Monte Carlo simulation modeling of insurance process
S. I. Spivak1, S. I. Lukashkin2
| Annotation | In the paper considering simulation method (Monte Carlo) of insurance process in extremal situation. The practice use of this method adduced using the real data. |
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| Keywords | Simulation, 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)
