Browsing Mathematics (Faculty of) by Author "Kim, Sung Soo"
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Matrix analytic methods for computations in risk theory
Kim, Sung Soo (University of Waterloo, 2019-01-15)The introduction of matrix analytic methods in risk theory has marked a significant progress in computations in risk theory. Matrix analytic methods have proven to be powerful computational tools for numerically analyzing ... -
Ruin Analysis in a Discrete-time Sparre Andersen Model with External Financial Activities and Random Dividends
Kim, Sung Soo (University of Waterloo, 2013-08-28)In this thesis, we consider a risk model which incorporates multiple threshold levels characterizing an insurer's minimal capital requirement, dividend paying situations, and external financial activities. Our model is ...