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Modelling SME Commercial Lines

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dc.contributor Bolancé Losilla, Catalina
dc.creator Torres Sendra, Javier
dc.date 2016-10-07T11:49:05Z
dc.date 2016-10-07T11:49:05Z
dc.date 2016
dc.date.accessioned 2024-12-16T10:23:10Z
dc.date.available 2024-12-16T10:23:10Z
dc.identifier http://hdl.handle.net/2445/102445
dc.identifier.uri http://fima-docencia.ub.edu:8080/xmlui/handle/123456789/15541
dc.description Treballs Finals del Màster de Ciències Actuarials i Financeres, Facultat d'Economia i Empresa, Universitat de Barcelona, Curs: 2015-2016, Tutora: Catalina Bolancé Losilla
dc.description This study examines an insurer database coming from Small and Medium Enterprises, SME, and suggests different types for modelling their claim cost. Due to data has a small number of policies compared to Motor line of business, a transformation is done and number of claims and claim costs are grouped depending on which part of SME is affected by the claim: Building or Content. Moreover, it is created an Aggregate claim data as the sum of the previous two. After doing this transformation to data; Building, Content and Aggregate claim cost are analysed using General Linear Models, GLM. For this study, the possibility to have a claim, the claim number and the claim cost are taking as a dependent random variables in the proposed models.
dc.format 101 p.
dc.format application/pdf
dc.language eng
dc.rights cc-by-nc-nd (c) Torres Sendra, 2016
dc.rights http://creativecommons.org/licenses/by-nc-nd/3.0/es
dc.rights info:eu-repo/semantics/openAccess
dc.source Màster Oficial - Ciències Actuarials i Financeres (CAF)
dc.subject Petita i mitjana empresa
dc.subject Cost
dc.subject Ocupació
dc.subject Reclamacions
dc.subject Treballs de fi de màster
dc.subject Small business
dc.subject Cost
dc.subject Employment (Economic theory)
dc.subject Claims
dc.subject Master's theses
dc.title Modelling SME Commercial Lines
dc.type info:eu-repo/semantics/masterThesis


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