Date of publication: 28.10.2017 11:37

The first part of the WRC in Psychology is a theoretical study. It involves the study of literature on the topic of research, generalization of the material, its analysis and structured presentation.

Graduation papers in many humanities disciplines contain only empirical research. But in psychology, researchers strive to test their theories in practice. Therefore, the second part of the course, diploma and master's work in psychology is an empirical study.

What is empirical research in psychology

The term "empirical" is synonymous with practical, related to experience. Therefore, the second chapter of a diploma or coursework in psychology is also called the "Practical Chapter" or "Experimental and Experimental Chapter".

The logic of the graduate work in psychology is as follows:

• First, the student studies what other researchers have done within the framework of his chosen topic. Acquainted with theoretical models of psychological phenomena, as well as with the results of empirical research.
• Based on the theoretical analysis of other people's works and their own ideas, the student develops a plan for his own empirical research.
• Further, the student psychologist conducts an empirical study, analyzes its results and draws conclusions.

What is the essence of empirical research in psychology?

Its main feature is that it allows you to study the laws of the human psyche, the laws of thinking, emotional life, behavior, etc.

The main tool of empirical research in psychology is the tools of psychological diagnostics - tests, questionnaires, questionnaires, etc. With their help, the psychologist-researcher obtains empirical data, subjects them to mathematical analysis and, on its basis, draws conclusions about psychological patterns.

The results of empirical research in psychology claim to be a psychological law or regularity. This brings psychology closer to the exact sciences, for example, physics.

However, in psychology there are many theories and models that are actively used in the practice of psychotherapy and counseling. But these models have not been empirically tested. However, the lack of empirical validity does not make these theories less valuable. This fact reflects the belonging of psychology to the humanities, where it is impossible to obtain accurate knowledge about the object.

The structure of empirical research

The structure of empirical research is reflected in the first paragraph of the second (practical) chapter of a course, diploma or master's work in psychology and includes the following elements.

The purpose of empirical researchusually coincides with the purpose of the entire work. Most often, this goal can be associated either with the identification of relationships between psychological indicators, or with the identification of differences in the severity of psychological parameters in two groups of subjects, divided according to some criterion.

Empirical Research Objectives reflect the sequence of steps that must be taken to realize the goal of empirical research. For example, they can include:

1. Selection of psychodiagnostic techniques.
2. Sampling of empirical research.
3. Conducting psychodiagnostics and compiling a summary table of the results of psychological testing.
4. Qualitative analysis of the data obtained.
5. Statistical processing of the results of psychodiagnostics.
6. Interpretation of the results of mathematical processing.
7. Formulation of conclusions.

Empirical research hypothesis, as a rule, coincides with the hypothesis of the entire work and reflects the assumption about the relationship of indicators or their differences. There can be several hypotheses if many psychological indicators are used in the study. Sometimes it is appropriate to formulate a general hypothesis, and then concretize it in several particulars. For instance:

General hypothesis: there are differences in motivation among employees of the organization of different genders.

Private hypotheses: 1) men are distinguished by a high degree of motivation to achieve success; 2) women are distinguished by a high degree of motivation for approval.

Sample of empirical research are subjects or respondents who will participate in testing. When forming the sample, it is important that all subjects have similar socio-demographic characteristics. The work usually indicates the gender, age, education of the respondents. If necessary, you can indicate family status, professional experience. The choice of characteristics is determined by the purpose and objectives of the study. For example, if the personal factors of professional burnout of teachers are being studied, then it is hardly necessary to indicate the number of children when describing the sample.

Empirical Research Techniques - these are the tools that the psychologist uses to obtain empirical data about the psychological characteristics of the subjects. There are the following types of techniques used in FQP in psychology:

1. Questionnaires. This type of methodology involves interviewing the subjects about their socio-demographic characteristics, as well as some psychological characteristics. Questionnaires are not strictly reliable and valid psychological tools. Therefore, their data are for reference and auxiliary purposes.
2. Questionnaires and tests are psychological tools standardized according to certain rules. With their help, you can get data on the psychological characteristics of the subjects. These data are considered valid and reliable, that is, reliable. This type of empirical research methodology is most often used in coursework, diploma and master's degrees in psychology.
3. Projective techniques also allow obtaining data on the psychological characteristics of the subjects, like questionnaires, but they are less standardized. Projective tests are rarely used in FQP in psychology, since their results are difficult to translate into numerical indicators. Projective techniques are more appropriate in clinical and psychotherapeutic practice for individual work.

The next important element of empirical research is the results of empirical research and their analysis. Considering its importance, let us dwell on it in more detail.

Empirical research results and their analysis

The meaning of empirical research in psychology is to obtain results and, after analyzing them, formulate a conclusion about some psychological laws.

There are several types of results of empirical research, reflecting the successive stages of their processing.

1. The first type of empirical research results are test results. The respondents' answers to psychological questionnaires are processed by keys and entered into a summary table of results (it is usually placed in the appendix).
2. The second type of empirical research results is the results of statistical data processing. For example, a summary table of psychodiagnostic results is entered into a statistical program (for example, STATISTICA or SPSS) and correlations are calculated or differences are analyzed. These results are given in the text of the work and are accompanied by description and interpretation.

