Model sistema za podršku odlučivanju korišćen za ocenu rizika u osiguravajućoj kompaniji

Abstract

Za savremeno poslovanje u uslovima neizvesnosti, rezultati predviđanja poslovanja su od suštinskog značaja za evaluaciju buduće finansijske efikasnosti preduzeća. U radu je izložen primer predviđanja premija na osnovu ocena izvora rizika u osiguranju. Zbog neizvesnosti koja prati trenutak nastanka i iznosa štete neophodno je osigurati dovoljno sredstava za pokriće rizika. Za usklađivanje sredstava i obaveza potrebno je oceniti uticaj rizika na promenu premije po vrstama osiguranja, što čini osnovni koncept razvoja i poslovanja osiguravajućih društava. U radu je predstavljeno eksperimentalno istraživanje rangiranja rizika na osnovu projektovanog modela u sistemu za podršku odlučivanju. Sistem za podršku odlučivanju korišćen je u cilju generisanja hijerarhije uticajnih kriterijuma i alternativa u modelu za ocenu rizika kod navedenih vrsta osiguranja. Predloženi model zagovara ideju da se za vrste osiguranja kod koje se utvrdi najviši stepen rizika i na osnovu toga donesu odluke o visini premije u narednom periodu. .

In order to run a modern business in uncertain times, business forcasting is very important for evaluation of company.s future financial performance. This paper shows an example of premium forecast based on the assessment of risk sources in insurance system. Due to uncertainty that is one of the characteristics of loss occurrence and indemnity amount, it is important to hold sufficient assets to cover the risk. For asset-liability matching, one should first assess the impact of risk on premium movement per insurance lines. This is the main concept of development and performance of insurance companies. This paper shows an experimental research of risk ranking based on projected model of decision support system. Decision support system is used with the aim to generate hierarchy of influential criteria and alternatives of risk assessment model for stated insurance lines. Suggested model sup- ports the idea according to which one should first determine insurance lines with the highest risk and then, on that basis, make a decision on premium amount in the following period.