Stochastic model of insurance company

Pražák, Pavel

Stochastic model of insurance company / Pavel Pražák. -- 2 grafy, 1 tabulka. -- Abstrakt: The paper deals with Monte Carlo simulation model of an insurance company. Some forms of non-life insurance can be considered as short term contracts. Policies of this type of insurance usually last for a fixed period of time that can be relatively short. In this paper we mainly study the aspect of bankruptcy of an insurance company for short term contracts. Under the bankruptcy of the company we consider a situation when the total capital of the company decreases under to zero value. Further we study properties of distribution of economic results of the insurance company and provide adequate statistical tests. -- Dostupné též v elektronické podobě.
In: Hradecké ekonomické dny. -- Hradec Economic Days. -- 411 s.. -- Hradec Králové: University of Hradec Králové, 2016. -- ISSN 2464-6059. -- 978-80-7435-634-6. -- S. 387-393 (tištěný sborník), s. 842-848 (online zdroj).

pojišťovnictví * simulační modely * metoda Monte Carlo * bankrotní modely * články ze sborníku