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Research on Estimation and Stochastic Simulation of Ruin Probability of Insurance Company

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DOI: 10.23977/ssmme.2018.62206


Juan Zhang

Corresponding Author

Juan Zhang


The problem of risk analysis has become the most concerned problem in the insurance industry, and it is a problem in the actual operation of insurance company. The probability of bankruptcy is usually based on a mathematical tool, and the probability is predicted for a variety of actual situations. By comparing the generalized models with the classical models, it is found that the generalization model can reduce risks and stabilize faster, which is also the result we want to see in actual operation.


Insurance company, ruin probability, stochastic simulation

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