ACTUARY METHODS FOR ANALYSIS OF INFORMATION RISKS
- Authors: Nikishov V.N.1, Levchenko V.O.1
-
Affiliations:
- Samara National Research University
- Issue: Vol 11, No 2 (2020)
- Pages: 132-142
- Section: MATHEMATICAL AND INSTRUMENTAL METHODS OF ECONOMICS
- URL: https://journals.ssau.ru/eco/article/view/7858
- DOI: https://doi.org/10.18287/2542-0461-2020-11-2-132-142
- ID: 7858
Cite item
Full Text
Abstract
The article discusses actuarial methods of information risk analysis. The concept of information risk is given, and strategies and methods of risk management are described. The fund estimates for losses in the individual risk model, in the collective risk model and in the Shuette – Nesbitt model are considered. Methods for assessing the required size of the fund and insurance premium are considered. The estimates obtained can be used both by the risk holder to form the fund necessary to cover losses (risk financing method), and by insurance organizations to calculate the insurance premium.
About the authors
Victor N. Nikishov
Samara National Research University
Author for correspondence.
Email: tsh-sea05@yandex.ru
ORCID iD: 0000-0003-3629-4015
Сandidate of Physical and Mathematical Sciences, associate professor of the Department of Mathematics and Business Informatics
Russian FederationVadim O. Levchenko
Samara National Research University
Email: vadlev83@yandex.ru
ORCID iD: 0000-0002-8648-3300
senior lecturer of the Department of Mathematics and Business Informatics
Russian FederationReferences
- The program «Digital Economy of the Russian Federation». Approved by the order of the Government of the Russian Federation dated July 28, 2017 № 1632-р. Available at: https://base.garant.ru/71734878/. (In Russ.)
- Kiseleva I.A., Iskadzhyan S.O. Information risks: assessment and analysis methods. ITportal, 2017, no. 2 (14). Available at: http://itportal.ru/science/economy/informatsionnye-riski-metody-otsenk. (In Russ.)
- Chernova G.V., Kudryavtsev A.A. Risk management: textbook. Moscow: TK «Velbi»; Prospekt, 2007, 160 p. (In Russ.)
- Kudryavtsev A.A. Integrated risk management: textbook of St. Petersburg State University. Moscow:
- ZAO «Izd-vo “Ekonomika”», 2010, p. (In Russ.)
- Kramer Harald. Mathematical methods of statistics. Moscow: Mir, 1975, 648 p. (In Russ.)
- Falin G.I. Mathematical risk analysis in insurance. Moscow: Rossiyskiy yuridicheskiy izdatel'skiy dom, 1994, 130 р. (In Russ.)
- Newton L. Bowers, Jr., Hans U. Gerber, Donald A. Jones, Cecil J. Nesbitt, James C. Hickman. Actuarial Mathematics. Translation from English edited by Malinovsky V.K. Moscow: Yanus-K, 2001, 644 p. (In Russ.)
- Kaas Rob, Goovaerts Marc, Dhaene Jan, Denuit Miche. Modern Actuarial Risk Theory. Translation from English. Moscow: Yanus-K, 2007, 376 p. (In Russ.)
- Mack Thomas. Mathematics of risk insurance. Translation from German. Moscow: ZAO «Olimp-Biznes», 2005. (In Russ.)
- Korolev V.Yu., Bening V.E., Shorgin S.Ya. Mathematical Foundations of Risk Theory. Moscow: Fizmatlit, 2007, 544 p. (In Russ.)
- Granaturov V. M. Economic risk: Essence, Methods of Measuring, Ways of Reduction. Moscow: Delo i Servis, 1999, 111 p. (In Russ.)