Reservas matemáticas en Actuaria

Abstract

This thesis was conducted in the area of Financial Risk Management (FRM) at KPMG Advisory, Tax & Legal S.A.S, which focuses on providing audit and consulting support to various entities. FRM offers a wide range of services, including segmentation and classification models, recalculations and reasonableness assessments, financial projections, derivative valuations, among others. Furthermore, FRM specialists propose new methods to help clients optimize their processes and achieve more accurate results. We will focus on the calculation of three types of mathematical reserves for a client that has engaged KPMG. This will involve highlighting the differences between the client's calculations and those of KPMG, as well as automating these processes for future calculations within the company.