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In this thesis, based on the article by A.Grigutis and J.Šiaulys “Recurrent Sequences Play for Survival Probability of Discrete Time Risk Model”, we will examine a homogeneous discrete time risk model with premium rate equal to two. This model is based on the assumption that an entity with a certain initial asset receives bonuses and suffers losses for a certain period of time. The main idea of this model is to calculate survival probability of certain insurance company. In other words, calculate the probability that the insurance company will not go bankrupt. Based on the auxiliary definitions, we present some possible improvements to the survival probability theorems. In the practical application part we will calculate the survival probabilities for the described theorems by using the Python programming language. The examples given are calculated using a Poisson and geometric distribution when the net profit condition is met. |
