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Filtering by: Subject Insurance -- Mathematics Remove constraint Subject: Insurance -- Mathematics Commencement Year 2004 Remove constraint Commencement Year: 2004 Rights Statement In Copyright Remove constraint Rights Statement: In Copyright

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  • Ruin theory under uncertain investments

    Creator:
    Constantinescu, Corina D.
    Abstract:
    An insurance company, having an initial capital u, receives premiums continuously and pays claims of random sizes at random times. A classical result states that if the rate of premium, c, exceeds the average of the claims paid per unit time, ⋋μ, then the ruin probability decays exponentially fast as...
    Resource Type:
    Masters Thesis
    Full Text:
    Uncertain Investments Abstract approved: Enrique Thomann An insurance company, having an initial capital