| Title | Draudimo įmonės pelno proceso dinamika / |
|---|---|
| Translation of Title | Dynamics of the insurance company’s surplus process. |
| Authors | Kaselis, Povilas |
| Full Text |
|
| Pages | 31 |
| Abstract [eng] | 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 . |
| Type | Master thesis |
| Language | Lithuanian |
| Publication date | 2009 |