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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Teoria da Ru?na em um Modelo de Markov com dois Estados

Silva, Carlos Alexandre Gomes da 19 March 2010 (has links)
Made available in DSpace on 2015-03-03T15:28:30Z (GMT). No. of bitstreams: 1 CarlosAGS_DISSERT.pdf: 446797 bytes, checksum: 18c0fd9fe8336f2abf045fa977920e6c (MD5) Previous issue date: 2010-03-19 / In this work, we present a risk theory application in the following scenario: In each period of time we have a change in the capital of the ensurance company and the outcome of a two-state Markov chain stabilishs if the company pays a benece it heat to one of its policyholders or it receives a Hightimes c > 0 paid by someone buying a new policy. At the end we will determine once again by the recursive equation for expectation the time ruin for this company / Neste trabalho, apresentamos uma aplica??o da teoria do risco com o seguinte cen?rio: as mudan?as no capital de uma seguradora acontecem em cada instante de tempo e o pagamento de uma indeniza??o ou recebimento de um pr?mio ? decidido pelo resultado de uma cadeia de Markov de dois estados. Nesta situa??o calculamos a probabilidade de ru?na e o tempo esperado de ru?na quando o valor da indeniza??o ? um m?tiplo do valor do pr?mio
2

A teoria da ru?na aplicada em um modelo de empresa financeira com risco de cr?dito

Silva, Jackelya Ara?jo da 11 March 2008 (has links)
Made available in DSpace on 2015-03-03T15:22:31Z (GMT). No. of bitstreams: 1 JackelyaAS.pdf: 313251 bytes, checksum: 729c2692ae341877eba59b8ce2bf93dd (MD5) Previous issue date: 2008-03-11 / In this work we study a new risk model for a firm which is sensitive to its credit quality, proposed by Yang(2003): Are obtained recursive equations for finite time ruin probability and distribution of ruin time and Volterra type integral equation systems for ultimate ruin probability, severity of ruin and distribution of surplus before and after ruin / Neste trabalho estudamos um novo modelo de risco para uma empresa que ? sens?vel a classica??o de risco de cr?dito, proposto por Yang(2003): Obtemos equa??es recursivas para a probabilidade de ru?na em tempo nito, distribui??o do tempo de ru?na, sistemas de equa??es integrais do tipo Volterra para severidade e distribui??o conjunta do capital antes e depois da ru?na
3

O espelho dos hier?glifos: da ru?na das letras eg?pcias ? sua reinven??o quim?rica entre os s?c. XV e XVII

Leal, Pedro Germano Moraes Cardoso 30 January 2009 (has links)
Made available in DSpace on 2014-12-17T15:06:44Z (GMT). No. of bitstreams: 1 PedroGL.pdf: 4055992 bytes, checksum: 07612ef4f6c8a37bccd1cdde0131f320 (MD5) Previous issue date: 2009-01-30 / Coordena??o de Aperfei?oamento de Pessoal de N?vel Superior / This master thesis is an overview of how the Egyptian writing became a ruin, and then was mythunderstood by the Western culture through speculations based on its figurative appeal or by its magical nature this invention results not only in new idea of writing, but also in many graphical experiments which take part in the creation of the Renaissance and Baroque visual identity / A presente disserta??o ? um panorama de como a escrita hierogl?fica eg?pcia se torna uma ru?na e ent?o ? reinterpretada pelo Ocidente atrav?s de especula??es motivadas por seu apelo imag?tico ou por seu car?ter m?gico uma inven??o que resulta n?o apenas numa nova id?ia escrita, transcendental, mas que se desdobra em v?rias experimenta??es gr?ficas que participam ativamente da cria??o da identidade visual do Renascimento e Barroco
4

Modelo de risco controlado por resseguro e desigualdades para a probabilidade de ru?na

Rocha, Rafaela Horacina Silva 28 February 2013 (has links)
Made available in DSpace on 2015-03-03T15:28:33Z (GMT). No. of bitstreams: 1 RafaelaHSR_DISSERT.pdf: 2083489 bytes, checksum: 205ac27477b3c2a065fe9cb369c9200e (MD5) Previous issue date: 2013-02-28 / Coordena??o de Aperfei?oamento de Pessoal de N?vel Superior / In the work reported here we present theoretical and numerical results about a Risk Model with Interest Rate and Proportional Reinsurance based on the article Inequalities for the ruin probability in a controlled discrete-time risk process by Ros ario Romera and Maikol Diasparra (see [5]). Recursive and integral equations as well as upper bounds for the Ruin Probability are given considering three di erent approaches, namely, classical Lundberg inequality, Inductive approach and Martingale approach. Density estimation techniques (non-parametrics) are used to derive upper bounds for the Ruin Probability and the algorithms used in the simulation are presented / Neste trabalho apresentamos resultados te?ricos e num?ricos referentes a um Modelo de Risco com Taxa de Juros e Resseguro Proporcional baseados no artigo Inequalities for the ruin probability in a controlled discrete-time risk process de Ros?rio Romera e Maikol Diasparra (veja [5]). Equa??es recursivas e integrais para a Probabilidade de Ru?na s?o obtidas bem como cotas superiores para a mesma por diferentes abordagens, a saber, pela cl?ssica desigualdade de Lundberg, pela abordagem Indutiva e pela abordagem Martingale. T?cnicas de estima??o de densidade (n?o-param?tricas) s?o utilizadas para a obten??o das cotas para a Probabilidade de Ru?na e os algoritmos utilizados na simula??o s?o apresentados

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