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Simulating of ruin process of insurance company by Monte-Carlo method

Published in № 4(22) 01 august 2009 year
Rubric: Business analysis
Authors: Lukashkin S. I., Spivak S.
Simulation modeling actuarial mathematics ruin probability

The author:

Lukashkin S. I.

Degree:

postgraduate student, Bashkir State University

Location:

Ufa

The author:

Spivak S.

Degree:

Dr of Physics & Mathematics, Professor, Ufa State Petroleum Technological University, Bashkir State University

Location:

Ufa