Rezolvare aplicatii propuse calculul riscului

1 Asiguratorul A Asiguratorul B
Numarul Valoarea
Anii Numarul
dosarelor Valoarea anuala a pierderilor anuala a
dosarelor de
de dauna din incendii pierderilor
dauna depuse
depuse din incendii
1 85.00 9,520,000.00 13.00 1,274,000.00
2 112.00 12,544,000.00 45.00 4,500,000.00
3 119.00 13,382,000.00 25.00 2,750,000.00
4 75.00 7,400,000.00 14.00 1,351,000.00
5 95.00 10,200,000.00 32.00 3,520,000.00

Scala pierderilor 5,982,000.00 3,226,000.00

Deviatia standard a
pierderilor 2,402,323.71 1,393,374.68

Deviatia standard a
numarului de
dosare depuse 18.31 13.33
Media piederilor 10,609,200.00 2,679,000.00

Coeficientul de
variatie a
pierderilor 0.23 0.52

2 Data Pret de inchPret de inchidere FTSE100

7/30/2021 1563 7087.55
8/2/2021 1561 7037.47 -0.001279591 -0.007065911
8/3/2021 1560.5 7125.16 -0.000320307 0.012460444
8/4/2021 1565.5 7123.27 0.0032041012 -0.000265257
8/5/2021 1548.5 7164.91 -0.01085915 0.00584563
8/6/2021 1512 7100.88 -0.023571198 -0.008936609
8/9/2021 1482.5 7151.02 -0.019510582 0.007061097
8/10/2021 1467.5 7030.66 -0.010118044 -0.016831165
8/11/2021 1484 7121.88 0.0112436116 0.0129746
8/12/2021 1482 7125.42 -0.001347709 0.00049706
8/13/2021 1510.5 7124.72 0.0192307692 -9.82398E-05
8/16/2021 1506 7091.19 -0.002979146 -0.00470615
 8/17/2021 1509.5 7012.02 0.0023240372 -0.011164558
8/18/2021 1491 7008.09 -0.012255714 -0.000560466
8/19/2021 1515.5 6844.39 0.0164319249 -0.023358718
8/20/2021 1517.5 6881.13 0.0013196965 0.0053679
8/23/2021 1521 6998.28 0.002306425 0.01702482
8/24/2021 1526 6968.30 0.003287311 -0.00428391
8/25/2021 1523.5 7027.58 -0.00163827 0.008507096
8/26/2021 1468.5 7025.43 -0.036101083 -0.000305937
8/27/2021 1474 6996.08 0.0037453184 -0.00417768
8/31/2021 1448 7016.63 -0.017639077 0.002937359
9/1/2021 1446 7078.42 -0.001381215 0.008806222
9/2/2021 1434 7032.30 -0.008298755 -0.006515578
9/3/2021 1459 7081.72 0.0174337517 0.007027573
9/6/2021 1468.5 7105.72 0.0065113091 0.003389007
9/7/2021 1440 7123.86 -0.019407559 0.002552873
9/8/2021 1435 7120.43 -0.003472222 -0.000481481
9/9/2021 1389.5 7122.95 -0.031707317 0.000353911
9/10/2021 1372 7132.30 -0.012594458 0.001312658
9/13/2021 1370.5 7161.04 -0.001093294 0.004029556
9/14/2021 1366 7220.14 -0.003283473 0.008252991
9/15/2021 1344.5 7193.23 -0.015739385 -0.003727075
9/16/2021 1326 7218.71 -0.013759762 0.00354222
9/17/2021 1318.5 7153.98 -0.005656109 -0.008966976
9/20/2021 1345.5 7181.11 0.0204778157 0.003792295
9/21/2021 1333.5 7169.32 -0.008918618 -0.001641807
9/22/2021 1346 7058.86 0.0093738283 -0.015407319
9/23/2021 1302 7087.90 -0.03268945 0.004113979
9/24/2021 1299 7109.02 -0.002304147 0.002979726
9/27/2021 1278 7125.78 -0.016166282 0.002357568
9/28/2021 1253.5 7150.12 -0.019170579 0.003415766
9/29/2021 1233 7124.98 -0.016354208 -0.003516025
9/30/2021 1258 7148.01 0.0202757502 0.00323229
10/1/2021 1228 7119.70 -0.023847377 -0.003960543
10/4/2021 1240.5 7149.84 0.0101791531 0.004233324
10/5/2021 1240.5 7163.90 0 0.001966478
10/6/2021 1257 7138.35 0.0133010883 -0.003566493
10/7/2021 1275 7187.18 0.0143198091 0.006840516
10/8/2021 1279.5 7149.37 0.0035294118 -0.005260756
10/11/2021 1270 7095.53 -0.007424775 -0.007530733
10/12/2021 1294 7024.21 0.0188976378 -0.010051399
10/13/2021 1319 7029.20 0.0193199382 0.0007104
10/14/2021 1349 7068.43 0.0227445034 0.005581005
10/15/2021 1330 7034.06 -0.014084507 -0.004862466
10/18/2021 1343.5 7016.49 0.0101503759 -0.002497846
10/19/2021 1371.5 7027.48 0.0208410867 0.00156631
10/20/2021 1391 6963.64 0.0142180095 -0.009084337
10/21/2021 1377 6903.91 -0.010064702 -0.008577411
10/22/2021 1417.5 6980.98 0.0294117647 0.011163239
deviatia standard 0.0151444843 0.007513571
covarianta 0.000006488
beta 0.000013077
 Asiguratorul C
Numarul Valoarea
dosarelor anuala a
a. Scala pierderilor din incendii
de dauna pierderilor
depuse din incendii
46.00 4,200,000.00 b. Deviatia standard a pierderlor pe an
48.00 5,100,000.00 c. Deviatia standard a numarului de dosare de
45.00 4,900,000.00 d. Coeficientul de variatie al pierderilor pe an
47.00 5,800,000.00
49.00 6,500,000.00

2,300,000.00

880,340.84

1.58
5,000,000.00

0.18 Cea mai riscanta activitate este derulata de asiguratorul B care are cel mai ma
a pierderlor pe an
a numarului de dosare de dauna depuse
riatie al pierderilor pe an

rul B care are cel mai mare coeficient de variatie