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The analysis of interrelation between the insurer's reliability, the volume of its portfolio and the taruff rate
- Authors: Rostova E.P.1
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Affiliations:
- Samara State Aerospace University
- Issue: Vol 10, No 4 (2011)
- Pages: 121-127
- Section: ISSUE WITHOUT SECTION
- URL: https://journals.ssau.ru/vestnik/article/view/2725
- DOI: https://doi.org/10.18287/2541-7533-2011-0-4(28)-121-127
- ID: 2725
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Abstract
The paper presented the analysis of interrelation between the volume of a homogeneous insurance portfolio, the probability of the insurer's ruin and the size of the tariff rate for the rendered insurance services. The character of insurance of the number of contacts in a portfolio and the relative risk premium on the insurance company's reliability is shown. The formula relating the volume of the portfolio, the probability of ruin and the relative risk premium is also given, which makes is possible to define one of the listed parameters, the other ones being known.
About the authors
E. P. Rostova
Samara State Aerospace University
Author for correspondence.
Email: el_rostova@mail.ru
Candidate of Economics (PhD), Associate Professor Russian Federation
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