Solving the Problem of the Insurant of the Choosing an Optimal Insurance Strategy with Additional Restrictions

Student: Mironova Viktoriya

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

Educational Programme: Applied Mathematics (Bachelor)

Final Grade: 7

Year of Graduation: 2019

The proposed paper represents the study of the optimal form of insurance by the insured, that is, the client of the insurance company. The first part of the work contains the main theoretical materials that are necessary to solve the problem. The next part contains an analysis of some articles from the direction of the theory of insurance, with the help of which the proposed methods were studied on this issue. The task was set within the framework of the established model with the help of important theorems and statements in the field of optimization of risk sharing. The third chapter consists of solving this problem and reviewing the results, confirming the applicable methods.

Full text (added May 26, 2019)

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