Index Catalog // ScholarsArchive@OSU

Start Over

Filtering by: Advisor Thomann, Enrique Degree Name Doctor of Philosophy (Ph.D.) File Format application/pdf

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

Creator:

Constantinescu, Corina D.

Abstract:

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 process, the resulting model being referred as the Sparre Andersen risk model. The inter-claim...

Resource Type:

Dissertation

Full Text:

Probabilities Abstract approved: Enrique A. Thomann This thesis considers one of the classical problems in
Skew Brownian motion and branching processes applied to diffusion-advection in heterogenous media and fluid flow

Creator:

Ramirez, Jorge M.

Abstract:

This thesis contains three manuscripts addressing the application of stochastic processes to the analysis and solution of partial differential equations (PDEs) in mathematical physics. In the first manuscript, one dimensional diffusion and Burgers equation are considered. The Fourier transform of the solution to each PDE is represented as the expected...

Resource Type:

Dissertation

Full Text:

: Enrique Thomann - Edward Waymire This thesis contains three manuscripts addressing the application of