Browsing Department of Mathematics by Subject "renewal process"

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Renewal risk processes with stochastic returns on investments : a unified approach and analysis of the ruin probabilities

Constantinescu, Corina D. (2006-10-06)

This thesis considers one of the classical problems in the actuarial mathematics literature, the decay of the probability of ruin in the collective risk model. The claim number process N(t) is assumed to be a renewal pr ...