Publication detail

Probability modelling methods and collective risk simulation

Authors: Pacáková Viera

Year: 2009

Type of publication: ostatní - článek ve sborníku

Publisher name: Univerzita Pardubice

Place: Pardubice

Page from-to: nestránkováno

Titles:

Language	Name	Abstract	Keywords
cze	Metody modelování pravděpodobnosti a simulace kolektivního rizika
eng	Probability modelling methods and collective risk simulation	The lecture focuses on providing brief theoretical definitions of the basic terms and methods of modelling and simulations of insurance risks in non-life insurance by means of mathematical and statistical methods and operational research, and on practical examples of applications of these methods using statistical software. While the risk assessment of insurance company in connection with its solvency is a rather complex and comprehensible problem, its solution starts with statistical modelling of number and amount of individual claims. Successful solution of these fundamental problems enables solving of curtail problems of insurance such as modelling and simulation of collective risk, premium calculation, ruin?s probability estimation etc.	Probability modelling methods;collective risk simulation

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