In this thesis, annuity-due and annuity-immediate 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. Finally, an example is given to illustrate the application of these results.
","abstract_html":"<p>In this thesis, annuity-due and annuity-immediate 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. Finally, an example is given to illustrate the application of these results.</p>","abstract_has_math":false,"creators":["Mu, Xiaoyu"],"institution":null,"degree_name":"MS (Master of Science)","degree_level":"Thesis - restricted","degree_discipline":"Mathematical Sciences","degree_department":null,"school":null,"contributors":[],"advisors":[],"committee_chairs":[],"committee_members":[],"year":2003,"date_issued":"2003-08-11T07:00:00Z","date_published":"2003-08-11T07:00:00Z","updated_at":"2026-07-24T02:19:21Z","subjects":["Lundberg's inequality","NWUC","compound binomial risk model","forces of interest","ruin probabilities","Discrete time risk model","Physical Sciences and Mathematics"],"languages":[],"rights":["Copyright by the authors."],"rights_urls":[],"identifier_entries":[]},"links":{"outbound_url":"https://dc.etsu.edu/etd/796","outbound_label":"Repository record","outbound_source":"dc:identifier"},"metadata_groups":[{"id":"people","label":"People","entries":[{"key":"dc:creator","label":"Author","values":["Mu, Xiaoyu"]}]},{"id":"academic_context","label":"Academic Context","entries":[{"key":"dc:date.issued","label":"Date","values":["2003-08-11T07:00:00Z"]},{"key":"thesis:degree_discipline","label":"Discipline","values":["Mathematical Sciences"]},{"key":"thesis:degree_level","label":"Degree Level","values":["Thesis - restricted"]},{"key":"thesis:degree_name","label":"Degree Name","values":["MS (Master of Science)"]}]},{"id":"subjects_keywords","label":"Subjects and Keywords","entries":[{"key":"dc:subject","label":"Dc Subject","values":["Lundberg's inequality","NWUC","compound binomial risk model","forces of interest","ruin probabilities","Discrete time risk model","Physical Sciences and Mathematics"]}]},{"id":"language_rights","label":"Language and Rights","entries":[{"key":"dc:rights","label":"Dc Rights","values":["Copyright by the authors."]}]},{"id":"identifiers","label":"Identifiers","entries":[{"key":"dc:identifier","label":"Identifier","values":["https://dc.etsu.edu/context/etd/article/1953/viewcontent/MuX072503f.pdf","https://dc.etsu.edu/etd/796"]}]},{"id":"additional","label":"Additional Metadata","entries":[{"key":"dc:description.abstract","label":"Abstract","values":["In this thesis, annuity-due and annuity-immediate 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. Finally, an example is given to illustrate the application of these results.
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