Mathematical model of financial dynamics of an insurance company




reserves, dynamics of reserves, accumulative insurance contract, net premiums, reserve, prospective method, life insurance, investment, insurance contracts portfolio, PnL, net profit


This paper is devoted to the construction of a mathematical model of financial dynamics of life insurance company. The methods of calculating insurance amounts, payments, net premium reserve are studied, their generalization is carried out taking into account various types of insurer's expenses for ensuring the activities of the insurance company, the sensitivity of the financial dynamics of the insurance company depending on the input parameters of the model is analyzed. The results of the work are of great practical importance for modeling the work of the insurance company, because the National Bank of Ukraine implements mandatory monitoring of the solvency of the insurance company on the basis of the insurer's reporting data.

Pages of the article in the issue: 28 - 36

Language of the article: Ukrainian


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How to Cite

Zubchenko, V. P., & Tkachenko, A. V. (2022). Mathematical model of financial dynamics of an insurance company. Bulletin of Taras Shevchenko National University of Kyiv. Physical and Mathematical Sciences, (3), 28–36.



Algebra, Geometry and Probability Theory