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INDIVIDUAL UNEMPLOYMENT INSURANCE - THE ANALYSIS OF NET PREMIUM RESERVES (Komercyjne ubezpieczenie od ryzyka utraty pracy - analiza rezerwy skladki netto)

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Debicka J.
Śląski Przegląd Statystyczny
|
2010
|
issue 8(14)
25-53
EN
The insurance reserve for an insurance contract is a difference between the actuarial value of future benefits and net premium. One of the ways of calculation of reserves is the prospective method. In the article a model for an individual insurance for financial consequences of unemployment is proposed. Net premiums and insurance reserves are calculated according to the method used in life insurances. In order to simplify the form of formulas, we use matrix notation introduced in [Debicka, Mazurek 2008; Debicka, Macierzowa reprezentacja...]. This approach enables us to give a flexible tool for the analysis of profits of multistate insurance contracts and makes the numerical procedures to be implemented easier. The aim of this paper is to analyze net premium reserves for unemployment insurances. Numerical examples are based on data taken from Labour Department in Jelenia Gora for 2004.
2

MODELLING OF PROBABILISTIC STRUCTURE OF MULTISTATE INSURANCE CONTRACTS (Modelowanie probabilistycznej struktury ubezpieczen wielostanowych)

100%
Debicka J.
Econometrics. Ekonometria. Advances in Applied Data Analytics
|
2011
|
issue 30 (Zastosowania metod ilościowych)
106-120
EN
Multistate insurance is a contract that covers different life accidents. This type of insurances consists of the core insurance contract (usually it is a life insurance) and a package of additional contracts (so called options for example health or disabled insurances). The aim of this paper is to model the probabilistic structure of multistate model. Under the assumption that the stochastic process that describes the evolution of the insurance contract is a non-homogeneous Markov chain, we show how to model the probabilistic structure of multistate model by multiple increment-decrement tables. The obtained results are applied to the analysis of the life insurance with illness and disabled options.
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