The Stochastic Simulation Of Ruin Probability Of Insurance Company In Excel Environment

As an effective way to deal with the risk in commodity society, insurance has been widely adopted by the world. Meanwhile, the problem of risk analysis becomes more and more crucial. Modern risk theory has been developed mainly via stochastic process of mathematical tools, which provides a manager who is serving in insurance with theory basis and practical guidance. From the perspective of insurance company, its own risk can’t be ignored. So the study and simulation of ruin probability has important theoretical and practical significance.As the case of insurance company, assets and liabilities are the crucial factors that affect the long-term and stable development of a company. This paper studies the ruin probability of risk models, along with Monte Carlo technology and most popular office software-Excel, which aims to make the insurance company better operate and work steadily in theory and application.