A Sufficient Condition for Reducing the Finite-Time Ruin Probability Under Proportional Reinsurance in Discrete-Time Surplus Process

In this paper, we present the process of the measuring durability of insurance company, in which, this study focus on the discrete-time under the limited time the company must reserve sufficient initial capital to ensure that probability of ruin does not exceed the given quantity of risk. Therefore the illustration of the minimum initial capital under the specified period for the claim size process to the exponential distribution has explained.

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Measuring Durability of Insurance Company Based on Ruin Probability

Somprom

Klongdee

2020

Wseas Transactions on Information Science and Applications

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A Sufficient Condition for Reducing the Finite-Time Ruin Probability Under Proportional Reinsurance in Discrete-Time Surplus Process

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Measuring Durability of Insurance Company Based on Ruin Probability

Measuring Durability of Insurance Company Based on Ruin Probability

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