VALIDATION OF INSURANCE RATES FOR INNOVATION INSURANCE PRODUCTS USING GENERALIZED ACTUARIAL BASIS
Abstract
The possibilities of the generalized actuarial basis for accounting in the insurance rates of the expanded policy provisions, both in life insurance and general insurance, are analyzed. It is demonstrated that use of the generalized actuarial basis and statistical modeling makes it possible to develop innovation insurance products and ensure validity of the respective actuarial calculations. The sufficiency of the insurance premia for ensuring the financial stability of the insurer is demonstrated by example of two innovation insurance products (in life insurance and general insurance) using statistical modeling.
About the Authors
O. Yu. Ryzhkov
Siberian Interregional Association of Insurers
Russian Federation
PhD in Economics, Scientific Adviser
Russian Federation
PhD in Economics, Scientific Adviser
L. K. Bobrov
Novosibirsk State University of Economics and Management
Russian Federation
Doctor of Engineering, Professor
Russian Federation
Doctor of Engineering, Professor
References
1. Baujers N., Gerber H., Dzhons D., Nesbitt S., Hikman Dzh. Aktuarnaja matematika / per. s angl.; pod red. V.K. Malinovskogo. M.: Janus-K, 2001. 656 p., ill.
2. Ryzhkov O.Ju. Obobshhennyj aktuarnyj bazis strahovogo riska // Vestnik NGUJeU. 2011. № 2. P. 166–178.
3. Ryzhkov O.Ju. Dinamicheskij podhod k dogovoru strahovanija: primenenie pri raschete strahovyh premij // Vestnik NGUJeU. 2010. № 2. P. 65–74.
4. Ryzhkov O.Ju., Bobrov L.K. Tarifikacija dogovora strahovanija na osnove obobshhennogo aktuarnogo bazisa // Vestnik Saratovskogo gosudarstvennogo tehnicheskogo universiteta. 2013. T. 4, № 1 (73). P. 329–336.
5. Ryzhkov O.Ju., Bobrov L.K. Ocenka tochnosti chislennogo metoda rascheta strahovyh tarifov, osnovannogo na obobshhennom aktuarnom bazise // Vestnik NGUJeU. 2014. № 4. P. 60–80.
6. Tomas Mak. Matematika riskovogo strahovanija. M.: Olimp-Biznes, 2005. 432 p.
7. Zakon RF ot 27.11.1992 № 4015-1 «Ob organizacii strahovogo dela v Rossijskoj Federacii» (red. ot 25.12.2012). [Jelektronnyj resurs]: Dostup iz sprav.-pravovoj sistemy «Konsul’tant Pljus».
8. Metodiki rascheta tarifnyh stavok po riskovym vidam strahovanija (utv. rasporjazheniem Rosstrahnadzora ot 08.07.1993 N 02-03-36). [Jelektronnyj resurs]: Dostup iz sprav.-pravovoj sistemy «Konsul’tant Pljus».
9. Prikaz Rosstrahnadzora ot 28.06.1996 № 02-02/18 «O Metodike rascheta strahovyh tarifov po vidam strahovanija, otnosjashhimsja k strahovaniju zhizni». [Jelektronnyj resurs]: Dostup iz sprav.-pravovoj sistemy «Konsul’tant Pljus».
Review
For citations:
Ryzhkov O.Yu., Bobrov L.K. VALIDATION OF INSURANCE RATES FOR INNOVATION INSURANCE PRODUCTS USING GENERALIZED ACTUARIAL BASIS. Vestnik NSUEM. 2015;(3):124-133. (In Russ.)
Email this article 
