التحليل الكمي للمخاطر باستخدام طريقة محاكاة Monte Carlo: دراسة حالة المديرية الجهوية لشركة التأمين SAA بالبليدة

Abstract EN

This study aimed to build a probabilistic model that can be relied upon to measure and confront potential risks that may occur to the organization and manage them.

in order to analyze these risks, the Monte Carlo simulation method was used, by creating a probability distribution for all the variables driving these risks that arise and performing a simulation of the system as a whole.

the results obtained revealed that the probability distribution created for the Monte Carlo simulation gave an exact image of the simulated system, with the same characteristics as the probability distribution for the real population, by generating random numbers.

the study proved that the Monte Carlo simulation has the ability to measure the probability of risks occurring.

we also found a relationship between the variables driving potential risks and the response strategy followed by the institution, in addition to the presence of a large influence on the part of these variables.