Education, Science, Technology, Innovation and Life
Open Access
Sign In

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

Download as PDF

DOI: 10.23977/ssmme.2018.62206

Author(s)

Juan Zhang

Corresponding Author

Juan Zhang

ABSTRACT

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.

KEYWORDS

Insurance company, ruin probability, stochastic simulation

All published work is licensed under a Creative Commons Attribution 4.0 International License.

Copyright © 2016 - 2031 Clausius Scientific Press Inc. All Rights Reserved.