- citations in SCIndeks: 0
- citations in CrossRef:0
- citations in Google Scholar:[
 ]
- visits in previous 30 days:2
- full-text downloads in 30 days:0
|
|
|
2016, vol. 19, iss. 74, pp. 23-33
|
|
Insurance risk modeling for the purpose of securitization
Modeliranje rizika osiguranja za potrebe sekjuritizacije
aUnion University, Faculty of Law and Business Studies 'dr Lazar Vrkatic', Novi Sad, Serbia
bUniversity of Business Academy in Novi Sad, Faculty of economics and engineering management, Serbia + Institute for Economics and Finance - IEF, Belgrade, Serbia
Abstract
For risk management in insurance the application of mathematics and statistics is essential as costs that are included in the price are estimates. Improvements in computer processor power have enabled the development of computerised models that enable improvements in the assessment of determinants of risk. Risk management models are intended to improve the effectiveness of risk management and thereby contribute to optimizing financial performance. Risk securitisation, as a form of insurance risk management, would not be possible without the use of computerized risk management models.
Sažetak
Za upravljanje rizikom u osiguranju neophodna je primena matematike i statistike s obzirom da su troškovi koji ulaze u prodajnu cenu nepoznati i predstavljaju procene. Unapređenja u procesorskoj snazi računara omogućila su razvoj računarski podržanih modela koji omogućavaju unapređenja u procenama determinanti rizika. Modeli za upravljanje rizikom imaju cilj da kvantifikovanjem izloženosti rizicima unaprede efikasnost upravljanja rizicima, a time i doprinesu optimizaciji finansijskih performansi. Sekjuritizacija rizika, kao jedan od oblika upravljanja rizicima osiguranja, ne bi bila moguća bez primene računarski podržanih modela upravljanja rizicima.
|
|
|
|
References
|
|
|
Hill, T. (2008) Catastrophic Mortality Bonds. in: SIFMA Insurance & RiskLinked Securities Conference, March 19
|
|
|
Marović, B., Tepavac, R., Njegomir, V. (2013) Osiguranje: ekonomski principi. Beograd: Službeni glasnik
|
|
|
Njegomir, V. (2006) Upravljanje rizikom primjenom kompozitnog modela. in: 7. međunarodni simpozij Informacijska i komunikacijska tehnologija i osiguranje, Plitvice, oktobar, Zbornik radova
|
|
|
Njegomir, V., Maksimović, R. (2012) The overviewof some basic issues in insurance market - the case of Serbian insurance risk transfer market. Transformations in Business & Economics, 11(2): 51-69
|
|
|
Njegomir, V. (2011) Obveznice za katastrofalne štete. Osiguranje, Zagreb, Vol. 51, Br. 7-8, Croatia osiguranje, str. 50-61
|
|
|
Njegomir, V. (2011) Osiguranje i reosiguranje: tradicionalni i alternativni pristupi. Zagreb: Tectus
|
|
5
|
Njegomir, V. (2011) Osiguranje. Novi Sad: Ortomedics book
|
|
3  
|
Njegomir, V., Maksimović, R. (2009) Risk transfer solutions for the insurance industry. Ekonomski anali, vol. 54, br. 180, str. 57-90
|
|
1 
|
Njegomir, V., Tepavac, R., Obradović, M. (2014) Agricultural insurance under the Solvency II Directive. Ekonomika poljoprivrede, vol. 61, br. 3, str. 587-602
|
|
1
|
Njegomir, V., Ćirić, J. (2012) Risk modeling in the insurance industry. Strategic Management, vol. 17, br. 1, str. 53-60
|
|
|
Risk Management Solutions (2008) RMS Launches New Portfolio Management Platform to Support Trading of Insurance Risk. Newark, NJ, June 19,
|
|
|
Risk Management Solutions (2009) RMS Miu Platorm. Newark, NJ,
|
|
|
|
|