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

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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.

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

Yohandoko et al. (2025) studied this question.

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