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Risk process simulation of insurance company PL PYTHON

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Risk process simulation of insurance company

Matching a correct model to given 50 trajectories of the classical risk process by finding seed money, income from selling policies, distribution of the amount of paid compensations and the estimation of parameters. Based on this information, the simulation of trajectories of process and calculating ruin probability in finite and infinite time are developed.

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Risk process simulation of insurance company PL PYTHON

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