INSURANCE COMPANIES INSOLVENCY PROBABILITY MODELLING
نویسندگان
چکیده
منابع مشابه
analysis of ruin probability for insurance companies using markov chain
در این پایان نامه نشان داده ایم که چگونه می توان مدل ریسک بیمه ای اسپیرر اندرسون را به کمک زنجیره های مارکوف تعریف کرد. سپس به کمک روش های آنالیز ماتریسی احتمال برشکستگی ، میزان مازاد در هنگام برشکستگی و میزان کسری بودجه در زمان وقوع برشکستگی را محاسبه کرده ایم. هدف ما در این پایان نامه بسیار محاسباتی و کاربردی تر از روش های است که در گذشته برای محاسبه این احتمال ارائه شده است. در ابتدا ما نشا...
15 صفحه اولGenetic programming for the prediction of insolvency in non-life insurance companies
Prediction of non-life insurance companies insolvency has arised as an important problem in the 6eld of 6nancial research, due to the necessity of protecting the general public whilst minimizing the costs associated to this problem, such as the e7ects on state insurance guaranty funds or the responsibilities for management and auditors. Most methods applied in the past to predict business failu...
متن کاملBanking on Reciprocity: Deposit Insurance and Insolvency
There is an empirical connection between deposit insurance, risktaking, and insolvency. We argue that if banks maximize profit this amounts to a puzzle (even taking into account that deposit insurance decreases incentives for customers to monitor banks). However, we show that the empirical regularities can be well captured if bankers are motivated by reciprocity towards their customer base.
متن کاملTechnical Efficiency of Nigerian Insurance Companies: A Data Envelopment Analysis and Latent Growth Curve Modelling Approach
The main purpose of this paper is to investigate the performance of Nigerian insurance companies using Data Envelopment Analysis (DEA). Because of the unavailability of the required data, the study is limited to ten Nigerian insurance companies for the period of five years from 2008 to 2012. The input employed were commission expenses and management expenses, while premium and investment income...
متن کاملArtificial Neural Network Model for Predicting Insurance Insolvency
In addition to its primary role of providing financial protection for other industries the insurance industry also serves as a medium for fund mobilization. In spite of the harsh economic environment in Nigeria, the insurance industry has been crucial to the consummation of business plans and wealth creation. However, the continued downturn experienced by many countries, in the last decade, se...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Visnik Zaporiz'kogo nacional'nogo universitetu. Ekonomicni nauki
سال: 2020
ISSN: 2414-0287,2707-8426
DOI: 10.26661/2414-0287-2020-4-48-18