Μελέτη της κατανομής του ελλείμματος στο ανανεωτικό μοντέλο της θεωρίας κινδύνων
On the deficit at the time of ruin in the renewal risk model
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Θεωρία κινδύνουAbstract
The main objective of this paper is the study of the deficit at the time of ruin in the renewal model of risk theory.
In this context, a number of results and approximations associated with the distribution of the deficit, were studied and compared, both in the re¬newal and in the classical model. The purpose of the study is to have, an as far as possible completed and
accurate approach to the quantities we are interested in. For example, the probability of ruin, the severity of the deficit at the time of ruin and other related quantities.
For the development and configuration of our study have been used a number of scientific articles. We remark that key role, had the articles of Chadjiconstantinidis S., Politis K. (2007), Willmot GE (2002) and Woo J.K. (2011).
Postgraduate Studies Programme
Αναλογιστική Επιστήμη και Διοικητική ΚινδύνουDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Στατιστικής και Ασφαλιστικής ΕπιστήμηςNumber of pages
174Language
GreekCollections
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Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές
Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές