. "Article deals with quantile-based risk measures for insurance business. There are determined Value at risk (VaR) measures for exponential, lognormal and Pareto loss distributions in insurance practice. Paper also explains methods of determination of the conditional VaR and mean shortfall. These risk measures may be constructed in insurance business for the determination of economic capital or for the setting of insurance premium. Example of application presents computation of the above mentioned risk measures based real data from insurance company using statistical packages SAS and Statgraphics Centurion XV for loss variable that is difference between collective risk S and risk premium RP."@en . . . . . . "P(GA402/09/1866)" . . . . . "[357EF6D20F91]" . . . "RIV/00216275:25410/11:39892614" . "Determining the Value of Risk in Non-life Insurance Company" . . "Determining the Value of Risk in Non-life Insurance Company"@en . "193938" . . "Determining the Value of Risk in Non-life Insurance Company" . "Monte Carlo simulation.; quantiles; mean shortfall; loss distribution; conditional tail expectation; Value at risk"@en . "RIV/00216275:25410/11:39892614!RIV12-GA0-25410___" . "PL - Polsk\u00E1 republika" . . "25410" . "1"^^ . "Studia ubezpieczeniowe: Zarzadzanie ryzykiem i finansami" . "8" . "Determining the Value of Risk in Non-life Insurance Company"@en . . . "Article deals with quantile-based risk measures for insurance business. There are determined Value at risk (VaR) measures for exponential, lognormal and Pareto loss distributions in insurance practice. Paper also explains methods of determination of the conditional VaR and mean shortfall. These risk measures may be constructed in insurance business for the determination of economic capital or for the setting of insurance premium. Example of application presents computation of the above mentioned risk measures based real data from insurance company using statistical packages SAS and Statgraphics Centurion XV for loss variable that is difference between collective risk S and risk premium RP." . "9"^^ . "1"^^ . . "Pac\u00E1kov\u00E1, Viera" . "182" . "1689-7374" . .