INSURANCE COMPANY PORTFOLIO OPTIMIZATION BASED ON REINSURANCE OPERATIONS USAGE

被引：0
|
作者：
Boyko, A. O. [1 ]
机构：
[1] Ukranian Banking Acad, Natl Bank Ukraine, UA-40030 Sumi, Ukraine
来源：
ACTUAL PROBLEMS OF ECONOMICS | 2011年 / 115期
关键词：
reinsurance; diversification; insurance company; insurance portfolio; insurance portfolio optimization;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
The article considers the mechanism of increasing the level of the insurer's financial stability by means of portfolio optimization. As a tool for the insurance company portfolio's structure optimization the author proposes to use the reinsurance operations. In the result of the research the economic & mathematic model of the insurance portfolio system-forming components diversification is developed.
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页码：160 / 169
页数：10
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