Centeno, Maria de Lourdes - Orientadora. Mestrado em Ciências Actuariais. Universidade Técnica de Lisboa. Instituto Superior de Economia e Gestão. 2000

Em Portugal, a construção da tarifa de acidentes de trabalho tem sido essencialmente feita com base no conhecimento empírico e experiência dos gestores do ramo. Uma vez que esta modalidade assume dimensões significativas e que a legislação que a regulamenta foi alterada, surge a necessidade de desenvolver um estudo actuarial que, nesta dissertação, consisitiu na aplicação da teoria da credibilidade. Os modelos hierárquicos de Jewell e de Taylor foram considerados a melhor abordagem para o problema da tarifação do seguro de acidentes de trabalho, sendo por isso, construída a sua aplicação prática.

In Portugal, the rate making for workers compensation insurance has been mostly based on the empirical knowledge and experience of this business manager's. The reaching of significant dimensions and the change in the legislation that rules this type of insurance enhanced the need of an actuarial study, that, in this work, consisted in the application of the credibility theory. This method, usually applied to posterior tarification, is, in this essay, and because of the specific worker's compensation insurance structure, also used as a tool. for prior rating.
Initially it's made the presentation of a few models in a crescent order of complexity, to make its evolution clear.
Bühlmanr's Model-* Bühlmann Straub Model-*Jewell's Hierarchical Model-- Taylor's Hierarchical Model
The practical application of the hierarchical models was considered to be the best broach to the problem of setting a tariff for the worker's compensation insurance, and it will be the main contents of this work.
The estimates of the structural parameters and the estimates of the premium-rates are presented for both models. In the end, some of the advantages and disadvantages of each model are pointed out in order to aim the insurance companies to decide which is the most appropriate model for their own situation.