Μελέτη των μέτρων κινδύνων με εφαρμογές στον υπολογισμό των ασφαλίστρων
Study of risk measures with applications on premiums calculation
SubjectΑσφαλιστικά μαθηματικά ; Ασφαλιστήρια -- Συμβόλαια ; Κίνδυνος (Ασφάλεια) -- Μαθηματικά μοντέλα
In the present thesis, it will be presented a different method of pricing policies. This method is based on the particular characteristics of the distribution function of the risk we want to insure. Using this method, we no longer need to choose an utility function. As a result, pricing does not depend on the actuary’s subjectivity. In order to apply this method, we only need to know the arithmetical values of statistical measurements. Such measurements can be found using empirical data and therefore, the distribution function is not needed. Since there are times in which is difficult to find the distribution function of the risk, methods of approximation are suggested. Using arithmetical examples, it has been proved, that these methods of approximation are satisfactory. One of these approximations is the approximation of Normal Power distribution.