Tutorial: Macro-modeling for solving SOC physical design automation problems

Bazylevych, Roman; Bazylevych, Lubov

doi:10.1109/socc.2013.6749707

Cited by 3 publications

(1 citation statement)

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“…Significant contribution to the study of the nature of insurance portfolio and its impact on the financial reliability of insurers was made by the following domestic scientists: V. Bazylevych (1997) optimal portfolio of insurance services in the contemporary Ukrainian realities of the insurance market's development. This problem will be solved by analyzing the performance indicators of insurance companies in Ukraine in terms of the provided insurance services and the use of the principles of G. Markowitz optimization model for the formation of the optimal portfolio of insurance services.…”

Section: Introductionmentioning

confidence: 99%

Formation of the optimal portfolio of insurer’s services of the voluntary types of insurance

Levchenko

Ostapenko

2016

Insurance Markets and Companies

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The article studies the possibility of using optimization modelling to form the optimal structure of insurance services’ portfolio of insurance companies. Based on the data of net insurance payments and profitability of the voluntary types of insurance in 2005-2015, the authors conducted their analysis according to the possibility to be included in the general insurance portfolio of the insurance company. The optimization model is based on the approach developed by G. Markowitz. The formation of insurance services portfolio is conducted by solving the optimization problem to maximize the portfolios’ profitability or to minimize the portfolio’s risks. The obtained results can be used in making strategic decisions by the management regarding the development of insurance companies. Keywords: insurance company, insurance service, insurance portfolio, portfolio optimization

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Section: Introductionmentioning

confidence: 99%