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Renner A.G., Yarkova O.N. ANALYSIS OF PAYING CAPACITY OF INSURANCE COMPAN WITH TAKING INTO ACCOUNT INVESTMENTS INTO RISK ASSETS The dependences of possibility of insurance company nonbankruptcy from the opening capital in paussonov’s model of collective risk taking into account investments into risk and nonrisk assets are constructed in this article. The character of risk process parameters influence on the opening capital of a company at fix level of nonbankruptcy is revealed here. The criterion for choice of strategy of investments into risk and nonrisk assets is constructed in this work.
About this article
Authors: Renner A.G., Yarkova O.N.
Year: 2009
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Editor-in-chief |
Sergey Aleksandrovich
MIROSHNIKOV |
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