Τιμολόγηση ασφαλιστηρίων συμβολαίων πυρός με τη χρήση γενικευμένων γραμμικών μοντέλων
Fire insurance pricing using generalized linear models
Master Thesis
Author
Χατζηκωτούλας, Αθανάσιος - Εμμανουήλ
Date
2022Advisor
Χατζηκωνσταντινίδης, ΕυστάθιοςView/ Open
Keywords
Γενικευμένα γραμμικά μοντέλα ; Ασφάλειες πυρός ; ΤιμολόγησηAbstract
At this thesis a pricing of insurance contracts in the In the fire line of business and
more specifically of insurance contracts against the earthquake risk using generalized
linear models and the statistical package R.
Initially a theoretical analysis of the fire line of business, the insurance coverage of
catastrophic dangers as well as their management methods will be made.
Subsequently the basic mathematical theory of generalized linear models will be
presented and finally the earthquake risk premium will be calculated by using the
statistical package R based on raw data provided by a Greek insurance company.