Ruin probability of insurance companies in Nigeria using model with economic environment: Pre and post capitalization analysis
نویسندگان
چکیده
The behavior of the reserve insurance firms in Nigeria from 1996 to 2011 is investigated using ruin model with economic environment. investment portfolios are classified according types returns expected: Investments fixed and investments stochastic returns. Against usual ways monitoring performances companies regression correlation, a risk environment used. probability determined integro-differential equation for model. results show that there has been positive growth before recapitalization, though rate after recapitalization higher. total shows drop recapitalization. Also, probabilities more liable get ruined than claims against converse
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ژورنال
عنوان ژورنال: Journal of Fundamental and Applied Sciences
سال: 2021
ISSN: ['1112-9867']
DOI: https://doi.org/10.4314/jfas.v13i3.20