Μέτρα χρεοκοπίας μοντέλων της θεωρίας κινδύνου με υστέρηση των απαιτήσεων
Ruin measures for risk models with delayed by-claims
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Θεωρία κινδύνουAbstract
This thesis addresses the ruin measures under the risk theory classic model under the
context of by-claims. More specifically, the research topic focuses mainly on the byclaims and on their effect on the classical model of risk theory. This thesis sits on the
fact that claims arise from precedent claims after a lag time. Moreover, it is noted that
the ruin measures are examined under the context of creating surplus strategies,
which are thoroughly analyzed.
The first chapter serves as an introduction to the research topic, where the literature
review findings on the field of risk models and on the field of applied mathematical
models and methods supporting the relevant theory are briefly presented.
Various ruin measures are presented in detail in the second chapter along with the
classic risk model.
A continuous time risk model for delayed claims is proposed in the third chapter.
Finally, conclusions are drawn and suggestions for future research are provided in the
fourth chapter.
Postgraduate Studies Programme
Αναλογιστική Επιστήμη και Διοικητική ΚινδύνουDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Στατιστικής και Ασφαλιστικής ΕπιστήμηςNumber of pages
74Language
GreekCollections
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Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 3.0 Ελλάδα
Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 3.0 Ελλάδα