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  • Adiabatic and stable adiabatic times

    Creator:
    Bradford, Kyle B.
    Abstract:
    While the stability of time-homogeneous Markov chains have been extensively studied through the concept of mixing times, the stability of time-inhomogeneous Markov chains has not been studied as in depth. In this manuscript we will introduce special types of time-inhomogeneous Markov chains that are defined through an adiabatic transition. After...
    Resource Type:
    Dissertation
    Full Text:
    , Bob Burton, Zlatko Dimcovic, Bechir Hamdaoui, Mina Ossiander, Bob Smythe, Enrique Thomann and Ed

  • 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:
    Thomann and Ed Waymire who taught me various mathematical subjects throughout the years. Special thanks