Στοχαστικά μοντέλα για την περιγραφή της κατανομής των εισοδημάτων και άλλων οικονομικών και αναλογιστικών δεδομένων
Stochastic models for the description of financial and actuarial data
The purpose of this study is to show which distributions are the best for describing financial and actuarial sizes such as wealth, income, financials and insurance losses. For this reason, we analyze some of the most important distribution, the Pareto, the Lognormal, the Gamma, Beta and Dagum. We analyze the characteristics of each one and we find the estimators with the method of maximum likelihood, method of moments and the method of percentiles. Also we mention any distribution fields of applications such as data on income, wealth, in business fundamentals and insurance losses. Finally we use data loss from an insurance company and applying any allocation to these data we find what makes the best fit and gives reliable results.