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Θερμογιάννης, Κωνσταντίνος

Weak convergence of random variables, with applications in risk theory

Master Thesis

Author

Θερμογιάννης, Κωνσταντίνος

Date

2019

Abstract

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.

Postgraduate Studies Programme

Αναλογιστική Επιστήμη και Διοικητική Κινδύνου

Department

Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Στατιστικής και Ασφαλιστικής Επιστήμης

Number of pages

Language

Greek

URI

https://dione.lib.unipi.gr/xmlui/handle/unipi/12183

Collections

Τμήμα Στατιστικής και Ασφαλιστικής Επιστήμης

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