\" data-tab-active=\"0\"><ul class=\"uagb-tabs__panel uagb-tabs__align-left\" role=\"tablist\"><li class=\"uagb-tab uagb-tabs__active\" role=\"none\"><a href=\"#uagb-tabs__tab0\" class=\"uagb-tabs-list uagb-tabs__icon-position-left\" data-tab=\"0\" role=\"tab\">2010<\/a><\/li><li class=\"uagb-tab\" role=\"none\"><a href=\"#uagb-tabs__tab1\" class=\"uagb-tabs-list uagb-tabs__icon-position-left\" data-tab=\"1\" role=\"tab\">2009<\/a><\/li><li class=\"uagb-tab\" role=\"none\"><a href=\"#uagb-tabs__tab2\" class=\"uagb-tabs-list uagb-tabs__icon-position-left\" data-tab=\"2\" role=\"tab\">2008<\/a><\/li><li class=\"uagb-tab\" role=\"none\"><a href=\"#uagb-tabs__tab3\" class=\"uagb-tabs-list uagb-tabs__icon-position-left\" data-tab=\"3\" role=\"tab\">2006<\/a><\/li><li class=\"uagb-tab\" role=\"none\"><a href=\"#uagb-tabs__tab4\" class=\"uagb-tabs-list uagb-tabs__icon-position-left\" data-tab=\"4\" role=\"tab\">2005<\/a><\/li><li class=\"uagb-tab\" role=\"none\"><a href=\"#uagb-tabs__tab5\" class=\"uagb-tabs-list uagb-tabs__icon-position-left\" data-tab=\"5\" role=\"tab\">2004<\/a><\/li><li class=\"uagb-tab\" role=\"none\"><a href=\"#uagb-tabs__tab6\" class=\"uagb-tabs-list uagb-tabs__icon-position-left\" data-tab=\"6\" role=\"tab\">2002<\/a><\/li><li class=\"uagb-tab\" role=\"none\"><a href=\"#uagb-tabs__tab7\" class=\"uagb-tabs-list uagb-tabs__icon-position-left\" data-tab=\"7\" role=\"tab\">2001<\/a><\/li><li class=\"uagb-tab\" role=\"none\"><a href=\"#uagb-tabs__tab8\" class=\"uagb-tabs-list uagb-tabs__icon-position-left\" data-tab=\"8\" role=\"tab\">2000<\/a><\/li><\/ul><div class=\"uagb-tabs__body-wrap\">\n<div class=\"wp-block-uagb-tabs-child uagb-tabs__body-container uagb-inner-tab-0\" aria-labelledby=\"uagb-tabs__tab0\">\n<p><strong>Fernando Luciano Dala<br><\/strong>Calculating the Annual Premium of a Workers' Compensation Portfolio from the Return on Equity Model, 2010\/04\/15<\/p>\n\n\n\n<p><strong>Ana Isabel Victor de Carvalho<br><\/strong>Internship Report - Stochastic Models in Claims Provisions, 2010\/05\/27<\/p>\n\n\n\n<p><strong>Ana Cristina Alves Ventura<\/strong><br>Treatment of Risk Mitigation Mechanisms through the Transfer of Insurance Risks to the Financial Market, 2010\/06\/01<\/p>\n\n\n\n<p><strong>Ana Rita Aguadeiro Ramos<\/strong><br>Evaluation of Future Profit Sharing - Application to Deferred Capital Insurance with Contrasurance, 2010\/09\/22<\/p>\n\n\n\n<p><strong>Paulo Alexandre Rosa Pereira Antunes&nbsp;<br><\/strong>Stochastic Modeling of Pension Funds, 2010\/09\/28<\/p>\n\n\n\n<p><strong>Miguel Ant\u00f3nio Oliveira Miranda&nbsp;<br><\/strong>Insurance and Credit Protection in Situations of Involuntary Unemployment, 2010\/11\/25<\/p>\n\n\n\n<p><strong>Artur Lu\u00eds Viegas Soares Pais<\/strong><br>Public Social Protection in Old Age in Portugal: Historical Evolution from 1919 to 2008, 2010\/12\/07<\/p>\n\n\n\n<p><strong>Dora Marina Branco Leal<br><\/strong>Application of Copulas to Life Insurance - Redemption Risk and Interest Rate Risk, 2010\/11\/29<\/p>\n\n\n\n<p><strong>Mariana