The application of Bayesian network to building model of risk estimation of actuarial processes

Authors

  • Світлана Віталіївна Трухан Institute for Applied System Analysis National Technical University of Ukraine “Kyiv Polytechnic Institute” Peremohy str., 37, Kyiv, Ukraine, 03056, Ukraine https://orcid.org/0000-0002-5726-2576
  • Петро Іванович Бідюк Institute for Applied System Analysis National Technical University of Ukraine “Kyiv Polytechnic Institute” Peremohy str., 37, Kyiv, Ukraine, 03056, Ukraine https://orcid.org/0000-0002-7421-3565

DOI:

https://doi.org/10.15587/2313-8416.2016.74962

Keywords:

Bayesian network, operational risk, conditional probabilities, acyclic graph, actuarial processes

Abstract

The article deals with methodology of development Bayesian network (BN) for risk estimation and probability of damages if insurance case was happened. The model in terms of BN was proposed. It’s shows cause-and-effect relationships between factors of operational risks and damages of insurance companies (IC). The effectiveness of suggested model was experimentally proved used to actual data of Ukrainian IC in 2003–2014 years

Author Biography

Петро Іванович Бідюк, Institute for Applied System Analysis National Technical University of Ukraine “Kyiv Polytechnic Institute” Peremohy str., 37, Kyiv, Ukraine, 03056

Professor, Doctor of technical sciences

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Published

2016-09-01

Issue

Vol. 8 No. 2 (25) (2016)

Section

Technical Sciences

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Copyright (c) 2016 Світлана Віталіївна Трухан, Петро Іванович Бідюк

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