Identifying Optimal Models Of Financial Wealth And Mathematical Requirements Of Reserves Based On Risks In Iran
الموضوعات :Seyied Mohammad Ali Masoumi, Qazi Nouri Tabatabai 1 , محمد عظیم خدایاری 2 , daryoush javid 3
1 - hamedan azad university
2 - هیئت علمی دانشگاه آزاد ملایر
3 - broujerd
الکلمات المفتاحية: optimal patterns of financial wealth, mathematical requirements of risk-based reserves, asset/liability mismatch risk, reinvestment risk, exchange rate risk, international market risk, life insurance account separation risk from non-life insurance account,
ملخص المقالة :
The main goal of this article is to identify the optimal patterns of financial wealth and the mathematical requirements of reserves based on risks in Iran. The method of this article is descriptive-inferential in terms of practical purpose and library data collection method. The statistical population of the research is all the experts in the country's insurance industry. The results of this article showed that the country's insurance industry experts, including university professors and senior managers of Iran Insurance Company, agree with these four main risks in the financial prosperity model (П); But these four main risks are not enough for the model of financial prosperity (П). In the final model, the optimal pattern of financial wealth and the mathematical requirements of risk-based reserves in the Iranian insurance company includes four main pillars, which include 6 basic and general contain asset/liability mismatch risk, reinvestment risk, exchange rate risk, international market risk, life insurance account separation risk from non-life insurance account, life insurance account investment risk risks in the insurance industry Each of the basic and general risks of the insurance industry also has several risks and sub-categories