Faria dos Santos<br><\/strong>Modelling Claim Counts of Homogeneous Risk Groups Using Copulas, 2010\/12\/20<\/p>\n<\/div>\n\n\n\n<div class=\"wp-block-uagb-tabs-child uagb-tabs__body-container uagb-inner-tab-1\" aria-labelledby=\"uagb-tabs__tab1\">\n<p><strong>Rafael Sobral Melo<br><\/strong>Application of the Perks Mortality Law to the Brazilian Life Experience, 2009\/05\/07<br><br><strong>Cla\u00fadio Torpes Rebelo<br><\/strong>Modeling Interest Rate Risk in Insurance Companies, 2009\/05\/04<\/p>\n<\/div>\n\n\n\n<div class=\"wp-block-uagb-tabs-child uagb-tabs__body-container uagb-inner-tab-2\" aria-labelledby=\"uagb-tabs__tab2\">\n<p><strong>Ana Teresa Roquete de Sousa Vicente<\/strong><br>Capital Requirements and Solvency II - An Application to Motor Insurance, 2008\/02\/21<\/p>\n\n\n\n<p><strong>Ana Cristina Costa Marques dos Santos<br><\/strong>The Impact of Changes in Social Security and Longevity on Households' Accumulation Behavior, 2008\/02\/22<\/p>\n\n\n\n<p><strong>Pedro Daniel de Oliveira Sobral<br><\/strong>Bonus-Malus System for Fleets, 2008\/03\/06<\/p>\n\n\n\n<p><strong>Ana Lu\u00edsa Madeira Sim\u00f5es<br><\/strong>Analysis of Solvency Models within the Solvency II Project - Development of a Partial Internal Model in a Non-Life Insurance Company, 2008\/04\/29<\/p>\n\n\n\n<p><strong>Cristina Jo\u00e3o Gomes de Matos<br><\/strong>Multiple State Models Applied to Income Protection Insurance, 2008\/06\/17<\/p>\n\n\n\n<p><strong>C\u00e9lia Cristina Antunes dos Santos<br><\/strong>Supervision of Pension Funds Based on Risk Assessment, 2008\/06\/19<\/p>\n\n\n\n<p><strong>Ana Rita Almas Pimenta<br><\/strong>Applying Dynamic Financial Analysis to life insurance - From a prudential supervision perspective, 2008\/07\/22<\/p>\n\n\n\n<p><strong>Ana Cl\u00e1udia Ferreis dos Santos Jacinto<br><\/strong>Approximations to the Probability of Ruin in the Perturbed Model, 2008\/09\/12<\/p>\n\n\n\n<p><strong>Germano de Ara\u00fajo Muratori<\/strong><br>Actuarial Modeling in Claims Forecasting, 2008\/09\/23<\/p>\n<\/div>\n\n\n\n<div class=\"wp-block-uagb-tabs-child uagb-tabs__body-container uagb-inner-tab-3\" aria-labelledby=\"uagb-tabs__tab3\">\n<p><strong>Alexandra Maria Meleiro Alves<\/strong><br>The Calculation of Value At Risk Applied to Pension Funds, 2006\/05\/26<\/p>\n\n\n\n<p><strong>Eduardo H\u00e9lder Oliveira Martins Dias<br><\/strong>\"Fair Value - Principles and Applications to a Life Insurance Portfolio\", 2006\/06\/27<\/p>\n\n\n\n<p><strong>Henda Mondlane Ferreira da Silva<br><\/strong>Construction of a Bonus-Malus System in the Presence of Other Tariff Variables, 2006\/07\/14<\/p>\n<\/div>\n\n\n\n<div class=\"wp-block-uagb-tabs-child uagb-tabs__body-container uagb-inner-tab-4\" aria-labelledby=\"uagb-tabs__tab4\">\n<p><strong>Francisco Miguel Bracons Felizol Marques<\/strong><br>Genetic Advances: A Contribution to the Study of Their Impact on the Insurance Industry, 2005\/05\/25<\/p>\n<\/div>\n\n\n\n<div class=\"wp-block-uagb-tabs-child uagb-tabs__body-container uagb-inner-tab-5\" aria-labelledby=\"uagb-tabs__tab5\">\n<p><strong>Jeferino Manuel dos Santos<br><\/strong>\"Application of the Extreme Value Theory to the Insurance Business.