Προσαρμογή κατανομών πιθανότητας σε χαρτοφυλάκιο ζημιών αστικής ευθύνης αυτοκινήτων
Fitting probability distributions to losses in a car insurance portfolio
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Keywords
Διαχείριση κινδύνου ; Διαχείριση χαρτοφυλακίου ; Ασφάλιση αυτοκινήτου ; Κατανομές απώλειας ; Ζημία ; Μέσος υπολειπόμενος χρόνος ζωής ; Αστική ευθύνη ; Στατιστική ανάλυσηAbstract
In this thesis, we are concerned with the study of the motor vehicle liability losses in a portfolio of a Greek insurance company. We begin by separating the portfolio based on two criteria, the bodily injuries and the property damages. Afterwards, we briefly review a series of theoretical distributions and their basic properties. We apply these theoretical distributions to the empirical data by using the R statistics package. Furthermore, we present an alternative approach for finding the distribution that follows the amount of compensations, by using the concept of the Mean Residual Life, with the help of Wolfram Mathematica algebraic package. Our results provide important information that can be used by the company in order to manage and deal with the dangers that stem from the motor vehicle liability sector.
Postgraduate Studies Programme
Αναλογιστική Επιστήμη και Διοικητική ΚινδύνουDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Στατιστικής και Ασφαλιστικής ΕπιστήμηςNumber of pages
76Language
GreekCollections
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Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές
Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές