2012, № 8 (144)

Buresh A.I. MINIMISING RISK MODELING OPTIMAL INVESTMENT PORTFOLIO INSURANCE COMPANYDetermined that insurance plays an important social and economic role in society and the state, as it helps to reduce the effects of negative effects of random events, both on individuals and on legal entities through the creation of a monetary fund for damages to private parties upon the occurrence of a past various insurance claims. Proved that the basis of minimizing the risks when modeling optimal investment portfolio of the insurance company is to analyze the existing system to minimize the risks involved in placing the assets of insurance companies, and to make recommendations for a more optimal in terms of risk of temporarily free funds of policyholders. Revealed that the formation of an optimal portfolio can be based on the basis of the priorities of most of the insurance company, depending on its preferences — receive a fixed level of return on investment and minimize risk. Forming one of these approaches several investment portfolios that using economic and mathematical methods acquire properties of the optimal combination of risk and return that form a single portfolio.Key words: insurance, modeling, investment portfolio management, insurance company.

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References:

1. Glaser, R. Finance Academy under the Government of the Russian Federation. Financial analysis in the management of an insurance company. — Moscow, 2005. — 185 p.

2. Spletuhov, Yu.A. Analysis of the investment activities of insurers // Finance. — 2006. — №1. — Р. 43–47.

About this article

Author: Buresh A.I.

Year: 2012

Editor-in-chief

Sergey Aleksandrovich
MIROSHNIKOV

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