Dynamic Simulation for Strategic Insurance Management

Transcription

1 Da Sua f Sag Isua Maag Yaa Baas, Kku Çak a Ek Dua Bgazç Uvs, Dp. f Iusa Egg Bbk, Isabu Tuk Ea: [email protected]. I hs pap, a a -bas aag sua pj a u f a aj sua pa Tuk s ps. Th bjv f h pj was ass a sag aaga pbs f h pa b usg ss a sua. Th a sag pb f was h fa ha h pa xhb a fas gwh bw 1988 a 1993, fw b a pss saga a v a sgh. Ths a sbs h a suus f h, pss h va ss a ss h aj sus f h su. Th s vp a vaa usg a aa f sv as, bw 1989 a Da bhav f h f a h aj vaabs xhbs s sba h a hss. Th a pf f h s ha gas a ss a a usag f pa s a a xa as s as ab av sus f h xsg a pa pbs. O f h as f h pj has b aua a as a p pj. w av gag vs f h s h fa sags f h p. Th a h ga vs a b us as a ag aba h pa, whh wu b a fs sp wa gazaa ag. 1. Iu Ths pap suazs a -bas aag sua pj a u f Hak Sga, f h ag fs h Tuksh sua s. Maagg s f Hak Sga f ha h pa ha s pa pbs a qus ha a xa a (Bgazç Uvs s- ss as sah gup SESDYN) aaz hs pbs sfa. Th pj was a u Th a bjv f h pj was ass a aaga/gazaa pbs f h pa b usg a sua aass. Th as bh h gazaa pbs f h pa w aaz b bug a aag sua f h pa. Wh h pj fus a h sag, g- aag pbs, s aa sh- pbs h as a a pas w as w. I hs pap, w fus h sag, g- pbs, ps h sag sua a suaz h sus ba a h f h pj. (S Baas a. 1997, f sua sps f h as a a s). 2. Th pa a sag pbs Hak Sga fus uw fv ga vss a has v 500 ags. Th pa s h sxh bggs sua f Tuk s f a pu vus. Th a vs whh s a İsabu, gas abu 45 p f a ps. N p f h p uwg a pf b ags, whas h ag p a b h sas ps f h pa. Th pa spazs a sua bahs (bahs

2 h ha f a hah suas). Lk s a sua pas, s f s vus (abu 80 p ) a ba f a a f ps. Tp aag f Hak Sga was abu w pa pbs. Th fs ha wh h fa ha h pa xhb a fas gwh bw 1988 a 1993, fw b a pss saga a v a sgh. I 1996, af h as f saga, aag ha ugh as bv ha h pb a b f pa, sh- au. Th s qus as b p aag was h uus a b vaus pas f aa ps, sp f saga/ p sas. I aaz hs w pbs a bu a sua ak h, h sah a u uus vws wh aags a ps a a u xsv aa aass (bh pa aa a ak/p aa). I was pssb ba ab aa af 1988,. f 96 hs. Rsus f hs vws a aa aass a suaz bw: a- Th bas as f s vaabs f p aag s pb sp: a ap gwh bw 1988 a , fw b a saga, v a sgh s bahs a gs. Ta ub f ps uw p a, p gu 1, shws hs bhav. Th sa as s bsv gu 2, f ps uw h w aj pas: a a f. (I h f pa, h sua s ws, g af 1993). I gus 1 a 3, pus a ( 1989 sa $ vaus) a p. W s ha h a pus (gu 1) a a pus (gu 3) xhb h bas b-h-saga bhav. ( pus a fuuag, whh shws ha h f p p p us hav va subsaa au f h spa bw h as f ps a pus). a, -f (av) ps aua xhb a as sa ps uw p a: gwh-h-saga. (gu 4). b- Mak sha f h pa (asu s f pu vus) as spas a gwh-h as. Th va ak sha paks a 9.5% 1991 a gaua ps 6.5% (gu 5). O ff bw h ak sha bhav a h as f pu vus s ha h pu vus gw u 1993 (gu 1). Ths spa as ha s ps bga pf av b as a as Th fuaa as f h ak sha h w aj bahs, a a f, a as h bas gwh-h. (gu 5). - O h xpus s, wu a xp a sa gwh-h bhav f h as fs a as pas. Bu gus 6, 7 a 8 a swha ff s: Th ub f as fs xhb a gwh, v af 1993, bh a as (gu 6) a a as (gu 7). Ths ps a pa pb s f qua f ps- f h pa. s f h as pas s gus 6 a 8, h b 1992 a h spa a gwh ( a a ga a). ga, as a pa pb s f pfab af ( pas a h h ha v usab, u hgh vaab f sss).

3 , , ,000 75,000 P s 4 400, , P u s 3 300, , ,000 65,000 60,000 55, , ,000 45, ,000 Ps Pus gu 1 - Ta Ps Uw & Pus gu 2 - & Ps Uw [US$, 1989 sa ps] , ,000 75, , , ,000 70,000 65,000 60,000 55,000 45, , ,000 gu 3 - & Pus [US$, 1989 sa ps] gu 4 - v Ps ( & )

4 %10.0 % , & T a %9.5 %9.0 %8.5 %8.0 %7.5 %7.0 % 9.0 % 8.5 % 8.0 % 7.5 % 7.0 % 6.5 C a s 40,000 30,000 20, C a P a s %6.5 % ,000 7 Ta Ca s CaPas gu 5 - Mak Shas gu 6 - Ta Ca s & Ca Pas [US$, 1989 sa ps] 45,000 3, ,000 2, ,000 30,000 25,000 20,000 15,000 2,600 2,300 2,000 1,700 1, ,000 1, , gu 7 - & Cas gu 8 - & Ca Pas [US$, 1989 sa ps]

5 T h a W k f g P / g [US$ 000] 280 P u / 220 W 200 k f ThaW kf g P/g gu 9 - Tha Wkf & gs gu 10 - Puv Ras Pu/W kf %55 %80 2, & T a %50 %45 %40 %35 %30 %70 %60 %50 %40 %30 P / W k f 1,800 1,600 1,400 1,200 1, g / W k f %25 % Ta P/W kf gu 11 - Lss Ra gu 12 - Wk Is Ras g/w kf

6 - Th bas gwh-h-saga as f h pa s as bsv h wkf a ag ubs. ( Tha wkf fs h wkf ah bah pa suh as a, f,., h as pa, akg a sas, fa, aua a ga bahs). gu 9 shws ha wkf a ag ubs bh spa a fasgwh fw b a ah fa as. - Ca asus f puv a xa gu 10. Th puv f ags (p/ag) xhbs a shap as bw 1989 a 1991, h sabzs a au 850 a fa ps w gba pfa asu f wkf u b pus/wkf s gu 10. Is bhav s sa ha f ag puv, xp ha pus/wkf xhbs a w-phas gwh: a a, a pa sag pfa asu us b sua pas s h ss a, f as a pas/pus a. Naua, a pa wu k kp as w as pssb a a abv 1. Ova ss a a a ss a p gu 11 a a sasfa vs (au 50%), ahugh h hav bh b asg v h as. ss a s ah usab, u hgh vaab bh p ps a a pas, as s bf. f- Tp aag s qus: wh vaus pas kp ag f aa ps, sp f saga/ p sas? has sva pa asws: I h as pa, h f aa wkf a b xpa b a as h a fs as aa s gus 6 a 7. Bu h ha bah pas (suh as a a f), h p sas (. h wka) has b g. Th wkf us h b xpa b s h h wka. O suh p wka sv hs su s h g/wkf a. aj a u pf b h ha wkf s asw h quss ask b ags - b ph aua vss. Th ps ha w vw sa ha h sp a sgfa au f svg h ags. Thus, a h p vu, h ags hsvs su a wka. I gu 12, bsv ha h g/wkf a has as h pas 3 as. (a, ah a fa shw gaphs s ha ahugh h a ha wkf a as sa h pas 5 as, h w-v wkf has as f abu , wh h -aag ubs hav as. I u b ha h a a hfs, ugh as h pa). Ms f h abv bsvas/pbs a supp b aa a s a f b vws wh ps a aags. Ths pbs a f a fbak au (pa haaz b a b-h-saga ) a ss as hg s hus apppa. (Ss as hg has aa b app sua aag: Sg (1987) ps usg ss as h aass f as aag pbs a Da a (1995) pss a appa f h h sag f sua aag).