\", 2004\/04\/19<\/p>\n\n\n\n<p><strong>Jo\u00e3o Carlos Marques Ferreira<\/strong><br>\"Stochastic Design of Defined Contribution Plans.\", 2004\/04\/22<\/p>\n\n\n\n<p><strong>M\u00f3nica Lu\u00edsa Pereira de Paiva Ribeiro<br><\/strong>Semi-Linearization: Application to a Work Accident Rate, 2004\/06\/17<\/p>\n\n\n\n<p><strong>Ricardo Bruno Rogado Garcia<\/strong><br>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<\/p>\n\n\n\n<p><strong>Iris Ana Gomes N\u00fancio Crispim<br><\/strong>Lundberg Formula and Inequality: Application to Excess of Loss Reinsurance, 2004\/07\/01<\/p>\n\n\n\n<p><strong>Isabel Brand\u00e3o Jer\u00f3nimo<br><\/strong>Probabilities of Ruin and the Binomial Model, 2004\/07\/20<\/p>\n\n\n\n<p><strong>Ana Sofia Diogo Carvalho Freixedas Bragan\u00e7a<br><\/strong>The New Law for Calculating Pensions in the Social Security System. Some Indicators of Change, 2004\/07\/26<\/p>\n\n\n\n<p><strong>Soraia Leonilde Coelho Rodrigues Branco<br><\/strong>Asset Liability Management, 2004\/10\/28<\/p>\n\n\n\n<p><strong>Elisabete da Concei\u00e7\u00e3o Pires de Almeida Nora<br><\/strong>Bonus-Malus Systems for Vehicle Fleets, 2004\/11\/26<\/p>\n<\/div>\n\n\n\n<div class=\"wp-block-uagb-tabs-child uagb-tabs__body-container uagb-inner-tab-6\" aria-labelledby=\"uagb-tabs__tab6\">\n<p><strong>Rui Alexandre Silva Esteves<br><\/strong>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<\/p>\n\n\n\n<p><strong>Maria Manuela Figueiredo Reis<br><\/strong>Projected Mortality Tables, 2002\/03\/04<\/p>\n\n\n\n<p><strong>Teresa Maria Marreiros Bago D'Uva<br><\/strong>Asymmetric Information in the Portuguese Health Insurance Market, 2002\/03\/06<\/p>\n\n\n\n<p><strong>In\u00eas Jorge da Silva Sequeira<br><\/strong>Invalidity tables, 2002\/03\/06<\/p>\n\n\n\n<p><strong>Teresa Mafalda Ferreira Barata Pereira<\/strong><br>The Launch of a United Linked Product, 2002\/03\/15<\/p>\n\n\n\n<p><strong>Augusto Tom\u00e9 Pires Fernandes Pedroso<\/strong><br>Post-Retirement Pricing in Accidents at Work - The Contribution of Primary Losses and Claims Surpluses to Credibility, 2002\/04\/08<\/p>\n\n\n\n<p><strong>Nuno Emanuel Martins da Costa<br><\/strong>Insurance Linked to Investment Funds - Unit-Linked, 2002\/05\/22<\/p>\n<\/div>\n\n\n\n<div class=\"wp-block-uagb-tabs-child uagb-tabs__body-container uagb-inner-tab-7\" aria-labelledby=\"uagb-tabs__tab7\">\n<p><strong>Daniel Fonseca dos Reis<\/strong><br>Defined Contribution Pension Funds Incorporating a Defined Benefit Principle, 2001\/04\/02<\/p>\n\n\n\n<p><strong>Gracinda Rita Diogo Guerreiro<br><\/strong>An Alternative Approach to Bonus Malus, 2001\/12\/18<\/p>\n<\/div>\n\n\n\n<div class=\"wp-block-uagb-tabs-child uagb-tabs__body-container uagb-inner-tab-8\" aria-labelledby=\"uagb-tabs__tab8\">\n<p><strong>Paulo Jorge Rosa Pinheiro<br><\/strong>Actuarial Analysis of Provisions for Claims. An Application