Usually, the analysis of the results of empirical research is carried out in two stages:

1. The first stage is a qualitative analysis of the data obtained by all psychodiagnostic techniques. It involves the construction of histograms or tables with distributions of indicators, as well as a chart of average values.
2. The second stage is statistical analysis of the data. This stage involves the presentation of the results of statistical calculations in the form of tables. A description of the results and their interpretation are provided below the tables.

Let us consider an example of the analysis of the results of an empirical study, the purpose of which was a comparative analysis of coping strategies of young people from Russia and the United States.

Let only one technique be used - the Questionnaire “Methods of coping behavior” by R. Lazarus and S. Folkman (adaptation by T. L. Kryukov, E. V. Kuftyak, M. S. Zamyshlyaev).

The sample included two groups of subjects: Group 1. Young people, citizens of Russia, 60 people (30 boys and 30 girls), age - from 20 to 25 years; live in Moscow; Group 2. Young people, US citizens, 60 people (30 boys and 30 girls), age - from 20 to 25 years; live in New York.

At the stage of qualitative analysis, we compare the structure of coping strategies in groups, presenting them in the form of a graph.

In fig. 1 shows the structures of coping strategies of young people from Russia and the United States.

Analysis of the data shown in Fig. 1 shows that in the group of subjects from Russia, coping strategies such as seeking social support and distancing are most pronounced. The least pronounced are escape-avoidance and self-control.

In the group of subjects from the United States, coping strategies such as planning a solution to a problem and taking responsibility were most pronounced. The least pronounced are escape-avoidance and confrontational coping.

Some common features of the structure of coping strategies in the groups of subjects can be noted. Young people from Russia and the United States have the least pronounced escape-avoidance coping, that is, regardless of citizenship, young residents of megalopolises are not inclined to overcome negative experiences in connection with difficulties by responding by the type of avoidance: denial of the problem, fantasizing, unjustified expectations, distraction etc. Such a result may reflect the specifics of life in a metropolis, where infantile forms of behavior in TZS do not allow achieving success.

It is also possible to note equally low values \u200b\u200bfor confrontational coping, which means that young people from Russia and the United States are equally not inclined to solve problems through conflicting behavior and outburst of emotions.

At the second stage of the analysis of the results of the empirical study, we carry out a statistical analysis of the data using the Mann-Whitney U-test, which allows us to identify statistically significant differences in the severity of coping strategies in the two groups.

The results of calculating significant differences in the coping strategies of young people from Russia and the United States are shown in Table 1.

Table 1. Results of calculating statistically significant differences in coping strategies and resilience of young people from Russia and the United States.

	Average values		Mann-Whitney U test	Statistical significance level (p)
	Russia	USA
Confrontational coping	43,6	44,3	1777	0,904
Distancing	62,1	49,0	1136	0,000*
Self-control	45,3	50,8	1348,5	0,018*
Finding social support	65,7	49,3		0,000*
Taking responsibility	54,9	54,0	1690,5	0,565
Escape-avoidance	41,8	41,4	1718	0,667
Planning a solution to the problem	50,4	56,4	1293,5	0,008*
Positive revaluation	45,3	45,2	1760	0,834

* - the differences are statistically significant (p≤0.05)

Analysis of the data given in Table 1 leads to the following conclusions:

The level of the coping strategy “distancing” is statistically significantly higher in the group of young people from Russia. This means that, in comparison with Americans, Russian subjects are inclined to overcome difficult life situations at the expense of a subjective decrease in its significance and the degree of emotional involvement in it; they are mostly characterized by the use of intellectual methods of rationalization, switching attention, detachment, humor, devaluation, etc.

The level of the coping strategy “seeking social support” is statistically significantly higher in the group of young people from Russia. This means that, compared to Americans, Russian subjects tend to solve problems by attracting external (social) resources, seeking informational, emotional and effective support; they are characterized by an orientation toward interaction with other people, expectation of support, attention, advice, sympathy, and concrete effective help.

The level of the coping strategy "self-control" is statistically significantly higher in the group of young people from the United States. This means that, in comparison with Russians, American subjects are inclined to overcome difficult life situations by purposefully suppressing and restraining emotions, minimizing their influence on the perception of the situation and the choice of behavior strategy with high behavior control and a desire for self-control.

The level of coping strategy "planning a solution to the problem" is statistically significantly higher in the group of young people from the United States. This means that, in comparison with Russians, American subjects tend to overcome difficult life situations by purposefully analyzing the situation and possible options for behavior, developing a strategy for resolving the problem, planning their own actions, taking into account objective conditions, past experience and available resources.

It can be noted that there were no statistically significant differences in the indicators of vitality in the groups of young people from Russia and the United States. This means that, despite the differences in the ways of coping with stress and TJS, the measure of the ability of young people from Russia and the United States to withstand a stressful situation, maintaining internal balance and not reducing the success of their activities does not differ.

