O modelo de regressão simplex como metodologia de análise atuarial

Autores

DOI:

https://doi.org/10.19094/contextus.2023.83379

Palavras-chave:

regressão, simplex, metodologia, atuária, análise

Resumo

O mercado de gestão de risco evolui rapidamente, de modo que analistas atuariais são confrontados com a necessidade de novas metodologias de análise. Toda via, a utilização de metodologias incorretas para a modelagem atuarial pode implicar gravemente na tomada de decisões estratégicas. Este estudo busca introduzir o modelo de regressão simplex como uma metodologia adequada para a modelagem atuarial de dados cujos valores pertencem ao intervalo unitário. Fazendo uso de um conjunto de dados sobre gerenciamento de risco, comparou-se o modelo linear com distribuição normal e o modelo de regressão proposto. A avaliação dos modelos apresentados concluiu pela qualidade da modelagem através da regressão simplex, indicando a qualidade deste método como uma nova ferramenta de análise para o contexto atuarial. 

Biografia do Autor

Jaime Phasquinel Lopes Cavalcante, Universidade Federal de Pernambuco (UFPE)

Doutorando em Estatística pelo Departamento de Estatística da Universidade Federal de Pernambuco (UFPE)

Mestre em Estatística pela Universidade Federal de Pernambuco (UFPE)

Graduado em Ciências Atuariais pela Universidade Federal do Ceará (UFC)

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Publicado

2023-10-17

Como Citar

Cavalcante, J. P. L. (2023). O modelo de regressão simplex como metodologia de análise atuarial . Contextus – Revista Contemporânea De Economia E Gestão, 21(esp.1), e83379. https://doi.org/10.19094/contextus.2023.83379

Edição

Seção

Chamada Especial - Ciências Atuariais