7 3. Suu f h M k s a h a phass f h pj was h pa w pas: İsabu (a g) a Rgs (a h ga vss). İsabu a a h gs pf as qua s f a ub f ps a pus. h s was ak h sua u as h. Th was bu as a s, s ha h sua sp DT was as fx a h. Th pa s 10 aj sgs s f whh a sa suua: İsabu, İsabu, İsabu Cas, İsabu gs, Rgs, Rgs, Rgs Cas, Rgs gs, Makg a a.,, Cas a gs sgs f İsabu a Rgs a v sa suu wh ffg paas. uh, a sgs a as qu sa, wh s suua a paa ffs; w a a hs p sgs. I sua, h ba g suu f h a b suss u fv hags: Ps ( ), Cas, gs, Makg a as. Suh a g suua sua f h (sva s sp ha h aua ) s gv gu 13. Ps ( a ) sgs a h pas f h wh ps a uw a aa. Th upp f p f gu 13 suazs hs pss: Ps a uw, h aua hugh h sags a fa w a. (Th as f havg ff sags s ha ps us pa a w pa h 1 s h a h pa h s f h pu 5 saas h x 5 hs). a, P Wkf a h v b gu 13 s as pa f h Ps sg. S 90 p f uwg a pf b h ags, h pa a v pa h ss. Th ub f ags as w as h puv, gh h busss vu f h pa. g puv ps Css Ra, Cas Pa Da, akg b h pa a fa h Mak Saua Eff (h s h ak fu saua h ha s w ps). Ths fus a shw h f p f gu 13. I fgu 1, h ba ausa p aga f hs suus s shw. Th fus g h as f h ub f ags a as ps h sa sg. Th ag pg a sg ss a a p sas vu pfab f h pa a h a f ags/p. Ths as ha, f w ags p, h pa us b pfab ugh, bu us as hav ugh ps pv a u sv b h w ags. Ohws w ags su a us wka f h pa ps a bh pas b ssasf. (s suss abv, h pbs s). I h Cas sg, h suu f as fs ga as a fu f h a av ps a h pssg as f hs as a pas a ha. Th ashp bw h Ca Wkf a Ca s s pa hs pss, as h h sp a qua f a ss. Ths sg s suaz h gh f gu 13. Th suus a paas f h ak suh as ak xpas a (u w as s a huss su), ak shas, ak saua v, p a akg xpus a ha h Makg s. (Suaz h f gu 13).

8 a, h a asps f ps a as a h ha h a sg. Th pu vus a a pas, as w as faa ss a vus a aua hs s. (s, pus a a pas f h h sua bahs suh as aspa, aguu a gg a a h as sp pags f a a f ps). as sg s suaz h w gh ha f gu Vaa, Expa a Rsus Vaa f ss as s has w aj asps: suu vaa a bhav vaa. (Baas 1996). Suu vaa as sa ha h s a suu (s f ashps) s a g ugh sp f h a ss, wh sp h pbs f s. Bhav va as ha h upu bhav f h s s ugh h a a bhav. Th suua vaa f h sua was a u b uus g, x-, ssv, a bua ss. (Baas 1996). Th quaav a g au f hs ss aks pssb shw h sus h x f suh a a. W sp sa ha h was fu b suua ab a shw s sus ha sa s bhav va. Th paas a pu fus w sa a bhav vaa was a u usg uus h a aa f sv as f ( s ass 96). I gu 14, h a a f ps uw b h pa a h s ga b h a p. N ha bh bahs, h fuaa bhav (b-h-saga) f p sas a fa w apu b h. Th s as a asab u f bw h a a -ga bhavs, ahugh h a f us sgfa spas a p-b-p bass. (Ss as p f x a- sua s a xp pu p-b-p fass. S Baas 1996). I gu 15, a pus a b Hak Sga a h s ga b h a p. Th s aga a fa g ah bw h w bhavs. Th pus a b bahs a p gu 16. Th pus ga b h, p h sa gaph spas v g sba h a aa, bh f a a bahs. Th a ak shas f h pa s gv gu 17. hugh h sgh vsas h a ak sha h a as a sgh usas a as, h fuaa as s w apu. O h xpus s, h a a pas a p gu 18, wh w aga bsv a g f. a, h ha wkf a ag ubs a p gu 19. hugh h a s sgfa ffs a pb-p bass, w a aga sa ha h fuaa as ah asab w. Th xhbs ss h sa v f apab bhav va wh sp s h vaabs; w h hs a av p. Ova, h sas a g v f bh suua a bhav va. Nuus sua xps w a u h f s asws h pbs s abv S 2. Sua sus shw wha fas hav aus saga / a hw av a sa h fuu. I was u ha ahvg ah gwh phas a susag was x ffu, h ssa sab. Ma sus a b suaz as fws:

