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Dynamiczna analiza finansowa w zakladzie ubezpieczen - koncepcja, przebieg i zastosowanie

Author

Listed:
  • Joanna Wartini

    (Wyzsza Szkola Informatyki i Zarzadzania w Rzeszowie)

Abstract

Dynamiczna analiza finansowa stala sie narzedziem niezastapionym i wszechstronnie wykorzystywanym w zakladach ubezpieczen. Proces dynamicznej analizy finansowej nie jest przypadkowy, obejmuje generator scenariusza stochastycznego, wejscia i wyjscia. Integruje roznorodne modele i techniki z obszaru finansow i matematyki aktuarialnej w jeden zlozony „wielowariantowy” model symulacji dynamicznej. To nowoczesne podejscie do zarzadzania ryzykiem i podejmowania decyzji pozwala na zintegrowana i holistyczna analize ilosciowa wszystkich istotnych czynnikow ryzyka dotykajacych ubezpieczyciela, pomagajac kierownictwu w doskonaleniu strategii firmy.

Suggested Citation

  • Joanna Wartini, 2010. "Dynamiczna analiza finansowa w zakladzie ubezpieczen - koncepcja, przebieg i zastosowanie," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 6(4), pages 76-91, December.
  • Handle: RePEc:rze:efinan:v:6:y:2010:i:4:p:76-91
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    More about this item

    Keywords

    metody symulacji statystycznych; techniki optymalizacyjne; zaklady ubezpieczen;

    JEL classification:

    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies

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