So, the analysis made it possible to identify the national characteristics of coping with TJS among young Russians and Americans.

Young people from Russia in difficult life situations tend to distance themselves from the situation and thereby reduce its importance for themselves, and this shows a certain contemplation of the Russian mentality. It is also shown that young people from Moscow are more inclined to resort to social support in TJS than their peers from New York, which can be seen as a reflection of collectivist tendencies in the Russian character as opposed to individualistic tendencies in the American character.

Young Americans are more likely than their Russian peers to show self-control and control over their behavior in TJS, which reflects the American national trait of emotional restraint. Also, young people from the United States, in contrast to their Russian peers, are more inclined to plan a solution to the problem, which reflects the propensity of Americans in general to be oriented towards success, which involves planning activities.

1. A brief description of a specific aggregation result. For example, “The level of the coping strategy“ distancing ”is statistically significantly higher in the group of young people from Russia.”
2. Extended description of the result of statistic processing. For example, “This means that, compared to Americans, Russian subjects tend to overcome difficult life situations at the expense of a subjective decrease in its significance and the degree of emotional involvement in it; they are mostly characterized by the use of intellectual methods of rationalization, switching attention, detachment, humor, devaluation, etc. "
3. Interpreting the result of aggregation. For example, “The revealed differences in the use of the“ distancing ”coping strategy, from our point of view, are associated with differences in the Russian and American mentality. In particular, with greater activity of Americans in foreign activities and greater contemplation of Russians. "
4. Summarizing conclusion based on the results of the analysis of statistical data: “So, the analysis made it possible to reveal the national characteristics of coping with TJS among young Russians and Americans.
5. Young people from Russia in difficult life situations tend to distance themselves from the situation and thereby reduce its importance for ... (see above) "

Types of empirical research in WRC in psychology

Most often, in coursework, diploma or master's theses in psychology, within the framework of empirical research, it is supposed to state some psychological patterns. That is, to reveal what is and this type of research is called ascertaining.

For example, in the above example, we see the pattern ascertaining research - the researcher identifies the differences in coping strategies among students from the USA and Russia and does not influence the situation in any way.

However, in some cases, psychologists do not limit themselves to a statement, but want to somehow correct or improve the situation.

For example, a psychologist conducts a comparative analysis of anxiety in older preschool boys and girls. He gets some data, for example, that in the group of boys the number of children with a very high level of anxiety is statistically significantly higher than in the group of girls.

You can, of course, confine yourself to stating this fact. However, most often the task is to correct anxiety in children. This task is solved within the framework formative research.

Thus, the goal of the formative research is the correction (reduction) of any unfavorable psychological quality, which is excessively expressed in the subjects. This can be anxiety, aggressiveness, a tendency to deviant behavior, etc.

The goal of formative research can also be the development of some positive psychological quality that is not sufficiently developed in the subjects. This can be, for example, self-actualization, self-attitude, self-confidence, etc.

The forms of realization of the formative experiment can be various kinds of corrective or developmental programs, psychological trainings, etc.

And finally, the third type of empirical research in graduate qualifications in psychology is control study... Its purpose is to test how effective the program for the correction or development of any psychological quality has been.

As a rule, within the framework of the formative empirical research, the subjects are re-tested according to the methods that were used in the conducting of the ascertaining research.

If the indicators have improved, for example, the aggressiveness of adolescents has decreased or the stress resistance of employees has increased, then the program or training is recognized as effective.

In coursework on psychology, only ascertaining research is carried out.

In the diploma and FQPs of a bachelor's degree in psychology, ascertaining variants of empirical research are most often encountered, but it is also possible to use formative and control studies.

In psychology master's theses, topics are often encountered that involve the conduct of formative and control empirical research.

Over the past three to four years, insurance has become one of the most demanded financial services. The reason for this is our awareness of the many risks we face in life. The insurance market is also developing: in an effort to meet the growing customer demand, companies offer more and more new interesting products.

Today, many of us are already familiar with various types of insurance, know about insurance companies existing on the market, and know how to choose the necessary insurance programs. This is especially true for car owners who are at risk of not only losing or damaging their own car, but also causing damage to other road users. Transport insurance accounts for almost a third of all insurance premiums. Therefore, its forecast of its development is of particular interest.

Fig. one

As of March 31, 2012, 539 insurance organizations were registered in the Unified State Register of Insurance Subjects. Of these, 379 companies or 70.3% have licenses for transport types of insurance.

In addition, the market is still showing a tendency towards an increase in the concentration of the insurance business. In the transport market as a whole, the first 5 companies collect 45% of premiums.

Fig. 2

The dynamics of insurance premiums for 2005-2012 for transport types of insurance is growing on average, all insurance premiums, excluding compulsory medical insurance, are also growing. From 2008 to 2009, there was a decline in insurance premiums, both excluding compulsory medical insurance and separately for transport types of insurance. Since 2009, all insurance premiums have increased from RUB 500,000 million to RUB 800,000 million. Also, since 2009, there has been an increase in insurance premiums for transport types of insurance.

