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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.

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1

Ruin Probabilities with Dependent Forces of Interest.

Mu, Xiaoyu 11 August 2003 (has links) (PDF)
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.
Lundberg's inequality
NWUC
compound binomial risk model
forces of interest
ruin probabilities
Discrete time risk model
Physical Sciences and Mathematics

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