Darbe konstruojame bonus-malus sistemas, kurios yra finansiškai stabilios bėgant metams. Pasinaudodami sudėtiniu Puasono skirstiniu randame begalinės bonus-malus sistemos koeficientus. Išsprendę kvadratinio minimizavimo uždavinį randame baigtinės bonus-malus sistemos koeficientus. / Mixed Poisson fit is applied to a motor third party liability insurance portfolio in order to construct a bonus–malus system with finite number of classes. The premiums for a bonus-malus system which stays in financial equilibrium over the years are calculated. This is done by minimizing a quadratic function of the difference between the premiums for an optimal BMS with an infinite number of classes and the premiums for a BMS with finite number of classes, weighted by the stationary probability of being in a certain class, and by imposing various constraints on the system.
| Identifer | oai:union.ndltd.org:LABT_ETD/oai:elaba.lt:LT-eLABa-0001:E.02~2009~D_20101125_190755-45816 |
| Date | 25 November 2010 |
| Creators | Antanaitis, Tomas |
| Contributors | Misevičius, Gintautas, Vilnius University |
| Publisher | Lithuanian Academic Libraries Network (LABT), Vilnius University |
| Source Sets | Lithuanian ETD submission system |
| Language | Lithuanian |
| Detected Language | English |
| Type | Master thesis |
| Format | application/pdf |
| Source | http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2009~D_20101125_190755-45816 |
| Rights | Unrestricted |
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