Optimization of Unconditional Deductible in the Individual Risk Model

Student: Valiulin Rustem

Faculty: HSE Tikhonov Moscow Institute of Electronics and Mathematics (MIEM HSE)

Educational Programme: Applied Mathematics (Bachelor)

Final Grade: 7

Year of Graduation: 2016

This paper presents a detailed analysis of the problem of the insured, from the theoretical foundations necessary for its decision, to the detailed description of the problem to a specific example. In the first chapter of this work were formulated the basic theoretical foundations of the model, its components are considered. In the next chapter, it was posed and solved the problem of optimal choice imputations insurance. At the end of a numerical example illustrating the obtained results in the previous section in the case of the exponential distribution payments.

Full text (added May 28, 2016)

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