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Stochastic model of insurance company
Článek! Pro signaturu klikni na odkaz In Main entry-name Pražák, Pavel (author) Title statement Stochastic model of insurance company / Pavel Pražák Phys.des. 2 grafy, 1 tabulka Dostupné též v elektronické podobě In Hradecké ekonomické dny. Hradec Economic Days. - S. 387-393 (tištěný sborník), s. 842-848 (online zdroj) Subj. Headings pojišťovnictví bankrotní modely simulační modely metoda Monte Carlo Form, Genre články ze sborníku Annotation 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. Conspect 519.1/.8 - Kombinatorika. Teorie grafů. Matematická statistika. Operační výzkum. Matematické modelování Country Česko Language English URL http://fim2.uhk.cz/hed/data/proceedings_2016_1.pdf Database Articles References - Source document 
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