Darbas paremtas realiais draudimo kompanijos duomenimis - išmokomis ir tarplaikiais tarp jų. Remiantis klasikiniu Sparre E.Andersen modeliu, mums pavyko atkurti draudimo kompanijos pelno dinamikos modelį. Pasinaudodami gauta formule generavome galimas situacijas su skirtingais parametrais ir ištyrėme jų įtaką. Gauti rezultatai patvirtino rizikos premijos ir pradinio kapitalo svarbą. / This work is about restoring insurance company‘s profit model. We had data consisting of claims and date of claims appearing. We managed to found appropriate density function. Density function was used to simulate dynamics of insurance company‘s profit with different parameters. The outcome was that ruin depends mostly on premiums rate and initial capital .
| Identifer | oai:union.ndltd.org:LABT_ETD/oai:elaba.lt:LT-eLABa-0001:E.02~2007~D_20090908_194004-95572 |
| Date | 08 September 2009 |
| Creators | Kaselis, Povilas |
| Contributors | Šiaulys, Jonas, Vilnius University |
| Publisher | Lithuanian Academic Libraries Network (LABT), Vilnius University |
| Source Sets | Lithuanian ETD submission system |
| Language | Lithuanian |
| Detected Language | Unknown |
| Type | Master thesis |
| Format | application/pdf |
| Source | http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2007~D_20090908_194004-95572 |
| Rights | Unrestricted |
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