Browsing Mathematics (Faculty of) by Subject "Ruin"
Now showing items 1-1 of 1
-
Ruin Analysis in a Discrete-time Sparre Andersen Model with External Financial Activities and Random Dividends
(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 ...