保险公司破产概率在Excel环境下的随机模拟
发布时间：2018-08-25 16:47
【摘要】：保险,作为处理商品社会中风险的有效方法之一,已被世界普遍采纳。风险分析问题已成为保险业最为关注的问题。现代风险理论主要是借助随机过程等数学工具发展起来的,它为保险公司的经营管理提供了理论依据和实际操作指导。保险公司作为经营风险的行业,其本身的风险更是不容忽视。因此,对保险公司的破产概率的研究和仿真具有非常重要的理论和现实意义。 对保险公司而言,资产和负债是影响保险公司长期稳定经营的重要因素。本文从这一实际出发,就随机过程中的几类风险模型,结合蒙特卡罗技术,利用时下最流行的办公软件Excel,实现了对不同参数的保险产品在各时刻下破产概率的随机模拟,旨在为保险公司更好的避免风险、稳定的经营提供理论和应用上的参考。
[Abstract]:Insurance, as one of the effective methods to deal with the risks in commodity society, has been widely adopted in the world. Risk analysis has become the most concerned issue in the insurance industry. Modern risk theory is mainly developed by means of random process and other mathematical tools. It provides theoretical basis and practical operation guidance for the management of insurance companies. Insurance company as a business risk industry, its own risk is not to be ignored. Therefore, the research and simulation of bankruptcy probability of insurance company has very important theoretical and practical significance. For insurance companies, assets and liabilities are important factors that affect the long-term and stable operation of insurance companies. Based on this fact, based on several kinds of risk models in random process and Monte Carlo technology, this paper uses the most popular office software Excel, to simulate the ruin probability of insurance products with different parameters at every moment. The purpose of this paper is to provide theoretical and practical reference for insurance companies to avoid risks and operate stably.
【学位授予单位】：大连理工大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：TP391.13;F840.4
本文编号：2203511
[Abstract]:Insurance, as one of the effective methods to deal with the risks in commodity society, has been widely adopted in the world. Risk analysis has become the most concerned issue in the insurance industry. Modern risk theory is mainly developed by means of random process and other mathematical tools. It provides theoretical basis and practical operation guidance for the management of insurance companies. Insurance company as a business risk industry, its own risk is not to be ignored. Therefore, the research and simulation of bankruptcy probability of insurance company has very important theoretical and practical significance. For insurance companies, assets and liabilities are important factors that affect the long-term and stable operation of insurance companies. Based on this fact, based on several kinds of risk models in random process and Monte Carlo technology, this paper uses the most popular office software Excel, to simulate the ruin probability of insurance products with different parameters at every moment. The purpose of this paper is to provide theoretical and practical reference for insurance companies to avoid risks and operate stably.
【学位授予单位】：大连理工大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：TP391.13;F840.4
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