Προσαρμογή γενικεύσεων της λογιστικής κατανομής σε δεδομένα που σχετίζονται με τον πιστωτικό κίνδυνο

Θειακός, Παναγιώτης

Fitting of generalized logistic distributions to credit risk data

Master Thesis

Author

Θειακός, Παναγιώτης

Date

2025-02

Abstract

The present thesis examines the logistic function, its extensions into polynomial and power-logistic distributions, and its applications in real phenomena, particularly in financial markets. Each chapter describes the basic concepts of the logistic function and its corresponding distribution, their properties, issues of statistical inference, as well as advanced applications in modelling and analysis. The first chapter, begins with a historical review of the logistic function, discussing its initial creation by Verhulst and subsequent extensions by Pearl and Colm. Special emphasis is given to the mathematical structure of the function and its role in modelling population growth and economic behaviours. The second chapter, presents the polynomial logistic distribution, properties of the probability function and the cumulative distribution function, as well as the concept of the power-logistic distribution. It explores the properties of these distributions in detail, demonstrating their significance in studying various problems. In the third chapter, the polynomial logistic distribution is exploited for the analysis of the exchange rates of some of the most basic currencies in the world, as well as an attempt is made to extend this study to two main indices of the American stock market. The purpose is to adapt the polynomial accounting distribution to real financial data, aiming to the understanding of the behavior of these markets. In summary, this dissertation highlights the versatility of the logistic distribution and its applications in various scientific fields.

Postgraduate Studies Programme

Αναλογιστική Επιστήμη και Διαχείριση Κινδύνων

Department

Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Στατιστικής και Ασφαλιστικής Επιστήμης

Number of pages

Language

Greek

URI

https://dione.lib.unipi.gr/xmlui/handle/unipi/17546

Collections

Τμήμα Στατιστικής και Ασφαλιστικής Επιστήμης

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Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 3.0 Ελλάδα