Objectivos

Doutoramento Bolonha em Matemática Aplicada à Economia e à Gestão

On completion of the subject the student should be able to build a tariff for some sorts of insurance, particularly those for big portfolio, 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.