Μέθοδοι αποθεματοποίησης στις γενικές ασφάλειες και φερεγγυότητα II

Φωτεινάκης, Παναγιώτης

Reserving methods in general insurance and Solvency II

Master Thesis

Author

Φωτεινάκης, Παναγιώτης

Date

2013-06

Abstract

In this thesis we attempt to answer the question of how to ensure the solvency of an insurance company. The purpose of this paper is twofold : to model the reserve risk of a part of non-life portfolio and to evaluate the necessary capital to cover it (SCR) under Solvency II project. In order to do so, we apply various methodologies using real insurance data and we compare their results.

Postgraduate Studies Programme

Αναλογιστική Επιστήμη και Διοικητική Κινδύνου

Department

Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Στατιστικής και Ασφαλιστικής Επιστήμης

Number of pages

105

Language

Greek

URI

https://dione.lib.unipi.gr/xmlui/handle/unipi/8487

Collections

Τμήμα Στατιστικής και Ασφαλιστικής Επιστήμης

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