On moments and related quantities in insurance surplus analysis

dc.contributor.author	Lee, Wing Yan
dc.date.accessioned	2014-08-15 17:11:03 (GMT)
dc.date.available	2014-08-15 17:11:03 (GMT)
dc.date.issued	2014-08-15
dc.date.submitted	2014
dc.identifier.uri	http://hdl.handle.net/10012/8638
dc.description.abstract	In risk theory, the time to ruin is one of the central quantities. The Laplace transform, density and moments of the time to ruin have been studied by many authors under different risk model assumptions. The Gerber-Shiu function provides an analytic tool in studying these quantities. The main focus of this thesis is to study the moments involving the time to ruin by using the Gerber-Shiu function as the analytic tool.	en
dc.language.iso	en	en
dc.publisher	University of Waterloo	en
dc.subject	Moments	en
dc.subject	Time to ruin	en
dc.subject	Insurance surplus analysis	en
dc.title	On moments and related quantities in insurance surplus analysis	en
dc.type	Doctoral Thesis	en
dc.pending	false
dc.subject.program	Actuarial Science	en
uws-etd.degree.department	Statistics and Actuarial Science	en
uws-etd.degree	Doctor of Philosophy	en
uws.typeOfResource	Text	en
uws.peerReviewStatus	Unreviewed	en
uws.scholarLevel	Graduate	en