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Monte Carlo simulation modeling of insurance process

S. I. Spivak1, S. I. Lukashkin2

AnnotationIn the paper considering simulation method (Monte Carlo) of insurance process in extremal situation. The practice use of this method adduced using the real data.
KeywordsSimulation, actuary mathematics, ruin probability.

1Professor, Head of the Chair of Mathematical Modelling, Bashkir State University, Ufa; S.Spivak@bashnet.ru

2Post graduate student of the Chair of Mathematical Modelling, Bashkir State University, Ufa; sergeylu@mail.ru

Citation: S. I. Spivak,S. I. Lukashkin, "[Monte Carlo simulation modeling of insurance process]", Zhurnal Srednevolzhskogo matematicheskogo obshchestva,11:2 (2009) 137–144 (In Russian)