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Yarkova O.N. STUDY OF PROBABILITY OF NON-BANKRUPTCY OF AN INSURANCE COMPANY SUBJECT TO DIVERSIFICATION OF INVESTMENT AND REINSURANCE The article reveals relation between parameters of a risk process and solvency of an insurance company, under diversification of investment, according to which investment strategy was established; author shows dependency between retention volume and probability of non-bankruptcy under different conditions of investment, analysis of which allows to work out appropriate terms of reinsurance.
About this article
Author: Yarkova O.N.
Year: 2009
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Editor-in-chief |
Sergey Aleksandrovich
MIROSHNIKOV |
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