Kseniia B. Information technology of private insurance fund financial flows modeling under the conditions of stochastic uncertainty

The object of research is the process of the private insurance fund financial flows formation; research purpose is increase in efficiency of decision making in case assessment a condition of fund of private insurance by modeling financial flows of fund in the influence factors of the external environment which have stochastic uncertainty; research methods - actuarial mathematics, statistical and financial data analysis, experimental theory, numerical methods; practical significance of the results obtained - models and methods were developed to the level of software tools, which made it possible to create applied information technology, which efficiency was proved theoretically and confirmed in practice; scientific provisions is a scientific and methodological basis for the development of algorithms, methods and tools of applied information technology for insurance funds financial flows modeling for solving the problems in analytical activity; the scientific novelty of the work consists in: for the first time the model financial flows of the private insurance fund has been developed in the conditions of stochastic uncertainty, which allows to consider the probability solvency of policyholders on the basis of analysis contextual characteristics, improves accuracy in assessing the financial condition of the fund; collective risks model was improved, which makes it possible to assess the financial condition of the private insurance fund allows to consider the change in the cost of financial flows with discrete time; the information technology of modeling the financial flows of the private insurance fund has been further developed, which allows for a detailed analysis of the scenarios for the formation of financial flows, as well as improving the efficiency of processing information on the financial condition of the fund for decision-making under conditions of stochastic uncertainty of environmental factors; the results of the thesis are implemented: in the insurance company "Ukrainian Insurance Group" (act of implementation of 17/02/2016), in a private joint-stock company "Promstrakh" (act of implementation of 05/05/2016), in the National Aerospace University named after N.Ye. Zhukovsky "Kharkiv Aviation Institute" (act of implementation of 05/09/2016); the field of application is an analytical activity in personal insurance.