Econometric Modelling of Insurance Cover of Retail Shops Cash Balances

Student: Emzesheva Anna

Educational Programme: Economics and Statistics (Bachelor)

Final Grade: 9

Year of Graduation: 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.

Full text (added May 10, 2017)

Student Theses at HSE must be completed in accordance with the University Rules and regulations specified by each educational programme.

Summaries of all theses must be published and made freely available on the HSE website.

The full text of a thesis can be published in open access on the HSE website only if the authoring student (copyright holder) agrees, or, if the thesis was written by a team of students, if all the co-authors (copyright holders) agree. After a thesis is published on the HSE website, it obtains the status of an online publication.

Student theses are objects of copyright and their use is subject to limitations in accordance with the Russian Federation’s law on intellectual property.

In the event that a thesis is quoted or otherwise used, reference to the author’s name and the source of quotation is required.

Search all student theses