ОСЦИЛЮЮЧА МОДЕЛЬ ПРОПОРЦІЙНОГО ПЕРЕСТРАХУВАННЯ

Анотація

This paper presents model of insurance company on the basis of the oscillating process defined by pair of Poisson processes in
case reinsurance. The probability distribution of this process, regeneration moments and probability distribution of local extrema are
descrabed. Under the ergodicity condition the limit distribution is exist. Ergodic distribution correspond to stationary condition of
functioning of insurance company. Regulation of functioning of insurance company is attained.