https://repositorio.ufpb.br/jspui/handle/123456789/11120 2026-04-30T21:10:32Z https://repositorio.ufpb.br/jspui/handle/123456789/37928 Título: Precificação de rendas para casais: uma abordagem via modelos de fragilidade Autor(es): Souza, Tassiano Virgulino de Orientador: Gomes, Hugo Vieira Sá Ferreira Abstract: In actuarial calculations for more than one individual, it is common to assume independence between residual lifetimes. However, for certain groups of individuals, such as couples, twins, and families, this assumption may not be valid, since lifetimes may be interconnected due to various causes; among them, the effects of common disasters, dependence due to lifestyle, and the broken heart syndrome, observed especially among couples. Consequently, when this reality is ignored, it may affect the assumptions of actuarial calculations, as independence is presumed. To verify this issue empirically, this study implements a dependence approach through a shared frailty model with a gamma distribution to assess whether there is dependence between the residual lifetimes of couples and to explore whether this relationship impacts the pricing of multi-life annuities. For the model application, a secondary dataset collected from historical records on the FamilySearch website was used. The results revealed a significant existence of dependence between residual lifetimes and the absence of a statistically significant difference in survival by sex. When considering frailty in survival, it is observed that survival under dependence tends to be higher compared to the common independence practice, and that this difference increases as ages rise. This also corresponds to the effect generated in annuities, indicating that the independent annuity value is undervalued. Thus, it is concluded that there is statistical evidence of dependence between the residual lifetimes of couples and that this dependence impacts annuity pricing, which becomes higher compared to standard market practice. Editor: Universidade Federal da Paraíba Tipo: TCC 2026-03-25T00:00:00Z https://repositorio.ufpb.br/jspui/handle/123456789/37927 Título: Os reflexos dos benefícios por incapacidade decorrentes de transtornos mentais e comportamentais no Regime Geral de Previdência Social Autor(es): Leitao, Mattheus Willham de Souza Orientador: Souto, Aluísio Mario Lins Abstract: This study analyzes the effects of evolution in the granting of disability benefits arising from Mental and Behavioral Disorders (MBDs) within the scope of the General Social Security Regime (RGPS), focusing on their historical trajectory, classification by benefit type, and economic repercussions. A quantitative and descriptive approach was adopted, based on bibliographic and documentary research, using administrative data extracted from the Statistical Yearbook of Social Security and the Open Data Portal of Social Security, covering the period from 2008 to 2024, in addition to the construction of prospective scenarios for the period from 2025 to 2030. The results showed that MBDs progressively increased their share in the total number of temporary disability benefits granted under the RGPS, assuming an increasingly relevant position both in the number of granted benefits and in the associated social security expenditure. The findings also revealed the predominance of ordinary social security benefits over occupational accident-related benefits, an increase in the average economic severity of benefits, and an expansion in the potential economic obligation linked to new grants. In the prospective field, the estimated scenarios for 2030 indicated values ranging from 288,332 to 571,140 benefits, with projected costs between R$ 736,530,380.61 and R$ 1,332,479,075.60, depending on the methodological approach adopted. It is concluded that disability benefits related to Mental and Behavioral Disorders are no longer a peripheral phenomenon and have become a relevant component of contemporary social security dynamics, requiring an integrated analysis of frequency, classification, cost, and temporal projection, with implications for understanding the economic sustainability of the RGPS. Editor: Universidade Federal da Paraíba Tipo: TCC 2026-03-26T00:00:00Z https://repositorio.ufpb.br/jspui/handle/123456789/37926 Título: Proposta de implantação de uma tabela progressiva de contribuição previdenciária dos microempreendedores individuais (MEI) para o Regime Geral de Previdência Social (RGPS) Autor(es): Lima, Marcos Vieira de Orientador: Kataoka, Sheila Sayuri Abstract: No Abstract. Editor: Universidade Federal da Paraíba Tipo: TCC 2026-03-26T00:00:00Z https://repositorio.ufpb.br/jspui/handle/123456789/37925 Título: A sinistralidade no seguro de responsabilidade civil geral Autor(es): Oliveira, Marcio Vaz de Orientador: Duarte, Filipe Coelho de Lima Abstract: This study investigates which observable factors in the insurance market explain the dynamics of loss ratios in line 0351 – General Liability Insurance – in Brazil. The empirical analysis is based on monthly data reported by insurance companies to the Brazilian insurance regulator (SUSEP), covering the period from November 2016 to May 2025. Initially, a SARIMA time series model was estimated in order to identify temporal and seasonal patterns in market loss ratios. Subsequently, a vector autoregressive (VAR) model was applied to examine the interaction between loss ratios and variables representing the operational structure of insurance companies. In addition, generalized linear models (GLM) were estimated under different distributions from the exponential family. The Tweedie distribution provided the best fit according to the Akaike Information Criterion (AIC). A clustering algorithm was also employed to identify distinct segments among insurers operating in the market. The results indicate that loss ratios exhibit temporal persistence and are associated with variables such as risk retention, participation in technical reserves, and market premium share. The findings suggest that the dynamics of loss ratios in the analyzed line can be explained by observable factors related to insurers’ operational structure and market conditions Editor: Universidade Federal da Paraíba Tipo: TCC 2026-03-24T00:00:00Z