MATHEMATICAL MODEL OF COLLECTIVE RISK INSURANCE COMPANY
( Pp. 160-161)

More about authors
Ramazanova Djamilya Islanbegovna starshiy prepodavatel
FGBOU VPO "The Dagestan State Technical University"
Abstract:
Short description: The work is devoted the use of mathematical models, which allows to determine the risk of bankruptcy of the insurance company. The purpose of work is the calculation of insurance payments and the risk of bankruptcy of the insurance company, on results of its activity during a certain time interval. Sources and methodology: methods have been used in numerical analysis, functional analysis, probability theory and mathematical statistics. Results: The estimates of the volume of insurance payments and the risk of bankruptcy of an insurance company based on the total amounts of insurance premiums and payments of the insurance company have been obtained. Conclusion: The used sources, methodology and the results obtained allow conclude that in the calculation of the probability of ruin of an insurance company based on the model of collective risk, it is enough to consider total amounts of losses of insurance premiums
How to Cite:
Ramazanova D.I., (2014), MATHEMATICAL MODEL OF COLLECTIVE RISK INSURANCE COMPANY. Business in Law, 4 => 160-161.
Reference list:
Korolev V. YU., Bening V. E., SHorgin S. YA. Matematicheskie osnovy teorii riska. M. Fizmatlit, 2007g.
Jensen, M. C., Meckling, W. H. 1976. Theory of the firm: Managerial behavior, agency costs, and ownership structure. Journal of Financial Economics, 3: 305-360.
Fel mer G., SHid A., Vvedenie v stokhasticheskie finansy. Diskretnoe vremya.- Izdatel stvo MTSNMO, 2008 g.
Glisip F.F., Kitrar L.A. Delovaya aktivnost na rynke strakhovykh uslug. - Voprosy statistiki. - 2009 g. - № 4.
Drobozina L.A. Finansy. - M: YUniti, 2007g.
Keywords:
a mathematical model of collective risk, insurance company, probability, bankruptcy, insurance premiums.


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