發(fā)布時間：2018-08-25 16:47

【摘要】：保險,作為處理商品社會中風險的有效方法之一,已被世界普遍采納。風險分析問題已成為保險業(yè)最為關(guān)注的問題�，F(xiàn)代風險理論主要是借助隨機過程等數(shù)學(xué)工具發(fā)展起來的,它為保險公司的經(jīng)營管理提供了理論依據(jù)和實際操作指導(dǎo)。保險公司作為經(jīng)營風險的行業(yè),其本身的風險更是不容忽視。因此,對保險公司的破產(chǎn)概率的研究和仿真具有非常重要的理論和現(xiàn)實意義。 對保險公司而言,資產(chǎn)和負債是影響保險公司長期穩(wěn)定經(jīng)營的重要因素。本文從這一實際出發(fā),就隨機過程中的幾類風險模型,結(jié)合蒙特卡羅技術(shù),利用時下最流行的辦公軟件Excel,實現(xiàn)了對不同參數(shù)的保險產(chǎn)品在各時刻下破產(chǎn)概率的隨機模擬,旨在為保險公司更好的避免風險、穩(wěn)定的經(jīng)營提供理論和應(yīng)用上的參考。
[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.
【學(xué)位授予單位】：大連理工大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：TP391.13;F840.4

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本文編號：2203511