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Pregled bibliografske jedinice broj: 328817

Some Risk Models in Insurance Strategic Management


Crnjac, Dominika; Šimović, Vladimir
Some Risk Models in Insurance Strategic Management // Strategijski menadžment, 2-137 (2007), 1/2; 24-29 (međunarodna recenzija, članak, znanstveni)


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Naslov
Some Risk Models in Insurance Strategic Management

Autori
Crnjac, Dominika ; Šimović, Vladimir

Izvornik
Strategijski menadžment (0354-8414) 2-137 (2007), 1/2; 24-29

Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni

Ključne riječi
distribution ; probability ; loss ; risk ; models ; moments ; expectation ; variance

Sažetak
In this paper an interesting property of a complex Poisson distribution will be proved, and in fact, the sum of independent complex Poisson random variables is a complex Poisson random variable. Special attention will be placed on models of collective risk, as a significant part of some risk models in insurance strategic management. It will be shown that the expected amount of collective loss is equal to the product of the expected number of compensation requirements and the expected amount of individual damage. Quota share reinsurance and excess of loss reinsurance will be analysed, also. This paper throughout analysis of specific parts of risk models in insurance strategic management is mainly of interest to management of insurance.

Izvorni jezik
Engleski

Znanstvena područja
Ekonomija



POVEZANOST RADA


Projekt / tema
165-0362027-1479 - Širokopojasni pristup i internetske usluge u ruralnim područjima (Drago Žagar, )

Ustanove
Fakultet elektrotehnike, računarstva i informacijskih tehnologija Osijek

Citiraj ovu publikaciju

Crnjac, Dominika; Šimović, Vladimir
Some Risk Models in Insurance Strategic Management // Strategijski menadžment, 2-137 (2007), 1/2; 24-29 (međunarodna recenzija, članak, znanstveni)
Crnjac, D. & Šimović, V. (2007) Some Risk Models in Insurance Strategic Management. Strategijski menadžment, 2-137 (1/2), 24-29.
@article{article, year = {2007}, pages = {24-29}, keywords = {distribution, probability, loss, risk, models, moments, expectation, variance}, journal = {Strategijski menad\v{z}ment}, volume = {2-137}, number = {1/2}, issn = {0354-8414}, title = {Some Risk Models in Insurance Strategic Management}, keyword = {distribution, probability, loss, risk, models, moments, expectation, variance} }