Browsing Theses by Subject "Renewal process"
Now showing items 1-2 of 2
-
Algorithmic Analysis of a General Class of Discrete-based Insurance Risk Models
(University of Waterloo, 2013-08-28)The aim of this thesis is to develop algorithmic methods for computing particular performance measures of interest for a general class of discrete-based insurance risk models. We build upon and generalize the insurance ... -
Analysis of Time Dependent Aggregate Claims
(University of Waterloo, 2016-07-22)Estimation of aggregate claim amounts is a fundamental task in Actuarial science, based on which risk theory, ruin theory and reinsurance theory can be studied. Properties, including moments, Laplace transforms, and ...