Ναυτασφάλεια
Marine Insurance
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Keywords
Ναυτασφάλεια ; Θαλάσσια ασφάλιση ; Διαμήκης ανάλυση ; Marine insurance ; Longitudinal analysis ; Γενικευμένα γραμμικά μοντέλα ; Generalized linear modelsAbstract
The term of Marine Insurance is inextricably linked to the evolution and development of maritime freight transport. The complexity of this category of insurance is due to the specificity, which characterizes the nature of Shipping. In the present work, a brief, but at the same time comprehensive analysis of the basic principles of Marine Insurance is carried out. Moreover, the sub-categories which distinguish Marine Insurance are clearly described. The aim of this analysis is to familiarize researchers and actuarial science professionals with this particular category of insurance.
The interest from Actuarial Science in Marine Insurance lies in the estimation of certain key figures. Such a size is undoubtedly the height of the expected claims, as well as the identification of the factors that affect it. In addition, for an insurance company which operates in the field of Marine Insurance a crucial issue is always the estimation of reserves, which must be kept in order to be able to cope with future losses.
Regarding the determination of the factors that act as a catalyst in determining the level of claims, in this dissertation an approach of the whole issue is made through the longitudinal analysis. This statistical method is often used in various fields of social and economic sciences. For the needs of the present thesis, various models of longitudinal analysis are applied on data, which were obtained from an insurance company. From the application of these models some useful conclusions emerge.
Finally, regarding the estimation of the required reserves, a combined analysis is performed applying to the well - known Chain Ladder method the theory of Generalized Linear Models.
Postgraduate Studies Programme
Αναλογιστική Επιστήμη και Διοικητική ΚινδύνουDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Στατιστικής και Ασφαλιστικής ΕπιστήμηςNumber of pages
133Language
GreekCollections
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Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές
Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές