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The Minimum Initial Capital of The Discrete-Time Surplus Process as A Kind of Investment for Insurer

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  • Soontorn Boonta

    (Department of General Science, Faculty of Science and Engineering, Kasetsart University, Thailand.)

Abstract

This paper examines the minimum initial capital an insurer needs to maintain to prevent insolvency, given that the probability of ruin does not surpass 1% and 5% of the discrete-time surplus process with an investment in a mutual fund. The simulation method is employed to determine the probability of ruin, while the regression technique is utilized for calculating the minimum initial capital.

Suggested Citation

  • Soontorn Boonta, 2025. "The Minimum Initial Capital of The Discrete-Time Surplus Process as A Kind of Investment for Insurer," International Journal of Latest Technology in Engineering, Management & Applied Science, International Journal of Latest Technology in Engineering, Management & Applied Science (IJLTEMAS), vol. 14(6), pages 469-474, June.
    • Handle: RePEc:bjb:journl:v:14:y:2025:i:6:p:469-474
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