Optimal Claim Settlement Strategies under Constraint of Cap on Claim Loss

In this paper, we examine the question of how to devise an optimal insurance claim settlement scheme under the constraint of a cap on the amount of the claim payment. We establish objective functions to maximize the net benefit due to exaggerated claims while at the same time maximizing the total ex...

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书目详细资料
Main Authors: Hong Mao, Krzysztof Ostaszewski
格式: 文件
语言:English
出版: MDPI AG 2021-12-01
丛编:Mathematics
主题:
在线阅读:https://www.mdpi.com/2227-7390/9/24/3284