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Student
Title
Supervisor
Faculty
Educational Programme
Final Grade
Year of Graduation
Anna Emzesheva
Econometric Modelling of Insurance Cover of Retail Shops Cash Balances
Economics and Statistics
(Bachelor’s programme)
9
2017
Notwithstanding the fact that the insurance in different spheres of life-sustaining activity is widely described and analyzed by actuaries this is the first research devoted to the statistical modeling and forecasting of the cash balance and inventory in the stores of one of the largest retailer functioning in Russia in order to define the optimum amount of coverage. Despite vast literature, this problem has never been studied from this point of view before. Autoregressive integrated moving average model (ARIMA), one of the most spread through the actuaries tool of prediction, was applied for the inventory time series. The cash balance coverage was forecasted with such modifications of ARIMA as Interrupted ARIMA and ARFIMA.

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