Affiliation:
1. Department of Mathematics, Khon Kean University, Khon Kean, Thailand
Abstract
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.
Publisher
World Scientific and Engineering Academy and Society (WSEAS)
Subject
Computer Science Applications,Information Systems
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