Monday, December 2, 2013

An Exercsie on Simulation


Probability that a health policy become a claim policy is equal to 0.3 if age of the policy holder is more than 50 years otherwise it is 0.2. This policy is designed for a particular lifestyle people where 20% of the persons are above 50 years of age.
Claim amount distribution is linear varying between Rs. 1000 to Rs. 25000 with 0.5 probability, between Rs. 25000 to Rs. 100000 with 0.3 probability and between Rs. 100000 to Rs. 150000 with 0.2 probability.
10% of the premium collected is accounted for administrative cost.
Simulate this for 1000 policies taking premium as Rs. 6000 per policy. Experiment by changing the claim distribution pattern and other variables in this model.

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