In the present paper, the scientific approach of the research starts from the theoretical framework of the simulation concept and then continues in the setting of the practical reality, thus providing simulation models for a broad range of inherent risks specific to any organization and...

The focus of the author is the Value at Risk model which is currently often adopted as the risk analysis model, particularly in banking and insurance. Following the model principle characteristics, the Value at Risk is economically interpreted. Attention is paid to the distinct features of three...

To investigate the microphysics mechanism and the factors that influence arc development along a polluted surface, the arc was considered as a plasma fluid. Based on the image method and the collision ionization theory, the electric field of the arc needed to maintain movement with different...

Magistro darbe nagrinėjamas šiuo metu vienas moderniausių rizikos matų – rizikos vertė (angl.Value-at-risk) Analizuojami trys pagrindiniai VaR rodiklio skaičiavimo metodai: variacijos/kovariacijos, istorinio modeliavimo ir Monte Karlo simuliacijos keliamų prielaidų, sudėtingumo ir...