Ιδιότητες κυρτότητας για την πιθανότητα χρεοκοπίας στο κλασικό πρότυπο της θεωρίας κίνδυνου
Convex properties for the probability of ruin in the classical model of risk theory
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Θεωρία χρεοκοπίας ; ΚυρτότηταAbstract
Actuarial science is the branch of financial mathematics that applies statistical and mathematical methods to estimate the risk of uncertainty in future events in insurance, financial investments and other industries with the aim of minimizing it. Ruin theory, which is a branch of risk theory, describes the quantities such as the probability of ruin and studies the evolution of surplus, i.e. the changes in income and expenses over time for an insurance portfolio. At the same time, the modeling of compensation amounts in the collective model of risk theory and the choice of appropriate distributions for modeling both the individual amounts and the description of total losses are also particularly important.
Our purpose is to distinguish and study relationships between these two functions, but also if some of their characteristics are preserved under the mixture, such as monotonicity, convexity and the behavior of the failure rate.
Postgraduate Studies Programme
Αναλογιστική Επιστήμη και Διαχείριση ΚινδύνωνDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Στατιστικής και Ασφαλιστικής ΕπιστήμηςNumber of pages
54Language
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