9 Uwg g p Ep v Ps 0-1 Mh P. 1-5 Mh P Mh P. g Qus N. f gs Nw gs Cu1 Css Ra g Puv Ca Pa. Da hg1 Mak Sa. Eff. Cu2 Rwas Makg Expu Maua P. Rwa a P Ra P Wkf Mak. Exp. Ra Mak Sha gu 13. Ba G Suus f h Isua M qus1 Maua N-Rwas Ta Pu Ta Wkf vg. P. P Ss Ca Pas Tha Pf Nw Cas vg. Pa. p Ca Ca s Is N Pu Ca Ra Cash Ca Is Oh Expss Ca Wkf N Ca Pa hg2 qus2

10 a) I h u suu, h pu ps hav h ags. Thf f a as p sas/ak sha, h h ub f ags h puv p ag shu b as. Iasg h ub f ags s a as su. Th xss a hsh ag/p a h s whh hags bw 1-2. Ths a as ha ah ag ss ps, bu sh as aks awa f pa s w sus b askg fqu quss, vsg pa ps. If hs hsh s x, h ags b pfab f h pa a h basa a ussa wka f h pa ps. Thf, a agp gwh bs quk upfab, s qus xssv p hg as w b) Iasg h puv p ag s as h. Th puv f a ag ps a fas suh as p p, avs a ak saua ff, a hs w qua. I v h ak saua ff, avsg a p u sags shu b p suaus, whh a b pfab. b sag f h g- s sa a hgh-qua ag f ag pga. Ths wu as h ag puv, bu as push h a ag/p hsh upwa, s hgh-qua ag wu ss hp f h pa wkf. ) h suggs sag s ak h pa s p pu ss p ags a pa s w ps. Suh a shf sas a b ahv b as f ph, TM, Iav TV a I. Th pss us sa wh ag f a p sasa wh h pa. ) Th wa pag f h xsg ps a hgh ( 60%-70%). Sus shu b as h wa pag. Ths s aa wh h p vu a b as b pa s w wkf, whh s av ss p ags. ) Th a f aa ps b vaus pas was sv b pa baus f h sa as h ub f pp h aaga pss, whh a a av u h ub f ps ha h a u wk. I ss ha s aaga pss hav b a jus p pp. T vs hs, haha as us b u a s afa aaga pss us b gaua a. Oh p a v hass us b sabsh. 5. Cus Ths sua-bas ss aag sua pj pv b usfu bh f h a f h aas-a. Th a pf f h s ha gas a ss a a usag f pa s a a xa as s as ab av sus f h xsg a pa pbs. I us b phasz ha h ag ha has u ug h g pss sf was x vauab. S f h fgs w ba as a su f sua xps a aass, bu h sus w aa ba h a phass f bug. Th, gh wh a h fgs w

11 sub h pa. O f h as shfg sas b pa wkf- has b a as a p pj h pa. w av gag vs f h s h fa sags f h p. Th a h ga vs a b us as a ag aba h pa, whh wu b a fs sp wa gazaa ag.

12 4 80, ,000 75, , , ,000 65,000 60,000 55, ,000 45, , () () Pus Pus() gu 14 - & Ps Uw gu 15 - Ta Pus [US$, 1989 sa ps] % % %8.5 %8.0 % % %6.5 () () gu 16 - & Pus [US$, 1989 sa ps] gu 17 - Mak Sha Ta Ta()

13 CaPas CaPas() gu 18 - Ta Ca Pas [US$, 1989 sa ps] T h W k f g ThaW kf g ThaW kf() g() gu 19 - Tha Wkf & gs Rfs Baas, Y. Çıak K., Dua E. a Uzusagu G. (1997). Ss as appah pb svg a sua pa. Pgs f h 15 h Iaa Ss Das Cf, pp Baas, Y. (1996). a sps f M Va a Vaa Ss Das. Ss Das Rvw, V.12,.3, pp Da,., M. Guksa, N. Mass, a M. Sasps (1995). Th Das f Maagg a Lf Isua Cpa. Ss Das Rvw, V.11, N.3, pp Isua Supvs Off Rps, , Isabu, Tuk. Mh Rps f Hak Sga, Jaua 1989 Ju 1996, İsabu, Tuk. Sg, P.M. (1997). Caazg Sss Thkg wh Ogazas, MIT Wkg Rp, Ya Rps f Hak Sga, , Isabu, Tuk.