H κατανομή Weibull και οι εφαρμογές της στην αναλογιστική επιστήμη
Weibull distribution and its applications in actuarial science
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Keywords
Κατανομή ; Weibull ; Διπαραμετρική ; Τριπαραμετρική ; Παραλλαγές ; Εφαρμογές ; Αναλογιστική επιστήμηAbstract
This thesis examines the Weibull distribution, its main generalizations, and the fitting of these distributions to data coming from the insurance sector. In Chapter 1, there is an introduction and a detailed study of the usual two-parameter Weibull distribution. In Chapter 2, the three-parameter Weibull distribution is presented, and its main characteristics are examined. In Chapter 3, the main generalizations of the Weibull distribution are presented, along with their most fundamental features. The four-parameter, five-parameter, reflected, inverse, Log Weibull, exponentiated, extended, modified, Stacy's Weibull, generalized inverse, Beta-Weibull, Odd Weibull, and the truncated Weibull distributions are introduced. Finally, in Chapter 4 we study the fitting of the Weibull distributions to three datasets of losses from the actuarial field. The results show that the family of Weibull distributions plays an important role in describing such data.
Postgraduate Studies Programme
Αναλογιστική Επιστήμη και Διαχείριση ΚινδύνωνDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Στατιστικής και Ασφαλιστικής ΕπιστήμηςNumber of pages
154Language
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