Smib — a Pilot Program System for Stochastic Simulation in Insurance Business
نویسنده
چکیده
The program SMIB was elaborated by Analytical Finance Group (D. Silvestrov, A. Malyarenko and M. Drozdenko) in the frame of the project “Stochastic Modeling of Insurance and Finance Processes and Systems” supported by the Knowledge Foundation. The program is based on multivariate dynamical model describing functioning of an insurance company. This model was developed by D. Silvestrov in co-operation with P. Näyskä and S. Sarvamaa (Sampo Insurance Group, Turku), M. Gyllenberg (University of Turku) and R. Östermark (Åbo Akademi University).
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