Моделирование процесса риска в операциях страхования и перестрахования [Articol]

Abstract

An actuarial risk model is a mathematical description of the behavior of a collection of risks generated by an insurance portfolio. It is not intended to replace sound actuarial judgment. In fact, a well formulated model is consistent with and adds to intuition, but cannot and should not replace experience and insight. Even though we cannot hope to identify all influential factors relevant to future claims, we can try to specify the most important.