Determining the insurance premium via simulation method and a car insurance example

Sigorta priminin benzetim yöntemi ile belirlenmesi ve otomobil sigortası örneği

Abstract

In this study, a dynamic simulation model is proposed for the determination of premium in terms of the ruinprobability levels and the gross income. Model assumes that the number of policies and claim amaunts arealtering over time. Model also used for determinating the premium for compulsory traffic car insurance inTurkey. On the application, individual claim amounts and the number of loss distribution have been detectedto fit log normal distribution and Poisson distribution respectively. Assuming that distribution parameters donot change over time, the dynamic simulation model of the process has been established. After the run of themodel some premiums obtained from the simulation model for some gross income per policy.

Özet

Bu çalısmada, bir risk süreci altında poliçe basına brüt gelire ve iflas olasılığına göre prim belirleyebilmek

Keywords: Dinamik benzetim modeli, iflas olasılığı, trafik sigortası, prim hesabı, risk süreci