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September 10, 2025CAUCHY Jurnal Matematika Murni dan AplikasiOpen Access

Systematic Literature Review: Optimal Stopping and Investment Optimization for Bankruptcy Risk Management in Sharia Insurance

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Authors

SYSetyo Luthfi Okta YohandokoDCDiah ChaeraniSSSukono Sukono

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Overview

This review analyzes investment optimization and bankruptcy risk in Sharia insurance, suggesting integrated methods for effective management.

Key Points

  • Investment optimization improves financial decision making under the unique constraints of Sharia insurance.
  • The Cramér–Lundberg model estimates bankruptcy risk effectively in financial operations with stochastic processes.
  • Optimal stopping theory, when combined with current methodologies, may enhance overall risk management strategies.
  • Quadratic programming aids in asset allocation, yet integrated approaches remain underexplored in existing literature.

Cite This Study

Yohandoko et al. (2025) studied this question.

synapsesocial.com/papers/68c1bb5b54b1d3bfb60ecf60https://doi.org/10.18860/cauchy.v10i2.35523
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