3. The structure of insurance premiums and insurance payments for transport types of insurance

Fig. 3

If we analyze the structure of insurance premiums for certain types of insurance, then the main share of insurance premiums falls on road transport (87%). Cargo insurance is 6.2% of insurance premiums, 2.3% for aviation insurance, 1.7% for water transport insurance, 0.6% for other types of insurance.

Fig. four

The analysis of the structure of insurance compensation in 2012 shows that, as well as for insurance premiums, the main share is accounted for by road transport (95.1%). The share of cargo insurance in payments is 1.7% of payments, for aircraft insurance - 1.6%, water transport insurance - 1.3% of payments, 0.2% - for other types of insurance.

4. Structure of insurance premiums and contracts by type of policyholder

About 70% of insurance premiums are collected from individuals in road transport. For other types of insurance, contracts with legal entities prevail.

5. Dynamics of premiums and payments for transport types of insurance for 2005-2012. The dynamics of premiums and payments for transport types of insurance for 2005 - 2012 is shown in Figures 5 and 6.

Fig. five

The dynamics of insurance premiums for 2005-2012 shows that insurance and compulsory motor third party liability insurance grew despite the economic crisis, and for auto hull insurance, first a sharp drop in premiums was observed in 2009, and then the last two years, premiums grew and almost reached the pre-crisis level.

Fig. 6

Among other types of insurance, a positive trend is observed in cargo insurance. In water transport (to a lesser extent) and in air transport, with a fairly stable dynamics on average, the volume of premiums slightly decreased over the past year.

6. Analysis of loss ratio by types of transport insurance

Table 1

Analysis of loss ratio by types of transport insurance

Insurance type
Auto hull insurance
Cargo insurance
Aviation risks insurance (property + liability)
Water transport insurance (property + liability)
Other types of insurance
Transport types of insurance

In general, unprofitability for transport types of insurance decreased from 63.1% to 55.4%.

The highest loss ratio for motor hull insurance is 64.3%. Compared to 2011, the unprofitability of motor hull insurance has not changed.

7. Share of transport insurance in GDP. The share of transport insurance in GDP is presented in Table 2

table 2

Share of transport insurance in GDP

	Insurance for everything	Insurance without compulsory medical insurance	Transport insurance

In 2012, premiums collected amounted to 2.5% of GDP. Excluding compulsory medical insurance, the share of insurance in GDP is much less and amounts to 1.3%. The share of transport insurance in GDP is even lower and amounted to 0.7% in 2012.

8. Characteristics of the real and schematic market of transport insurance

The market continues to clear itself of "schemes". In 2011, the share of "schemes" on the Russian insurance market was slightly less than 8%.

At the same time, cargo insurance continues to be the most "schematic" type of transport insurance in terms of the percentage of real and non-classical transactions, as well as in terms of the volume of "schematic" premiums.

9. Leading companies in transport insurance.

Leading companies in transport insurance are presented in Table 3.

Table 3

Leading companies in transport insurance

Insurance type
land transport insurance	Rosgosstrakh, Ingosstrakh	Ingosstrakh Group	Ingosstrakh Group
	Rosgosstrakh Group	Ingosstrakh Group	Ingosstrakh Group
	Rosgosstrakh Group	Rosgosstrakh Group	Rosgosstrakh Group
water transport insurance	Ingosstrakh Group	Ingosstrakh Group	SOGAZ Group
air transport insurance	SOGAZ Group	Ingosstrakh Group	Ingosstrakh Group
space risk insurance	Russian Insurance Center	SOGAZ Group	SOGAZ Group
cargo insurance	SOGAZ Group	Ingosstrakh Group	SOGAZ Group
CO carriers	Ingosstrakh Group	Ingosstrakh Group	Ingosstrakh Group

According to the results of the first half of 2013, the leading companies include the Ingosstrakh Group (auto hull insurance, DSAGO, air transport insurance and liability insurance for cargo carriers), Rosgosstrakh Group (OSAGO), SOGAZ Group (insurance of water transport, insurance of space risks, insurance cargo).

10. Impact of Russia's accession to the WTO on transport insurance

In all likelihood, Russia's accession to the WTO will have little impact on the transport insurance market. Basically, foreign insurers are focused on the life insurance market. Although some companies, the share of foreign participation in the authorized capital of which is 100%, are quite active in the transport insurance market. These are companies such as ROSNO, ZURICH, ORANTA, ALLIANCE, ERGO RUS.

1

The article presents a stochastic simulation model for calculating the reserve of incurred, but not declared losses in the form of a single-channel queuing system, described in semimartingale terms. Estimates of the number of insured events and distribution functions of the amount of insurance damage for the insurance of land and air transport are constructed using the example of statistical data of an insurance company. Simulation stochastic modeling was carried out in the high-level software environment Microsoft Visual Studio in the C # language, the evaluation of distribution functions for an empirical sample of insurance claims - in the environment Excel and Statistica. The graphs of calculation of the RPNU simulation model are presented. The advantage of using this model is that there is no requirement to accumulate and segment insurance claims data as required by other actuarial methods.

simulation modeling

queuing system

insurance claim distribution function

1. Borovikov V. STATISTICA. The Art of Computer Data Analysis: For Professionals. - 2nd ed. (+ CD). - SPb .: Peter, 2003 .-- 688 p .: ill.

