Η κατανομή Weibull ως μοντέλο ζημιοκατανομής στην αναλογιστική επιστήμη
The Weibull distribution as a model for loss distributions in actuarial science
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Weibull ; ΑναλογισμόςAbstract
The Weibull Distribution has always been one of the main Distributions, concerning the scientific field of Statistics and Applied Statistics, worldwide. The first official publication was performed by Waloddi Weibull in 1951, however, the origins of this distribution can be traced back to 1920.
In particular, and concerning Actuarial Science, the so-called Weibull Distribution maintains a pivotal role in its development, due to the fact that it is used as a Loss Distribution in General Insurance, as well as in the fields of Survival Analysis and Risk Theory, with applications such as in force of Mortality and lifetime data.
This thesis will focus on the Weibull distribution from the perspective of Actuarial Science, presenting its basic properties, as well as attempting to illustrate certain applications, via the use of R programming language.
Postgraduate Studies Programme
Αναλογιστική Επιστήμη και Διαχείριση ΚινδύνωνDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Στατιστικής και Ασφαλιστικής ΕπιστήμηςNumber of pages
84Language
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