Bankroto tikimybė ir Gerber-Shiu funkcija diskretaus laiko rizikos modeliui su skirtingai pasiskirsčiusiomis žalomis

Bankroto tikimybė ir Gerber-Shiu funkcija diskretaus laiko rizikos modeliui su skirtingai pasiskirsčiusiomis žalomis

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Disertaciniame darbe nagrinėjamas diskretaus laiko rizikos modelis su skirtingai pasiskirsčiusiomis žalomis. Šis modelis aprašo draudimo įmonės turtą įtakojančius veiksnius: pradinį kapitalą, gaunamas įmokas, išmokamas žalas. Išvedamos rekursinės formulės, kurių pagalba galima tiksliai ir greitai ra...

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Bibliographic Details
Main Author:	Bieliauskienė, Eugenija
Other Authors:	Paulauskas, Vygantas
Format:	Doctoral Thesis
Language:	Lithuanian
Published:	Lithuanian Academic Libraries Network (LABT) 2012
Subjects:	Mathematics Bankroto tikimybė Gerber-Shiu funkcija Diskretaus laiko rizikos modelis Skirtingai pasiskirsčiusios žalos Ruin probability Gerber-Shiu function Discrete time risk model Inhomogeneous claims
Online Access:	http://vddb.laba.lt/fedora/get/LT-eLABa-0001:E.02~2012~D_20120629_152603-71070/DS.005.0.01.ETD

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