2. Butov A.A., Ravodin K.O. The theory of random processes: teaching aid. - Ulyanovsk: UlSU, 2009 .-- 62 p.

3. Ivanov S.S., Golubev S.D., Chernaya L.A., Sharafutdinova N.E. Theory and practice of risk insurance. - M .: ROSNO: Ankil, 2007 .-- 480 p.

4. Clark S.M., Hardy M.R. and etc.; educational materials. - M., 2008 .-- 438 p.

5. Mak T., Mathematics of risk insurance / per. with him. - M .: CJSC "Olymp-Business", 2005. - 432 p.: Ill.

6. Order of the Ministry of Finance of the Russian Federation dated June 11, 2002 No. 51n "On approval of the rules for the formation of insurance reserves for insurance other than life insurance." - URL: http://base.garant.ru/12127460/ (date of access: 13.06.2016).

7. Federal Law No. 4015-1 of November 27, 1992 N4015-1 (as amended on May 23, 2016) "On the organization of insurance business in the Russian Federation" - URL: http://base.garant.ru/10100758/1 / (date of access: 13.06.2016)

8. Friedland J. Estimation unpaid claims using basic techniques March 2009. - URL: https://www.casact.org/library/studynotes/Friedland_estimating.pdf (accessed 13.06.2016).

9. StatSoft Russia. - URL: http://www.statsoft.ru (date of access: 13.06.2016).

One of the important conditions when concluding an insurance contract is the timely notification of the client of the insurance company about the insured event. However, the period of time from the occurrence of the insured event to the notification of the insurer about it during the period specified in the contract may exceed the reporting period. In this regard, in order to fulfill obligations under such claims, the insurer, along with reserves for unearned premiums, declared but unsettled losses and a stabilization reserve, forms a reserve for incurred but undeclared insurance losses (hereinafter - IBNR).

According to the IBNR, it is an assessment of the insurer's obligations to make insurance payments arising in connection with insured events that occurred in the reporting or preceding periods, the fact of the occurrence of which was not reported to the insurer in the reporting or preceding periods in accordance with the law or contractual procedure. The obligation to form and the method of calculating the IBNR are provided for by the insurance legislation.

In the balance sheet of an insurance company, IBNR as an insurer's obligation to customers is included in liabilities and affects the tax base, the amount of assets required to secure IBNR liabilities, settlements with reinsurance companies, tariff policy, settlements with shareholders, solvency, financial stability, loss ratio, etc. etc. In this regard, the correctness and accuracy of the IBNR assessment is essential for the insurer. On the one hand, an overestimation requires an adequate size of an asset to cover the reserve, on the other hand, an underestimation can lead to a shortage of funds for insurance payments and, consequently, insolvency of the insurance company.

To calculate the IBNR, the most widely used methods are based on the use of loss development triangles (paid or completed) - the chain ladder, Bornhütter-Ferguson, Berkvist-Sherman methods, as well as methods based on the expected loss ratio.

This article considers a stochastic simulation model for assessing the reserve of incurred, but not declared losses, in the form of a single-channel queuing system (for example, aviation insurance and insurance of ground transport vehicles), described in semimartingale terms. As statistical data on the number and size of losses incurred, we used the data of “NIK Insurance Company” (hereinafter referred to as the Company) for the period 2010-2015.

Stochastic modeling of the queuing system was carried out in the high-level software environment Microsoft Visual Studio 2010 in the C # language, the assessment of distribution functions for an empirical sample of insurance claims - in the environment Microsoft Excel 2010 and Statistica 10.0.

Formulation of the problem

Consider a single-channel queuing system in terms of point processes. Let process (At) t≥0 be a point counting process of the number of losses that occurred at time t ≥ 0, (Dt) t≥0 be a point counting process of the number of declared but unsettled losses (losses that the company knows about at time t) , (Qt) t≥0 - the number of incurred but undeclared losses. The interrelation of these processes is presented in the form of a queuing system (hereinafter referred to as the QS), in which the role of claims is played by the occurrence of insured events, the queue length is the process (Qt) t≥0, and the number of serviced claims is the process (Dt) t≥0 (Fig. one). Then the balance equation will be written as

Qt \u003d Q0 + At - Dt, (1)

where A0 \u003d 0; B0 \u003d 0; D0 \u003d 0.

Fig. 1. General scheme of work of the QS

The processes At, Dt, Qt are considered on the stochastic basis B (Ω, F,? \u003d (Ft) t≥0, P), where At, Dt are independent Poisson processes with intensities λ\u003e 0 and δ\u003e 0, respectively. In accordance with the Duba-Meier expansion for submartingales, the processes At, Dt can be represented as

where and are square-integrable martingales on B, and, are compensators of the processes
At, Dt of the form

A stochastic simulation model for calculating the RPNR can be constructed as follows.

Let ηt be the size of the loss declared by the client at time t, be a random variable with the distribution function F (η ≤ x), then It is the value of the IBNR at time t, can be defined as

(4)

Numerical calculation of the number of incurred but undeclared losses

To evaluate the parameters, we introduce the following parameters: - the date of the i-th insured event, - the date of notification of the i-th insured event to the insurer, - the number of days calculated from the date of the insured event to the date of notification,, i \u003d 1 ... N, where N - the number of insured events for the period under review.

Since the time between the occurrence of insured events has an exponential distribution, the value can be calculated by the maximum likelihood method, as

Similarly, the value of the service intensity is calculated as the average number of days between the dates of the insured event and the date of the statement of the loss:

In fig. 2-3 illustrative examples of modeling the process At are given - the number of losses incurred for the period (0, T) according to the Company's statistical data for insurance of air transport vehicles (CASCO AC, N1 \u003d 40) with estimated parameters and for insurance of ground transport vehicles (CASCO AM, N1 \u003d 316) with parameters.

Fig. 2. Schedule of processes At (CASCO VS), discreteness t \u003d 1 month, T \u003d 63 months.

Fig. 3. Schedule of processes At (CASCO AM), discreteness t \u003d 1 month, T \u003d 40 months.

Mathematical model of the amount of insurance loss

Let us define the distribution function of a random variable η from an empirical sample η1, η2, ..., ηN of insurance claims, under the assumption that for each type of insurance the sample of insurance claims is random and homogeneous.

Using the classical apparatus for fitting the distribution function according to empirical observations of insurance claims, presented in, we will establish that the most appropriate distribution function of insurance compensation for Hull Hull and Hull AM (from the point of view of the Kolmogorov-Smirnov criterion) is a lognormal distribution with parameters μ\u003e 0, σ2\u003e 0 and density of the form

x\u003e 0. (7)

The parameters of the lognormal distribution for the empirical sample were estimated by the maximum likelihood method:

(8)

The main parameters for evaluating the distribution function, the Kolmogorov - Smirnov criterion

Fig. 4. Chart EIt, (in USD) for CASCO aircraft, t \u003d 1 month, T \u003d 5000

Fig. 5. Chart EIt, (in thousand rubles) for CASCO AM, t \u003d 1 month, T \u003d 1000

An example of fitting the empirical distribution function to the theoretical one is shown in Fig. four.

Assuming that the parameters λ, δ, μ, σ are stationary, we determine the average value of EIt as T → ∞ (simulation time) by the formula

Conclusion

In this article, a stochastic simulation model of the reserve of occurred but undeclared losses, built in terms of queuing systems, was considered. For the types of CASCO AM and CASCO AC insurance, a separate model of the number of incurred but undeclared losses was constructed, and the distribution function of insurance compensation at the time t was also determined.

The advantage of using this simulation model for calculating the IBNR is a high degree of adequacy to real data, which is confirmed by charts 2-6. In addition, the application of this model does not require a preliminary long process of accumulating data on losses and discretizing insurance payments (for a quarter, half a year, a year), as required by chain-ladder methods.

Stochastic modeling of the RPNU calculation queuing system is implemented in Microsoft Visual Studio 2010 in C #. Fitting the distribution function based on empirical data of insurance claims is implemented in the Statistica 10.0 package.

The present simulation model for calculating the RPNU can be improved in the case of representing the processes At, Dt in the form of multivariate processes.

Bibliographic reference

Butov A.A., Galimov L.A. STOCHASTIC SIMULATION MODEL FOR EVALUATING THE RESERVE OF INCIDENTED INSURANCE LOSSES IN THE TERMS OF CMO // Fundamental Research. - 2016. - No. 8-2. - S. 234-238;
URL: http://fundamental-research.ru/ru/article/view?id\u003d40647 (date accessed: 04/01/2020). We bring to your attention the journals published by the "Academy of Natural Sciences"

Introduction 3
Chapter 1 Theoretical, methodological and regulatory frameworks for CASCO insurance in the transport insurance system 7
1.1. The concept, types and features of transport insurance in the Russian Federation 7
1.2. Legal and regulatory framework for the regulation of auto insurance in the Russian Federation 14
1.3. Classification of car insurance risks in the Russian Federation and abroad on the example of CASCO 18
Chapter 2 Comparative analysis of domestic and foreign experience in auto insurance 24
2.1. The genesis of auto insurance, domestic and foreign experience 24
2.2 Comparative analysis of civil liability insurance for vehicle owners in the EU and Russia 30
2.3. Analysis of the dynamics and development trends of the auto insurance market in the Russian Federation 39
Chapter 3 Assessment of problems and prospects for the development of CASCO insurance 44
3.1 Problems of CASCO development 44
3.2 Prospects for the development of the CASCO insurance product 53
Conclusion 60
Literature and normative material 63

Introduction

The relevance of the research topic is determined by the importance of insurance and the problems of legal regulation of this field of activity.

Insurance activity, having a long history, for many centuries has known a significant role in the development of the economy, entrepreneurship, and stabilization of civil turnover. The development of the insurance market in Russia is of great importance today, both from an economic and a legal point of view.

Researching the problems of the insurance market and legal regulation of insurance today in our country is one of the topical topics. Representatives of legal and economic science draw attention to the fact that insurance does not occupy its due position in the economic system, does not develop in accordance with the needs of the market, which is associated both with the problems of legal regulation and insufficient state support for it.

Insurance companies incur heavy financial losses due to the economic crisis and the bankruptcy of insured entities. Development is also hampered by inadequate regulation, including the one that generates problems of law enforcement practice concerning such issues as determining the status of insurance companies, the subject of the insurance contract, the volume and procedure of payments, etc.

The need to address these practical and theoretical issues determines the relevance of the topic of this research.

The relevance of voluntary motor vehicle insurance is associated with the profound economic and social changes taking place in society in connection with mass motorization, the growth of the car fleet and traffic intensity, as well as significant material costs as a result of road accidents, which is one of the main causes of death among the population. ... At the same time, the level of accidents in road accidents and the severity of the consequences are quite high in comparison with countries with developed economies. Despite this, the market for transport insurance in general and voluntary auto insurance in particular does not occupy the same share of the economic market as in developed countries.

In industrialized countries such as the United States, the increase in the number of vehicles and traffic on the roads has led to a rapid increase in motor insurance premiums, most of which are motor vehicle hull insurance.

In Russia, motor vehicle hull insurance also occupies a noticeable local among other subspecies of property insurance, but its organization and legal regulation are associated with certain problems of a legislative, law enforcement, social, economic and organizational nature that require thorough scientific research.

The problems of legal regulation of insurance activity were dealt with by scientists of both the pre-revolutionary and Soviet periods of the development of legal science. Today, such authors as A.M. Avakyan, E.A. Ermolaev, S.V. Dedikov et al. Transport insurance was investigated in his monograph by S.А. Avseev. Such authors as D.E. Kalugin, A.N. Kopyrolin, M.M. Nenashev, S.A. Shikova and others.

Despite the importance of the research, many questions, both theory and practice, remain unresolved.

The aim of the work is to analyze the legal regulation and practice of using transport insurance.

To achieve this goal, the following tasks were set:

- consider the concept, types and features of transport insurance in the Russian Federation

- consider the regulatory framework for the regulation of auto insurance in the Russian Federation

- consider the classification of car insurance risks in the Russian Federation and abroad using the example of CASCO

- to analyze the genesis of auto insurance in domestic and foreign practice

- to conduct a comparative analysis of civil liability insurance of vehicle owners in the EU and Russia

- to analyze the dynamics and development trends of the auto insurance market in the Russian Federation

- to assess the problems and prospects for the development of CASCO insurance

The object of the research is public relations in the field of transport insurance.

The subject of the research is the norms of the current legislation governing relations in the studied area.

Research methods. The methodological basis of the study was made up of philosophical, general scientific, special legal and theoretical-methodological means and methods of cognition of phenomena and processes. In particular, with the help of the dialectical method, the definition of the concept, the essence and elements of transport insurance, a motor vehicle hull insurance contract were investigated. With the help of the formal-logical method, the norms of the current legislation governing the motor vehicle hull insurance contract and the practice of their application were investigated; using the comparative legal method - the regulation of this agreement in the Russian Federation and foreign countries. The stages of formation and development of a motor vehicle hull insurance contract were examined using the historical method. The use of the system-functional method made it possible to determine the content of the motor vehicle hull insurance contract. In the course of studying the judicial practice and contractual work of insurers, an empirical research method was applied.

Work structure. The work consists of three chapters, divided into six sections, an introduction, a conclusion and a list of used sources of literature and normative material.

List of references

1. "The Constitution of the Russian Federation" (adopted by popular vote on 12.12.1993) (taking into account the amendments introduced by the Laws of the Russian Federation on amendments to the Constitution of the Russian Federation of 30.12.2008 N 6-FKZ, of 30.12.2008 N 7-FKZ, of 05.02.2014 N 2-FKZ, dated 21.07.2014 N 11-FKZ)
2. Civil Code of the Russian Federation (part one) (Articles 1 - 453) (as amended on December 29, 2017) // Rossiyskaya Gazeta, N 238-239, 12/08/1994
3. The Civil Code of the Russian Federation (part two) (Articles 454 - 1109) (as amended on 04/18/2018) // Collected Legislation of the Russian Federation N 5, 01/29/96, Article 410
4. "Criminal Code of the Russian Federation" from 13.06.1996 N 63-FZ
(as amended on 04/23/2018, as amended on 04/25/2018)
5. On the organization of insurance business in the Russian Federation (as amended on 28.01.2018) /
Russian newspaper N 6, 01/12/93
6. On compulsory insurance of civil liability of vehicle owners, Federal Law of 25.04.2002 N 40-FZ (as amended on 25.09.2017) // Collected Legislation of the Russian Federation, N 18, 06.05.2002, Article 1720
7. On Approval of the Rules for Compulsory Civil Liability Insurance of Vehicle Owners "Regulations on the Rules for Compulsory Civil Liability Insurance of Vehicle Owners: Decree of the Government of the Russian Federation of 07.05.2003 N 263 (as amended on 26.08.2013) (approved by the Bank of Russia on 19.09.2014 N 431-P) (as amended on 05.24.2015) (Registered in the Ministry of Justice of Russia on 01.10.2014 N 34204) // Rossiyskaya Gazeta, N 87, 13.05.2003
8. On approval of insurance rates for compulsory civil liability insurance of vehicle owners, their structure and the procedure for application by insurers when determining the insurance premium: Resolution of the Government of the Russian Federation of 08.12.2005 N 739 (revised from 01.12.2012) // Rossiyskaya Gazeta, N 284 , 16.12.2005

Arbitrage practice
9. Resolution of the Plenum of the Supreme Court of the Russian Federation of June 27, 2013 N 20 "On the application by courts of legislation on voluntary insurance of citizens' property" // ATP Consultant Plus
10. The appeal ruling of the Moscow City Court dated 16.12.2013 in case No. 11-31444.
11. Determination of the Moscow City Court dated 03.26.2014 N 4g / 3-2435 / 14 // ATP Consultant Plus
12. Appeal ruling of the Moscow City Court of 12/16/2013 in case No. 11-31444 // ATP Consultant Plus
13. Appellate ruling of the Moscow City Court dated 01.28.2014 in case No. 11-5531 // ATP Consultant Plus
14. Appellate ruling of the Lipetsk Regional Court dated January 28, 2013 in case No. 33-187 / 2013 // ATP Consultant Plus
15. Decision in case 33-7498 / 2015 (07.05.2015, Supreme Court of the Republic of Bashkortostan (Republic of Bashkortostan))
16. Materials of judicial practice of the Altai Regional Court for the 1st quarter of 2013. // SPS Consultant Plus
17. Appeal ruling of the Krasnoyarsk Regional Court of 12.12.2016 in case N 33-10471 / 2016 // ATP Consultant Plus
18. Definition of the Armed Forces of the Russian Federation No. 11-KG15-25 dated 01.09.2015 // SPS Consultant Plus
19. Determination of the Moscow City Court No. 4g / 1-13782 dated November 30, 2016 // SPS Consultant Plus

Literature

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23. Veselkov A.A. Comparative review of the legislation on compulsory civil liability insurance of vehicle owners in Eastern and Central Europe (grounds for refusing insurance payments) // Insurance law. - M .: Ankil, 2004, No. 3. - P. 39-46
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Overall volume: 67

3.3 Analysis of problems in CASCO insurance

In the realities of today's life, an auto CASCO is everything that relates to the integrity and safety of the hull, i.e. "side" of the car. But today there are a number of problems in CASCO insurance, which are presented in Table 16.

Table16

CASCO problems - insurance and ways to solve them

	Casco insurance problems	Ways to solve problems
	Inflation, rise in the cost of repairs	Tariff growth
	Growth in unprofitable auto insurance	Use the franchise more actively and adjust the terms of policies
	Violation by insurers of the terms of payment of compensation	to fine companies for violation of the terms of payment of compensation.
	Understatement of the amount of insurance payment	Development of a unified methodology for assessing damage
	Clarifications of the Supreme Court regarding: prohibition of refusal to pay compensation if, after the hijacking, the driver did not provide the insurance company with a car registration certificate, a second set of keys and other documents for the car prohibition of refusal to pay compensation if the car was driven by a person not specified in the insurance policy.	Development of a standard hull insurance and its legislative consolidation;
	Growth of court decisions in favor of policyholders	Introduce a mandatory pre-trial regulation procedure
	Rise in fraud by policyholders	Transition of insurers to: compensation in kind (repair work) as opposed to payment of monetary compensation
	Lack of legislative clear wording on the timing of repair work and responsibility for its failure	Introduction of terms for repair work and liability for non-performance
	The presence of disagreements between the policyholders and the insurers in the assessment of damage; The right of insurance companies to directly influence the value of determining the amount of damage, concluding contracts only with those appraisers (expert technicians) who agree to their terms	Any institutions and departments should make any decisions regarding the determination of any value, only with the full participation of experts from self-regulatory organizations of appraisers. They should become full-fledged subjects of any activity, including lawmaking, related to the determination of value. Provide the victim with the right to independently determine the appraisal (expert) organization, oblige insurance companies to pay based on the results of the appraisal provided to the victim by the insurance company, and give the right to insurance companies to challenge the appraisal results in court only after the payment made by them.

This table shows that there are a number of different problems in CASCO insurance, which, in my opinion, are all very important because they all, to one degree or another, affect CASCO insurance, and this table also contains solutions to deal with these problems.

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