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Naslov:New suptech tool of the predictive generation for insurance companies : the case of the European market
Avtorji:ID Jagrič, Timotej (Avtor)
ID Zdolšek, Daniel (Avtor)
ID Horvat, Robert (Avtor)
ID Kolar, Iztok (Avtor)
ID Erker, Niko (Avtor)
ID Merhar, Jernej (Avtor)
ID Jagrič, Vita (Avtor)
Datoteke:.pdf Jagric-2023-New_Suptech_Tool_of_the_Predictive.pdf (2,55 MB)
MD5: 7B47D0D04588A4E6F921663F6F4C5D14
 
URL https://doi.org/10.3390/info14100565
 
Jezik:Angleški jezik
Vrsta gradiva:Znanstveno delo
Tipologija:1.01 - Izvirni znanstveni članek
Organizacija:EPF - Ekonomsko-poslovna fakulteta
Opis:Financial innovation, green investments, or climate change are changing insurers’ business ecosystems, impacting their business behaviour and financial vulnerability. Supervisors and other stakeholders are interested in identifying the path toward deterioration in the insurance company’s financial health as early as possible. Suptech tools enable them to discover more and to intervene in a timely manner. We propose an artificial intelligence approach using Kohonen’s self-organizing maps. The dataset used for development and testing included yearly financial statements with 4058 observations for European composite insurance companies from 2012 to 2021. In a novel manner, the model investigates the behaviour of insurers, looking for similarities. The model forms a map. For the obtained groupings of companies from different geographical origins, a common characteristic was discovered regarding their future financial deterioration. A threshold defined using the solvency capital requirement (SCR) ratio being below 130% for the next year is applied to the map. On the test sample, the model correctly identified on average 86% of problematic companies and 79% of unproblematic companies. Changing the SCR ratio level enables differentiation into multiple map sections. The model does not rely on traditional methods, or the use of the SCR ratio as a dependent variable but looks for similarities in the actual insurer’s financial behaviour. The proposed approach offers grounds for a Suptech tool of predictive generation to support early detection of the possible future financial distress of an insurance company.
Ključne besede:European insurance market, suptech, supervision, financial deterioration identification, neural networks
Status publikacije:Objavljeno
Verzija publikacije:Objavljena publikacija
Poslano v recenzijo:07.09.2023
Datum sprejetja članka:11.10.2023
Datum objave:14.10.2023
Založnik:MDPI
Leto izida:2023
Št. strani:Str. 1-14
Številčenje:Letn. 14, Št 10, št. članka 565
PID:20.500.12556/DKUM-87705 Novo okno
UDK:331.1
COBISS.SI-ID:169164291 Novo okno
DOI:10.3390/info14100565 Novo okno
ISSN pri članku:2078-2489
Datum objave v DKUM:25.03.2024
Število ogledov:220
Število prenosov:31
Metapodatki:XML DC-XML DC-RDF
Področja:Ostalo
:
JAGRIČ, Timotej, ZDOLŠEK, Daniel, HORVAT, Robert, KOLAR, Iztok, ERKER, Niko, MERHAR, Jernej in JAGRIČ, Vita, 2023, New suptech tool of the predictive generation for insurance companies : the case of the European market. Information [na spletu]. 2023. Vol. 14, no. Št 10,  članka 565, p. 1–14. [Dostopano 18 april 2025]. DOI 10.3390/info14100565. Pridobljeno s: https://dk.um.si/IzpisGradiva.php?lang=slv&id=87705
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Gradivo je del revije

Naslov:Information
Skrajšan naslov:Information
Založnik:MDPI
ISSN:2078-2489
COBISS.SI-ID:18497046 Novo okno

Gradivo je financirano iz projekta

Financer:Drugi - Drug financer ali več financerjev
Program financ.:Insurance Supervision Agency in Slovenia

Licence

Licenca:CC BY 4.0, Creative Commons Priznanje avtorstva 4.0 Mednarodna
Povezava:http://creativecommons.org/licenses/by/4.0/deed.sl
Opis:To je standardna licenca Creative Commons, ki daje uporabnikom največ možnosti za nadaljnjo uporabo dela, pri čemer morajo navesti avtorja.
Začetek licenciranja:14.10.2023

Sekundarni jezik

Jezik:Slovenski jezik
Ključne besede:Evropski zavarovalniški trg, nadzor, nevronske mreže


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