| Abstract [eng] |
This master’s thesis defines a discrete time risk model, generated by random variables X and θ. The main definitions of the model and the necessary condition for the survival probability to be nonzero are presented. Additional functions are defined and inequalities are derived, and from them a certain system of inequalities is formulated. A hypothesis is proposed that the solutions of this system are real-valued and that they can be used to calculate estimates of the ultimate survival probability. Then the hypothesis is verified by practical examples using Wolfram Mathematica software. |
