STOCHASTIC MODEL OF THE INITIAL STAGE OF FUNCTIONING OF THE INSURANCE COMPANY TAKING INTO ACCOUNT RISK OF RUIN
The stochastic mathematical model of functioning of the insurance company at the initial stage of its work taking into account risk of ruin is constructed. The stream of insurance cases is simulated by inhomogeneous Poisson process. Expression for the ruin probability of the insurance company is obtained. The method for constructing the simulation model is described.