Design of an Optimal Risk Sharing Function in the Insurer's Problem Under Various Types of Restrictions on the Insurer's Risk

Student: Sychev Vladislav

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

Educational Programme: Applied Mathematics (Bachelor)

Year of Graduation: 2020

All over the world, the insurance market is rapidly developing, and many new insurance objects are appearing. As a result, the issue of risk sharing between the insurance company and the policyholder is extremely important in the field of insurance strategies. This paper presents a study of the optimal form of insurance from the point of view of an insurance company. The work is divided into three parts: theoretical materials, problem statement and modeling.

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