Πολυμεταβλητά μοντέλα αποθεματοποίησης ζημιών
Multivariate loss reserving
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Keywords
Αποθέματα ; Πολυμεταβλητή ανάλυση ; Παλινδρόμηση ; Chain Ladder ; SURAbstract
The purpose of this diploma thesis is to examine some of the most basic methods of loss reserving as well as the analysis of the Seemingly Unrelated Regressions (SUR) model. The methods to be analyzed will be compared by means of examples to establish their correlation and to examine their suitability.