Rasm. Keng ko'lamli risk menejmentini tashkil etish

-rasm. Sug'urta kompaniyalari faoliyatda risklarni baholash modelini yaratish¹³
Sug'urta kompaniyasi faoliyatidagi risklarni baholashning quyidagi usullarini ajratib ko'rsatish mumkin:

1. 
   Tasodifiy hodisa (Ai (i = 1, n)) ro'y berishining (pi (i = 1, n)) ehtimoli, ya'ni sug'urta kompaniyasi faoliyatining u yoki bu risk omilini yuzaga kelish ehtimoli;
   
2. 
   Sug'urta kompaniyalari yo'qotishlarining matematik kutilmasi (M(X));
   
3. 
   Matematik kutilmaga (M(X)) nisbatan tasodifiy o'zgaruvchining dispersiyasini tavsiflovchi o'zgaruvchanlik (xi (i = 1, n));
   
4. 
   Tasodifiy o'zgaruvchining matematik kutilmaga nisbatan dispersiyasini tavsiflovchi standart og'ish (σi(X)). Agar dispersiya xi tasodifiy o'zgaruvchiga nisbatan kvadrat birliklarda o'lchangan bo'lsa, u holda standart og'ish xi bilan bir xil birliklarda o'lchanadi.
   

Sug'urta kompaniyalari faoliyatidagi risklar darajasini aniqlash uchun variasiya koeffisienti qo'llaniladi:


(...)

Bu erda:
Mi(X) – sug'urta kompaniyalari yo'qotishlarining matematik kutilmasi;

σi(X) – matematik kutilmaga nisbatan standart chetlanish.
Variasiya koeffisientini hisoblash sug'urta kompaniyalari faoliyatidagi risklar ko'lamini tahlil qilish va tasdiqlash imkonini beradi¹⁴:
- 0% dan 10% gacha – minimal risk;
- 10% dan 25% gacha – past risk;
- 25% dan 50% gacha – maqbul (qabul qilsa bo'ladigan) risk;
- 50% dan 75% gacha – xavfli risk;
- 75% dan 100% gacha – halokatli risk.
Sug'urta kompaniyalari muayyan muddat ichida to'lovga qodir emaslik bilan bog'liq risk (risk of insolvency)ni kamaytirish uchun quyidagi usullardan birini qo'llashi mumkin¹⁵:
1. Sug'urta kapitalini oshirish;
2. Kompaniya daromadni oshirish;
3. Riskning ruxsat etilgan maksimal darajasini cheklash;
4. Kompaniya risklarini cheklash (qayta sug'urtalash orqali);
5. Risklar o'rtasidagi korrelyasion bog'liqlikni cheklash va boshqalar.
Sug'urta kompaniyalarida risklarni boshqarishda variasiya koeffisiyentlaridan ham keng foydalanilishini ta'kidlash lozim, bunda jami foydani tahlil qilish lozim. Jami foydaning o'zgarishi quyidagilarni o'z ichiga oladi:
- yil yakunlari bo'yicha joriy yilda rejalashtirilgan ko'rsatkichlar orasida kelib chiqadigan farq;
- sug'urta bo'yicha da'volarda yuzaga keladigan farq;
- xarajatlarda yuzaga keladigan farq;
- investisiya daromadida yuzaga keladigan farq va boshqalar.
Variasiya va shunga mos ravishda risk ikki jihatdan ko'rib chiqilishi mumkin – moliyaviy mustaqillik riski va sistematik risk. Moliyaviy mustaqillik riski quyidagi elementlar bilan belgilanadi:
- yuzaga kelishi mumkin bo'lgan da'volar soni;
- aniqlangan qilingan da'volar;
- da'vo hajmi;
- ikkinchi darajali da'vo jarayoni.
Moliyaviy mustaqillik riski aksiyador portfelining hajmiga mutanosibdir. Sistematik risk portfelning hajmi kvadratiga proporsional hisoblanadi. Sistematik risk portfelning harakatlariga ta'sir qiluvchi bir qator omillarning natijasidir, masalan:
- sug'urtaning bir qator turlari bo'yicha talablarga ta'sir qilishi mumkin bo'lgan uzoq muddatli ob-havo bilan bog'liq sharoitlari;
- investisiya bozoridagi farqlar;
- inflyasiya;
- iqtisodiy va ijtimoiy sharoitlar;
- menejment va anderrayting standartlari va boshqalar¹⁶.
Yuqorida ta'kidlangan sug'urta kompaniyalarida risk menejmentini amalga oshirishda qo'llaniladigan modellar va usullardan foydalanish sug'urta kompaniyalari samaradorligini oshirishga xizmat qiladi.

1^ www.pwc.com – Халқаро молиявий хизматлар кўрсатувчи компаниялар тизимининг расмий веб-сайти;
https://www.pwc.com.au/risk-controls/insurance-risk-mgt.html#:~:text=Insurance%20Risk%20Management%20is%20the,insurance%20underwriter's%20in%20the%20market.

