Probabilidades de Ruína
- If the occurrence of claims is not a Poisson Process, for example in Automobile portfolio in the presence of a Bonus Malus System (BMS), this method does not apply. The model has to be adjusted. Also, the Bonus Malus System is different for each Insurer, and different BMS origin different ruin probabilities.
- Compare the impact on the ruin probabilities of different BMS.
- Evaluate the ruin probabilities of a Automobile portfolio in the classical model (closed portfolio) and using stochastic vortices (open portfolio).
- Compute any within the year ruin probability and the ultimate ruin probability for the portfolio.
- Change the aggregate claim distribution during the time horizon.
To evaluate your specific case please contact us
This Service is available “as is”. We do not warrant that this Service will be uninterrupted or error-free. There may be delays, omissions, interruptions and inaccuracies in calculations, information or other materials available through this Service.
If you rely on this Service and any materials available through this Service, you do so solely at your own risk. Magentakoncept, Lda and their directors, officers, managers, employees, shareholders, agents and licensors are not liable for incidental, indirect, consequential, special, punitive, or exemplary damages of any kind, including lost revenues or profits, loss of business or loss of data, in any way related to this Service or for any claim, loss or injury based on errors, omissions, interruptions or other inaccuracies in this Service. Any claim against us shall be limited to the amount you paid, if any, for use of this Service.