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The Hurdle-Race Problem

机译:跨栏问题

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摘要

We consider the problem of how to determine the required level of the current provision in order to be able to meet a series of future deterministic payment obligations, in case the provision is invested according to a given random return process. Approximate solutions are derived, taking into account imposed minimum levels of the future random values of the reserve. The paper ends with numerical examples illustrating the presented approximations.
机译:我们考虑了如何确定当前准备金的要求水平,以便能够满足一系列未来确定性付款义务的问题,如果该准备金是根据给定的随机回报程序进行投资的话。考虑到储备金未来随机值的最低水平,得出近似解。本文以举例说明所提出的近似值的数值示例结尾。

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