{"id":104380,"date":"2018-03-11T10:27:18","date_gmt":"2018-03-11T10:27:18","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/metodologa%c2%ada-estocastica-para-la-estimacion-de-la-provision-para-siniestros-pendientes-ibnr\/"},"modified":"2018-03-11T10:27:18","modified_gmt":"2018-03-11T10:27:18","slug":"metodologa%c2%ada-estocastica-para-la-estimacion-de-la-provision-para-siniestros-pendientes-ibnr","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/metodologa%c2%ada-estocastica-para-la-estimacion-de-la-provision-para-siniestros-pendientes-ibnr\/","title":{"rendered":"Metodolog\u00eda estoc\u00e1stica para la estimaci\u00f3n de la provisi\u00f3n para siniestros pendientes (ibnr)"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Jos\u00e9 Ramiro Sanchez Aguilar <\/strong><\/h2>\n<p>Se expanden los modelos cl\u00e1sicos de estimaci\u00f3n de la provisi\u00f3n ibnr mediante m\u00e9todos estoc\u00e1sticos que aporten mayor informaci\u00f3n sobre la variabilidad de la provisi\u00f3n. En especial, se compara y estudia cuatro m\u00e9todos de estimaci\u00f3n diferentes: modelo d e mack, modelos lineales generalizados, modelos bayesianos y teor\u00eda de credibilidad. la tesis comprende dos casos diferentes sobre el manejo de los datos de acuerdo a si se trata de una cartera de seguros individual o por su parte se trata de varias carteras que pertenecen a un ramo de seguro espec\u00edfico. para una cartera: se investiga el planteamiento lineal del m\u00e9todo chain-ladder y se reproduce la provisi\u00f3n a trav\u00e9s de modelos lineales generalizados.  posteriormente, el modelo lineal generaliz ado se reproduce bajo un enfoque bayesiano, dando lugar a un modelo lineal generalizado bayesiano, con ello se comparan tres m\u00e9todos de estimaci\u00f3n diferentes: chain-ladder, modelo lineal generalizado y modelo lineal generalizado bayesiano. para varia s carteras: utilizamos la teor\u00eda de credibilidad para describir y predecir la provisi\u00f3n para varias l\u00edneas de negocio. los modelos de credibilidad se reproducen bajo un enfoque bayesiano, con el fin de realizar una comparaci\u00f3n entre tres m\u00e9todos de e stimaci\u00f3n diferentes: m\u00e9todo chain-ladder, credibilidad y credibilidad bayesiano.  la implementaci\u00f3n y programaci\u00f3n de todas las metodolog\u00edas estoc\u00e1sticas se realizaron mediante el paquete inform\u00e1tico r y winbugs.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Metodolog\u00eda estoc\u00e1stica para la estimaci\u00f3n de la provisi\u00f3n para siniestros pendientes (ibnr)<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Metodolog\u00eda estoc\u00e1stica para la estimaci\u00f3n de la provisi\u00f3n para siniestros pendientes (ibnr) <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Jos\u00e9 Ramiro Sanchez Aguilar <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Complutense de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 22\/10\/2010<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>Jos\u00e9 Luis Vilar Zan\u00f3n<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Jes\u00fas Vegas asensio <\/li>\n<li>Mar\u00eda  mercedes Claramunt bielsa (vocal)<\/li>\n<li>m. teresa M\u00e1rmol jim\u00e9nez (vocal)<\/li>\n<li>roberto Escuder valles (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Jos\u00e9 Ramiro Sanchez Aguilar Se expanden los modelos cl\u00e1sicos de estimaci\u00f3n de la provisi\u00f3n ibnr mediante m\u00e9todos [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center 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