FORMING THE OPTIMAL INSURANCE PORTFOLIO OF INSURANCE COMPANY
Journal Title: Международный научный журнал "Интернаука" - Year 2018, Vol 2, Issue 2
Abstract
The article is devoted to the formation of a conditionally optimal portfolio of an insurance organization. The concepts of the insurance portfolio are presented and approaches to its definition are systematized, the essence of the balanced and optimal portfolio of the insurer is clarified. The structure of the insurance portfolio was analyzed on the example of the insurance company's portfolio of "TAS Insurance Group" and its conditionally optimal portfolio was formed with the introduction of the H. Markowitz’s model. Based on the results of the calculations, conclusions were made about the appropriateness of the diversity of methods for managing risk imbalance in the insurance portfolio and their application in practice.
Authors and Affiliations
Tatyana Tereshchenko, Daria Shutova
Keywords
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