Kuzmenko O. Economic modeling and forecasting evaluation of reinsurance market

Українська версія

Thesis for the degree of Doctor of Science (DSc)

State registration number

0516U000109

Applicant for

Specialization

  • 08.00.11 - Математичні методи, моделі та інформаційні технології в економіці

29-01-2016

Specialized Academic Board

Д 64.055.01

Simon Kuznets Kharkiv National University of Economics

Essay

The object of study: the processes of socio-economic development of the reinsurance market (PR); Objective: To develop theoretical and methodological principles and tools of economic and mathematical modeling estimation and forecasting of PR; Methods and apparatus: methods of empirical and theoretical research, analysis and synthesis, clustering, logical synthesis, comparative and statistical analysis, actuarial methods, correlation and regression analysis, harmonic analysis, optimization method, gravity modeling, structural analysis; Theoretical and practical results: The concept modeling estimation and forecasting of PR; The model PR evaluation capacity; The model evaluation openness PR as the gravitational attraction between the countries; the model of evaluation of financial security Regions, which is based on: construction additive trend-cyclical model of financial security of the insurance market based on decomposition of the time series, linear harmonic trends, applying techniques of Fourier analysis, research functions in extreme; PR models for risk assessment, probabilistic models, model risk assessment integer PR; model function of supply and demand; model evaluation of the integration of banking, insurance and reinsurance markets as a fraction, the numerator of which is represented as the sum of three values characterize the degree of interpenetration of banking, insurance and reinsurance markets, and the denominator reflects the highest possible level of interpenetration of the studied markets; Methodical approach to choosing competitive strategies behavior of PR; methodical approach to the regulation of reinsurance activities and optimize its structure; evaluation of risk reinsurance; teaching position to determine the stage of the stabilization of Regions, which is based on the use of deferred algorithm Gale-Shapley coordination; Competitiveness Evaluation Model PR members; the degree of implementation, development implemented in practice League of Insurance Organizations of Ukraine, the National Commission for State Regulation of financial services "Company "Mehatek", JSC "WEST FINANCE AND CREDIT BANK", JSC "DEKA INSHURENS", JSC "Fidobank" PJSC "Insurance Company" sharing "the educational process in teaching subjects: "Economic and mathematical methods and models (optimization methods and models)", "Economic and mathematical methods and models (econometrics)", "Insurance", "Modeling in management financial processes" Ukrainian Academy of banking; Scope: evaluation and prediction of the PR, the educational process.

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