Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 6 of 6 for “"ruin probabilities"”.
-
Ruin Probabilities with Dependent Forces of Interest.
… discrete time risk models are introduced and ruin probabilities in these two models under dependent forces of interest are discussed. Recursive and integral equations for these ruin probabilities are given. Inequalities for the ruin probability estimation are derived by an inductive approach. …
-
Periodicity and ruin probabilities for compound non-homogeneous poisson processes
… claim counting process are discussed. The ruin probabilities of compound non-homogenous Poisson processes with periodic intensity function are also discussed, in which the embedded discrete risk model and the average arrival rate risk model are presented and bounds for the ruin probability …
-
Ruin probability and Gerber-Shiu function for the discrete time risk model with inhomogeneous claims /
… and claims paid. The main risk measures, ruin probabilities and Gerber-Shiu function, are investigated and recursive formulas are obtained. These formulas give fast and accurate evaluation of the finite time ruin probabilities and Gerber-Shiu function. However, the infinite time …
-
A unified study of bounds and asymptotic estimates for renewal equations and compound distributions with applications to insurance risk analysis
… claim distributions, stop-loss premium and ruin probabilities with general claim sizes and especially with heavy-tailed distributions. Chapter 1 presents the probability models of compound distributions and renewal equations in insurance risk analysis and gives the summary of the results of …
-
Dependent Risk Modelling and Ruin Probability: Numerical Computation and Applications
… thesis, we are concerned with the finite-time ruin probabilities in two alternative dependent risk models, the insurance risk model and the dual risk model, including the numerical evaluation of the explicit expressions for these quantities and the application of the probabilistic results …