Modelowanie struktury zależności w modelach aktuarialnych
Modelling of the dependent structure in the actuarial models

Summary/Abstract: The paper is devoted to the modelling of the dependent structure. The basic information about copulas, the primary tools used for modeling the dependence, are pre-sented. The main families of copulas: Archimedean and elliptical are discussed. The examples of the modelling of the dependence in the selected actuarial issues: insurance of spouses, risk processes and reinsurances are shown in the second part of our paper. We focus on determining the value of pension in the insurance of spouses. In addition to the copulas, the Markov chains are used in them. The issues concerning the theory of ruin are studied in the risk processes. The dependent binomial distribution is introduced and used during the discussion of reinsurance. The classical approach assuming the independence of occurring variables and random processes is generalized in these actuarial models. The issue of simulations using the copulas are discussed, too. The paper is a review.

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