Ασθενής σύγκλιση μεταβλητών, με εφαρμογές στην θεωρία κινδύνων
Weak convergence of random variables, with applications in risk theory
The main aim of this thesis is to address the diﬀerent ways in which random variables converge and concentrate on the weak convergence and to highlight the application of this theoretical mathematical model in the Theory of Risks. Furthermore, a reference is made to the Ruin Theory and in the classical risk model, which is the extended to the model with diﬀusion. In conclusion, we have the application of the weak convergence in risk theory.