این سایت در حال حاضر پشتیبانی نمی شود و امکان دارد داده های نشریات بروز نباشند
مدیریت فناوری اطلاعات، جلد ۱۵، شماره ۴، صفحات ۹۷-۱۱۹
عنوان فارسی
چکیده فارسی مقاله
کلیدواژه‌های فارسی مقاله
عنوان انگلیسی Stress-Testing Technologies of Financial Stability of Financial Corporations: Aspect of Insurance Companies
چکیده انگلیسی مقاله The purpose of the article is to perform stress-testing technologies of the financial stability of an insurance company based on the constructed mathematical model of the insurance company's activity, which would meet the established requirements (adequate reproduction of the main parameters of the insurance company's functioning; taking into account the stochastic nature of insurance processes; flexible management of model parameters describing company's behaviour; the ability to influence the intensity of flows; suitability for algorithmization and construction of computational simulation model. The relevance of this study is due to the need to address the problem of changes and complications, the growing variety of strategies and products implemented by insurance companies. There is a need for innovative methods to assess and monitor the vulnerability of these institutions to various types of risks. One of these methods, which is gaining widespread recognition both among regulators and financial corporations, is stress testing. It has been established that stress testing as a risk management tool is used both to assess the insurance company's readiness for a crisis situation, and to develop a plan of adequate measures to counteract and eliminate its negative impact. The development and application of the proposed mathematical and simulation model of stress testing of the financial stability of the insurance company allows to solve issues of ensuring sufficiency of capital level, control of financial stability and solvency, reliability of efficiency of activities, taking into account the probabilistic nature of insurance activities, various typical insurance risks and time horizons.
کلیدواژه‌های انگلیسی مقاله insurance company, risk, Financial Stability, Stress Testing, technologies, Insurance Rates, Reinsurance
نویسندگان مقاله Yuliia Kovalenko |
Department of Financial Markets and Technologies, State Tax University, Irpin, Ukraine.

Natalia Tkachenko |
Institute of Continuing Education, Taras Shevchenko National University of Kyiv, Kyiv, Ukraine.

Valentyna Unynets-Khodakivska |
Department of Financial Markets and Technologies, State Tax University, Irpin, Ukraine.

Oksana Volkova |
Department of Finances, Odesa National Economic University, Odesa, Ukraine.

Vasyl Martynenko |
Department of Economics and Entrepreneurship, National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic University", Kyiv, Ukraine.

Viktoriia Baranova |
Department of Financial Management and Stock Market, Odessa National Economic University, Odessa, Ukraine

نشانی اینترنتی https://jitm.ut.ac.ir/article_94712_e879cb46aa736bc25b37045d62b0f638.pdf
فایل مقاله فایلی برای مقاله ذخیره نشده است
کد مقاله (doi)
زبان مقاله منتشر شده en
موضوعات مقاله منتشر شده
نوع مقاله منتشر شده
برگشت به: صفحه اول پایگاه   |   نسخه مرتبط   |   نشریه مرتبط   |   فهرست نشریات