Daria Pirozhkova
Master's thesis
Statistical models for an MTPL portfolio
Statistical models for an MTPL portfolio
Abstract:
In this thesis, we consider several statistical techniques applicable to claim frequency models of an MTPL portfolio with a focus on overdispersion. The practical part of the work is focused on the application and comparison of the models on real data represented by an MTPL portfolio. The comparison is presented by the results of goodness-of-fit measures. Furthermore, the predictive power of selected …moreAbstract:
In this thesis, we consider several statistical techniques applicable to claim frequency models of an MTPL portfolio with a focus on overdispersion. The practical part of the work is focused on the application and comparison of the models on real data represented by an MTPL portfolio. The comparison is presented by the results of goodness-of-fit measures. Furthermore, the predictive power of selected …more
Language used: English
Date on which the thesis was submitted / produced: 26. 10. 2016
Identifier:
http://www.vse.cz/vskp/eid/70387
Thesis defence
- Date of defence: 8. 6. 2017
- Supervisor: Pavel Zimmermann
- Reader: Ivana Malá
Full text of thesis
Contents of on-line thesis archive
Published in Theses:- autentizovaným zaměstnancům ze stejné školy/fakulty
Other ways of accessing the text
Institution archiving the thesis and making it accessible: Vysoká škola ekonomická v Prazehttp://www.vse.cz/vskp/eid/70387
Vysoká škola ekonomická v Praze
Master programme / field:
Kvantitativní metody v ekonomice / Quantitative Economic Analysis