Ιεραρχικά μοντέλα αξιοπιστίας εκτίμησης ασφαλίστρων
Premium estimation base on hierarchical credibility models
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Abstract
This thesis intends to present and review the hierarchical models of credibility theory
using Bayes and Empirical Bayes methods. In the meantime, the research has been
extended to multi-level hierarchical models. It is worth to briefly outline that the main
advantage of these models is the fact that they enable the risk identification through a
series of procedures and formations aiming to calculate the premium.
In the light of the above arguments, several interesting applications associated with the
relevant models are presented through the statistical package R.
Postgraduate Studies Programme
Αναλογιστική Επιστήμη και Διοικητική ΚινδύνουDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Στατιστικής και Ασφαλιστικής ΕπιστήμηςNumber of pages
52Language
GreekCollections
Except where otherwise noted, this item's license is described as
Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές
Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές