Teoria da ruína : um estudo de caso na saúde suplementar de Sergipe

• Autor(a) principal: França, Frederico Mendonça
• Data de Publicação: 2017
• Tipo de documento: Trabalho de conclusão de curso
• Idioma: por
• Título da fonte: Repositório Institucional da UFS
• Texto Completo: http://ri.ufs.br/jspui/handle/riufs/7190
• topic: Ciências atuariais; Estatística; Saúde suplementar em Sergipe; Seguro saúde; Simulação de Monte Carlo; Gestão de risco; Supplementary health; Simulation of Monte Carlo; Risk management; OUTROS::CIENCIAS ATUARIAIS

Considering the large number of health plan operators entering the insolvency stage in Brazil, the present work proposes the application of a methodology in order to assist companies in areas such as: insolvency forecast, contingency and actuarial evaluation. The study was based on real data, from January 2015 to December 2015 of a medium-sized operator located in the Northeast region. The simulations aimed to measure the probability of ruin in the 10-year finite horizon, using the Monte Carlo method, with 10,000 iterations, checking the impacts with fluctuations of the random variables such as generation and increase of assistance costs, generation and increase of administrative expenses and increase of the risk reserve. As a comparison of the final results, three different scenarios were created proposing premium readjustments (10%, 12% and 12-10%). Finally, it is concluded with this research that the simulation reached the proposed objective and analysis of its results produce satisfactory results, among them the main ones: to contribute with the knowledge generated about the subject and its application in the actuarial management of a company