﻿ 保险合同在险价值的一种蒙特卡洛模拟算法

# 保险合同在险价值的一种蒙特卡洛模拟算法A Monte Carlo Simulation Method to Calculate the Value at Risk of Insurance Contract

Abstract: With the improvement of living standard, people’s consciousness in buying insurance goes stronger and business in China’s insurance industry have developed further in recent years. When an insurance company introduces a new insurance plan, it needs to estimate the biggest loss that it will face with in future, so that the insurance company can keep enough fund to deal with the un-predictable risk. In this paper, we use the value at risk Monte Carlo simulation method to estimate the risk for the insurance company, in order to accurately show situation of the risk that the in-surance company faces with. At the same time, it is helpful for the supervising organ to establish proper supervision measures, so as to protect the insurers’ rights and interests, and maintain sta-bility of financial market.

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