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dc.contributor | Universitat Politècnica de Catalunya. Departament de Matemàtica Aplicada I |
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dc.contributor | Pérez Fructuoso, Maria José |
dc.contributor | Planas Vilanova, Francesc |
dc.contributor.author | Pérez Torre, Víctor Daniel |
dc.date | 2014-07 |
dc.identifier.uri | http://hdl.handle.net/2099.1/25228 |
dc.language.iso | eng |
dc.publisher | Universitat Politècnica de Catalunya |
dc.rights | info:eu-repo/semantics/openAccess |
dc.subject | Àrees temàtiques de la UPC::Matemàtiques i estadística |
dc.subject | Stochastic processes |
dc.subject | Catastrophic-loss index |
dc.subject | Reported claims (RC) |
dc.subject | Incurred but not yet reported claims (IBNRL) |
dc.subject | Brownian motion |
dc.subject | Ornstein-Ulhenbeck (OU) processes |
dc.subject | Processos estocàctics |
dc.subject | 60G-Stochastic processes |
dc.title | Stochastic models to calculate a catastrophic-loss index |
dc.type | info:eu-repo/semantics/bachelorThesis |
dc.description.abstract |