of the Bootstrap Method, 2000\/04\/19<\/p>\n\n\n\n<p><strong>Delminda Luisa Rangel Amado<br><\/strong>Reinsurance Policies Applied to a General Liability Portfolio, 2000\/04\/28<\/p>\n\n\n\n<p><strong>Maria de F\u00e1tima Dantas Pires de Lima<br><\/strong>The Fourier Transform and the Probability of Ruin , 2000\/05\/02<\/p>\n\n\n\n<p><strong>Maria Conc\u00f3rdia Duarte Sim\u00e3o<\/strong><br>Application of Hierarchical Credibility Models in Workers' Compensation Insurance, 2000\/06\/27<\/p>\n\n\n\n<p><strong>Jo\u00e3o Pedro Nunes de Oliveira<br><\/strong>Building a Bonus-Malus System , 2000\/06\/28<\/p>\n\n\n\n<p><strong>Carla Cristina Martins de S\u00e1 Pereira<br><\/strong>Technical-Actuarial Analysis of Unit-Linked Contracts, 2000\/07\/20<\/p>\n\n\n\n<p><strong>Jo\u00e3o Carlos Dores Candeias Barata<\/strong><br>Construction of an Automobile Liability Insurance Tariff, 2000\/07\/26<\/p>\n\n\n\n<p><strong>Filipa Maria Dias Garcia Ramos<\/strong><br>Application of Generalized Linear Models to Claims Reserve Forecasting, 2000\/09\/29<\/p>\n<\/div>\n<\/div><\/div>","protected":false},"excerpt":{"rendered":"","protected":false},"author":6,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"inline_featured_image":false,"_uag_custom_page_level_css":"","footnotes":""},"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v22.6 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Disserta\u00e7\u00f5es Ci\u00eancias Actuariais - ISEG<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/www.iseg.ulisboa.pt\/en\/actuarial-science-dissertations\/\" \/>\n<meta name=\"twitter:label1\" content=\"Est. reading time\" \/>\n\t<meta name=\"twitter:data1\" content=\"5 minutes\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\/\/schema.org\",\"@graph\":[{\"@type\":\"WebPage\",\"@id\":\"https:\/\/www.iseg.ulisboa.pt\/en\/actuarial-science-dissertations\/\",\"url\":\"https:\/\/www.iseg.ulisboa.pt\/en\/actuarial-science-dissertations\/\",\"name\":\"Disserta\u00e7\u00f5es Ci\u00eancias Actuariais - ISEG\",\"isPartOf\":{\"@id\":\"https:\/\/www.iseg.ulisboa.pt\/en\/#website\"},\"datePublished\":\"2023-10-23T14:50:27+00:00\",\"dateModified\":\"2023-10-23T14:50:38+00:00\",\"breadcrumb\":{\"@id\":\"https:\/\/www.iseg.ulisboa.pt\/en\/actuarial-science-dissertations\/#breadcrumb\"},\"inLanguage\":\"en-US\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"https:\/\/www.iseg.ulisboa.pt\/en\/actuarial-science-dissertations\/\"]}]},{\"@type\":\"BreadcrumbList\",\"@id\":\"https:\/\/www.iseg.ulisboa.pt\/en\/actuarial-science-dissertations\/#breadcrumb\",\"itemListElement\":[{\"@type\":\"ListItem\",\"position\":1,\"name\":\"Home\",\"item\":\"https:\/\/www.iseg.ulisboa.pt\/\"},{\"@type\":\"ListItem\",\"position\":2,\"name\":\"Disserta\u00e7\u00f5es Ci\u00eancias Actuariais\"}]},{\"@type\":\"WebSite\",\"@id\":\"https:\/\/www.iseg.ulisboa.pt\/en\/#website\",\"url\":\"https:\/\/www.iseg.ulisboa.pt\/en\/\",\"name\":\"ISEG\",\"description\":\"Lisbon School of Economics &amp; 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