Wealth investment strategies for insurance companies and the probability of ruin

DOI10.1007/s40995-017-0166-4zbMath1397.91286OpenAlexW2595533254MaRDI QIDQ1787826

Aqsa Parvez, Sultan Hussain

Publication date: 5 October 2018

Published in: Iranian Journal of Science and Technology. Transaction A: Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40995-017-0166-4

zbMATH Keywords

probability of ruinoptimal investmentsdiscrete-time investmentssolvency conditionwealth function

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (1)

Discrete-time model of company capital dynamics with investment of a certain part of surplus in a non-risky asset for a fixed period

Cites Work

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