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Showing 1 to 1 of 1 for “"Ruin probability ; Gerber-Shiu function ; discrete time risk model ; inhomogeneous claims"”.
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Ruin probability and Gerber-Shiu function for the discrete time risk model with inhomogeneous claims /
In this thesis, the discrete time risk model with inhomogeneous claims is considered. This model is used for describing the insurer‘s capital and its components: initial capital, premiums received, and claims paid. The main risk measures, ruin probabilities and Gerber-Shiu function, are …