2^ www.pwc.com – Халқаро молиявий хизматлар кўрсатувчи компаниялар тизимининг расмий веб-сайти;
https://www.pwc.com.au/risk-controls/insurance-risk-mgt.html#:~:text=Insurance%20Risk%20Management%20is%20the,insurance%20underwriter's%20in%20the%20market.

3^ www.pwc.com – Халқаро молиявий хизматлар кўрсатувчи компаниялар тизимининг расмий веб-сайти;
https://www.pwc.com.au/risk-controls/insurance-risk-mgt.html#:~:text=Insurance%20Risk%20Management%20is%20the,insurance%20underwriter's%20in%20the%20market.

4^ Strategic Risk Management in Insurance.//Deloitte Center for Financial Services. August, 2015. – P. 20;
https://www2.deloitte.com/us/en/pages/financial-services/articles/strategic-risk-management-in-insurance-navigating-the-rough-waters-ahead.html

5^ www.spglobal.com – S&P Global халқаро молиявий хизматлар кўрсатувчи компаниясининг расмий веб-сайти;
https://www.spglobal.com/ratings/en/research/articles/201117-insurance-industry-and-country-risk-assessment-update-november-2020-11739874

6^ www.spglobal.com – S&P Global S&P Global халқаро молиявий хизматлар кўрсатувчи компаниясининг расмий веб-сайти;
https://www.spglobal.com/ratings/en/research/articles/201117-insurance-industry-and-country-risk-assessment-update-november-2020-11739874

7^ www.spglobal.com – S&P Global халқаро молиявий хизматлар кўрсатувчи компаниясининг расмий веб-сайти;
https://www.spglobal.com/ratings/en/research/articles/201117-insurance-industry-and-country-risk-assessment-update-november-2020-11739874

8^ www.spglobal.com – S&P Global халқаро молиявий хизматлар кўрсатувчи компаниясининг расмий веб-сайти;
https://www.spglobal.com/ratings/en/research/articles/201117-insurance-industry-and-country-risk-assessment-update-november-2020-11739874

9^ Global Risk Management Survey 2019: Insurance. // www.aon.com
https://www.aon.com/getmedia/361cab67-78f3-4ba1-942c-45e0647e21ab/Benchmark-Report-Sections-en-ie-GRMS-2019-Industry-Grouping-Insurance-english.aspx

10^ Olga Kozmenko, Viktor Oliynyk. Statistical model of risk assessment of insurance company’s functioning. // Investment Management and Financial Innovations, Volume 12, Issue 2, 2015. – P.6;
https://www.researchgate.net/publication/292514556_Statistical_model_of_risk_assessment_of_insurance_company's_functioning/link/57d1872b08ae6399a38b661a/download

11^ Olga Kozmenko, Viktor Oliynyk. Statistical model of risk assessment of insurance company’s functioning. // Investment Management and Financial Innovations, Volume 12, Issue 2, 2015. – P.6;
https://www.researchgate.net/publication/292514556_Statistical_model_of_risk_assessment_of_insurance_company's_functioning/link/57d1872b08ae6399a38b661a/download

12^ Olga Kozmenko, Viktor Oliynyk. Statistical model of risk assessment of insurance company’s functioning. // Investment Management and Financial Innovations, Volume 12, Issue 2, 2015. – P.6;
https://www.researchgate.net/publication/292514556_Statistical_model_of_risk_assessment_of_insurance_company's_functioning/link/57d1872b08ae6399a38b661a/download

13^ Olga Kozmenko, Viktor Oliynyk. Statistical model of risk assessment of insurance company’s functioning. // Investment Management and Financial Innovations, Volume 12, Issue 2, 2015. – P.6;
https://www.researchgate.net/publication/292514556_Statistical_model_of_risk_assessment_of_insurance_company's_functioning/link/57d1872b08ae6399a38b661a/download

14^ Olga Kozmenko, Viktor Oliynyk. Statistical model of risk assessment of insurance company’s functioning. // Investment Management and Financial Innovations, Volume 12, Issue 2, 2015. – P.6;
https://www.researchgate.net/publication/292514556_Statistical_model_of_risk_assessment_of_insurance_company's_functioning/link/57d1872b08ae6399a38b661a/download

15^ Velizar Pavlov, Elitsa Raeva. On the Risk Modeling in General Insurance. // Journal of International Scientific Publications, Volume 9, 2015. – P.13;
https://www.researchgate.net/publication/327622900_On_the_Risk_Modeling_in_General_Insurance/link/5b9a1eb792851c4ba818239c/download

16^ Velizar Pavlov, Elitsa Raeva. On the Risk Modeling in General Insurance. // Journal of International Scientific Publications, Volume 9, 2015. – P.13;
https://www.researchgate.net/publication/327622900_On_the_Risk_Modeling_in_General_Insurance/link/5b9a1eb792851c4ba818239c/download