Υπολογισμός ασφαλίστρων που επηρεάζονται από την κατανομή του κινδύνου
On the computation of premiums affected by the distribution of risk
This thesis deals with the calculation of insurance premiums, which are affected by the risk allocation. Particularly, we study premiums affected by the right tail of each distribution. Also, dealing with insurance premiums, when is known thats the risk is between two values xq = VaRq[X] and xp = VaRp [X], with 0 <q <p <1. In the first chapter, risk measures and basic distributions are shown. Given formulas, basic definitions and observations, which are necessary for subsequent chapters. The second chapter begins with premium calculation principles adapted to the risk . Still, we have the premium TSD (tail standard deviation) and several numerical examples for better understanding. In the third chapter we extend our study by adding others of this type premiums.