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

Soontorn Boonta
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Soontorn Boonta: Department of General Science, Faculty of Science and Engineering, Kasetsart University, Thailand.

International Journal of Latest Technology in Engineering, Management & Applied Science, 2025, vol. 14, issue 6, 469-474

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.

Date: 2025
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