| Title |
Sezoninis ir jungtinis trijų žalų diskretaus laiko rizikos modeliai / |
| Translation of Title |
Seasonal and multi-risk discrete time three-risk models. |
| Authors |
Stepelis, Lukas |
| Full Text |
|
| Pages |
38 |
| Abstract [eng] |
In this paper it is analysed seasonal and multi-risk discrete-time risk models with non identically distributed claims for finite and infinite time. Main risk theory definitions and properties are introduced as well as formulation of main theorems that use principal of recursion to calculate finite-time and ultimate ruin probabilities for those two models. These theoretical results are also illustrated with practical calculations comparing results of seasonal and multi-risk models by assuming that three-risk claims are distributed by Poisson distribution or a finite discrete probability distribution. This paper is also a continuation of the bachelor's thesis in which it was analysed only three-seasonal discrete time risk model. |
| Dissertation Institution |
Vilniaus universitetas. |
| Type |
Master thesis |
| Language |
Lithuanian |
| Publication date |
2020 |
