Sensitivity Analysis of Some Applied Probability Models

During the last two decades, new models were developed in actuarial sciences. Different notions of insurance company ruin (bankruptcy) and other objective functions evaluating performance introduced. Several types decision (such as dividend payment, reinsurance, investment) are used for optimization functioning. Therefore, it is necessary to ensure that model under consideration stable with respect parameter fluctuation perturbation underlying stochastic processes. The aim this paper description methods investigation these problems presentation recent results concerning some models. Numerical also included.