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Modelos estocásticos aplicados a los seguros de vida

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dc.contributor Vives i Santa Eulàlia, Josep, 1963-
dc.contributor Alegre Escolano, Antonio
dc.creator Zhang, Shenghua
dc.date 2018-06-04T09:07:56Z
dc.date 2018-06-04T09:07:56Z
dc.date 2018-01-19
dc.date.accessioned 2024-12-16T10:26:28Z
dc.date.available 2024-12-16T10:26:28Z
dc.identifier http://hdl.handle.net/2445/122749
dc.identifier.uri http://fima-docencia.ub.edu:8080/xmlui/handle/123456789/21142
dc.description Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2018, Director: Josep Vives i Santa Eulàlia i Antonio Alegre Escolano
dc.description [en] The book by Antonio Alegre Escolano “VALORACIÓN ACTUARIAL DE PRESTACIONES RELACIONADAS CON LA INVALIDEZ” consists in the study of actuarial operations related to the survival or death of a person, taking into account the additional contingency of invalidation. Our idea is to modify the 1st and 3rd hypotheses of the basic model, that is, there is the possibility of returning to the activity. In addition, it has a maximum retirement age, and invalidation can only occur before reaching this age. From this new model, we intend to study the effects of the principle in the discrete approach, for example: two new actuarial probabilities $_n p^{ia}_{x}$ , $_n p^{ii}_{x}$ ; their corresponding deferred capitals $_n E^{ia}_{x}$ , $_n E^{ii}_{x}$ ; the transition matrix (by Markov); related actuarial operations, etc.
dc.format 51 p.
dc.format application/pdf
dc.language spa
dc.rights cc-by-nc-nd (c) Shenghua Zhang, 2018
dc.rights http://creativecommons.org/licenses/by-nc-nd/3.0/es
dc.rights info:eu-repo/semantics/openAccess
dc.source Treballs Finals de Grau (TFG) - Matemàtiques
dc.subject Anàlisi estocàstica
dc.subject Processos de Markov
dc.subject Assegurances de vida
dc.subject Assegurances d'invalidesa
dc.subject Jubilació
dc.subject Treballs de fi de grau
dc.subject Analyse stochastique
dc.subject Markov processes
dc.subject Life insurance
dc.subject Disability insurance
dc.subject Retirement
dc.subject Bachelor's theses
dc.title Modelos estocásticos aplicados a los seguros de vida
dc.type info:eu-repo/semantics/bachelorThesis


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