Страховой механизм защиты права на заработную плату в случае банкротства работодателя
The paper studies a problem of optimal insurer’s choice of a risk-sharing policy in a dynamic risk model, so-called Cramer-Lundberg process, over infinite time interval. Additional constraints are imposed on residual risks of insureds: on mean value or with probability one. An optimal control problem of minimizing a functional of the form of variation coefficient is solved. We show that: in the first case the optimum is achieved at stop loss insurance policies, in the second case the optimal insurance is a combination of stop loss and deductible policies. It is proved that the obtained results can be easily applied to problems with other optimization criteria: maximization of long-run utility and minimization of probability of a deviation from mean trajectory.
Рublication was prepared on the basis of norms of the modern Russian legislation on labor disputes in accordance with state educational standards of higher professional education on the subject "Labor Law of Russia" (course "Labour disputes"). Its main aim is to help students in mastering the basic theoretical and practical knowledge and competences for the consideration and resolution of individual and collective labor disputes. Material contains general, special and peculiar parts. The general part deals with theoretical questions of labor disputes: concept, causes, law, principles, types and location of labor disputes in the labor law system. The special part contains sections on the procedure for dealing with individual and collective labor disputes, as well as the settlement of labor disputes certain categories of employees (civil servants, judges, prosecutors, foreign employees). Questions of foreign experience of labor disputes are considered in a special part of the tutorial. A special place is given to the problems of labor disputes and the prospects of development of Russian legislation on labor disputes.Each part includes relevant case studies (CBS and courts of general jurisdiction). For teachers, bachelors, masters and post-graduate law schools, as well as entrepreneurs, heads of organizations and personnel services, as well as those interested in labor disputes.
The chapter studies a dynamic risk model defined on infinite time interval, where both insurance and per-claim reinsurance policies are chosen by the insurer in order to minimize a functional of the form of variation coefficient under constraints imposed with probability one on insured's and reinsurer's risks. We show that the optimum is achieved at constant policies, the optimal reinsurance is a partial stop loss reinsurance and the optimal insurance is a combination of stop loss and deductible policies. The results are illustrated by a numerical example involving uniformly distributed claim sizes.
In this manual all the information presented in the form of illustrative material: inter-related schemes, tables, formulas. It consists of six thematic sections, covering various aspects of the insurance business: on the characteristics of the types of insurance to the financial analysis of the insurance company. The Handbook is an important contributing element to the author of the educational-methodical allowances (SAR): the abstract of lectures «Insurance business» and «Insurance» (test-tasks). The scheme-course you can use when reading the following disciplines: «Insurance», «Insurance of investment», «finances of insurance organizations and the analysis of the insurance operations», «risk Management», «Actuarial calculations and insurance». Students should be familiar with the basic economic categories, methods and tools of financial analysis. It is intended for students and listeners of the programs of higher professional education, training on the specialty «Finance and credit», «accounting and audit», «Economics and management at enterprises», «Management of organization».