Optimal investment policy of an insurance firm

Keyphrases

• Optimal Investment 100%
• Insurance Companies 100%
• Investment Strategy 50%
• Policyholders 50%
• Classical Model 50%
• Diffusion Approximation 50%
• Collective Risk 50%
• Compound Poisson Process 50%
• Conversion Mechanism 50%
• Net Profit 50%
• Firm Objectives 50%
• Claim Process 50%
• Premium Payment 50%
• Claim Size 50%
• Collective Risk Model 50%
• Investment Problem 50%
• Conversion Cost 50%

Mathematics

• Insurance Firm 100%
• Classical Model 50%
• Diffusion Approximation 50%
• Compound Poisson Process 50%
• Risk Model 50%
• Claim Size 50%
• Net Profit 50%

Economics, Econometrics and Finance

• Investment Strategies 100%
• Investment Policy 100%
• Levy Process 100%