Ruin Probabilities with Dependent Forces of Interest.

<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>

Name thesis:degree_name

MS (Master of Science)

Level thesis:degree_level

Thesis - restricted

Discipline thesis:degree_discipline

Mathematical Sciences

Year dc:date.issued

2003

Author dc:creator

• Mu, Xiaoyu

• Lundberg's inequality
• NWUC
• compound binomial risk model
• forces of interest
• ruin probabilities
• Discrete time risk model
• Physical Sciences and Mathematics

Statement dc:rights

• Copyright by the authors.

Repository record dc:identifier

https://dc.etsu.edu/etd/796

OAI identifier oai:identifier

oai:dc.etsu.edu:etd-1953