Title:

Proces ryzyka i prawdopodobieństwo ruiny dla ubezpieczeń wieloopcyjnych

Group publication title:

Prace Naukowe Akademii Ekonomicznej im. Oskara Langego we Wrocławiu

Title in english:

Risk process and ruin probability in multi-state insurance

Creator:

Homa, Magdalena

Description:

Prace Naukowe Akademii Ekonomicznej we Wrocławiu; 2006; nr 1133, s. 119-129

Abstrakt:

In the literature there are described the methods of analyzing and pricing in traditional life insurance. But in practice the traditional life insurance respects only the basic insurance products, which in reality are more complicated. This reason determined that in my article I consider a multi-state insurance policies, which are more attractive and better adopted to needs of clients. All activity of the insurer are connected with the risk. Risk in multi-state insurance can be investigate in two aspects: protection and financial risk (connected with calculation of premium, calculation of mathematical reserves or analysis of risk process). The essence of my work is the discussion on the form of risk process and probability of ruin in multi state insurance. I presented the form of the risk process and methods of estimation of ruin probability. Knowledge of risk process permits to describe and estimate the “riskness” of the insurance portfolio. Ruin probability determines essential measure of financial activity of the insurer.

Publisher:

Wydawnictwo Akademii Ekonomicznej im. Oskara Langego we Wrocławiu

Place of publication:

Wrocław

Date:

2006

Resource Type:

artykuł

Language:

pol

Relation:

Prace Naukowe Akademii Ekonomicznej im. Oskara Langego we Wrocławiu; 2006; nr 1133 ; Inwestycje finansowe i ubezpieczenia - tendencje światowe a polski rynek

Rights:

Wszystkie prawa zastrzeżone (Copyright)

Access Rights:

Dla wszystkich w zakresie dozwolonego użytku

Location:

Uniwersytet Ekonomiczny we Wrocławiu

Coverage:

Projekt dofinansowany ze środków budżetu państwa, przyznanych przez Ministra Nauki w ramach Programu Społeczna odpowiedzialność nauki II.