engleski

Some Risk Models in Insurance Strategic Management

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.

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

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