Reducing the Possibility of Ruin by Maximizing the Survival Function for the Insurance Company’s Portfolio
In this paper, the intention was to reduce the possibility of ruin in the insurance company by maximizing its survival function. This paper uses a perturbed classical risk process as the basic model. The basic model was later compounded by refinancing and return on investment. The Hamilton–Jacobi–Be...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2022-01-01
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| Series: | Journal of Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2022/2771223 |
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