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Modelling of Insurance Market Activity

Major: Finance, Banking and Insurance
Code of Subject: 7.072.03.E.47
Credits: 6
Department: Finance
Lecturer: PhD, associate professor Horyslavets Pavlo
Semester: 2 семестр
Mode of Study: денна
Learning outcomes:
• knowledges: theoretical and methodological bases of economic processes modeling, basic methods and models used in the management of of insurance activities, particularly to create the best insurance rates, optimizing the placement of insurance reserves and investment portfolio in general, choosing the optimal reinsurance policy, assessment of solvency and financial stability of insurers, forecasting activity insurance companies.
• skills: to define insurance rates, to calculate the volume of required reserves, to optimize the investment activity insurance company, to assess and monitor the financial stability of insurance operations, solvency and financial reliability of insurance companies, to analyze the insurance market.
Required prior and related subjects:
• prerequisites: insurance management.
• co-requisites: financial servises market, optimizing network of financial institutions.
Summary of the subject:
Features of functioning non-bank financial institutions in the financial market. Theoretical and methodological bases of economic processes modeling. Models and methods for automated management of insurance activity. Simulation of optimal strategy of the insurance company in the introduction of new types of insurance. Planning and forecasting models of insurance. Stochastic modeling process of insurance premiums. Models charging for insurance services. Dynamic model of bankruptcy. Modeling reinsurance operations. Modeling optimize investment portfolio of insurance company. The mechanism of insurance companies cost management. The development of integration processes in banks and insurance companies.
Recommended Books:
1) Страхування: Підручник / За ред. В.Д.Базилевича. – К.: Знання, 2008. – 1019 с.
2) Страховий менеджмент: підручник / [Осадець С.С., Мурашко О.В., Фурман В.М., Баранов А.Л., Баранова О.В., Залєтов О.М., Нечипоренко В.І.]; за ред. д-ра економ. наук, проф. С. С. Осадця. - К.: КНЕУ, 2011. – 333.
3) Бридун Є.В. Моделювання страхового механізму компенсації еколого-економічних збитків. – Х.: Вид-во "Форт", 2004 р. – 256 с.
Assessment methods and criteria:
• - Laboratory works (45 points).
• - Final control (55 points).