Στοχαστικές διατάξεις με βάση τη ροπογεννήτρια και το μετασχηματισμό Laplace
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Keywords
Στοχαστικές διατάξεις ; Ροπογεννήτρια ; Μετασχηματισμός LaplaceAbstract
One of the main goals of actuaries is, by comparing some random situations, to choose the one with the least risk. These comparisons are mainly based on the comparison of their means and variances, which in some cases are not very helpful. Thus, the theory of stochastic orders was developed, which provides a more detailed and accurate comparison.
Two of the most widely used types of stochastic orders in Actuarial Science in recent years are the Moment Generating Function (MGF) Order and the Laplace Transform Order. In the former, the existence of MGF is necessary for the variables we are comparing, while in the latter it is not.
The purpose of this dissertation is to present and study the properties of these two orders, as well as to examine their relationship with other types of stochastic orders. Further, the aim is to make applications in certain distributions, where comparisons will be made in Laplace Transforms and Moment Generating Functions and consequently in the Collective Risk Model.
Postgraduate Studies Programme
Αναλογιστική Επιστήμη και Διοικητική ΚινδύνουDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Στατιστικής και Ασφαλιστικής ΕπιστήμηςNumber of pages
100Language
GreekCollections
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Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 3.0 Ελλάδα
Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 3.0 Ελλάδα