Finansiškai stabilios bonus-malus sistemos sudarymas

• Main Author: Antanaitis, Tomas
• Other Authors: Misevičius, Gintautas
• Format: Dissertation
• Language: Lithuanian
• Published: Lithuanian Academic Libraries Network (LABT) 2010
• Subjects: Bonus-malus sistema; Neigiamas binominis pasiskirstymas; Sudėtinis Puasono pasiskirstymas; Maksimalaus tikėtinumo funkcija; Bajeso teorema; Stacionarus pasiskirstymas
• Online Access: http://vddb.laba.lt/fedora/get/LT-eLABa-0001:E.02~2009~D_20101125_190755-45816/DS.005.0.01.ETD

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.