Stochastic Model of Insurance Company
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62690094%3A18450%2F16%3A50004915" target="_blank" >RIV/62690094:18450/16:50004915 - isvavai.cz</a>
Result on the web
<a href="http://fim2.uhk.cz/hed/images/KOMPLET_16.pdf" target="_blank" >http://fim2.uhk.cz/hed/images/KOMPLET_16.pdf</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Stochastic Model of Insurance Company
Original language description
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.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Hradec economic days 2016
ISBN
978-80-7435-636-0
ISSN
2464-6059
e-ISSN
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Number of pages
6
Pages from-to
842-848
Publisher name
Gaudeamus
Place of publication
Hradec Králové
Event location
Hradec Kralove
Event date
Feb 2, 2016
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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