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On moments and related quantities in insurance surplus analysis

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dc.contributor.authorLee, Wing Yan
dc.date.accessioned2014-08-15T17:11:03Z
dc.date.available2014-08-15T17:11:03Z
dc.date.issued2014-08-15
dc.date.submitted2014
dc.description.abstractIn 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.identifier.urihttp://hdl.handle.net/10012/8638
dc.language.isoenen
dc.pendingfalse
dc.publisherUniversity of Waterlooen
dc.subjectMomentsen
dc.subjectTime to ruinen
dc.subjectInsurance surplus analysisen
dc.subject.programActuarial Scienceen
dc.titleOn moments and related quantities in insurance surplus analysisen
dc.typeDoctoral Thesisen
uws-etd.degreeDoctor of Philosophyen
uws-etd.degree.departmentStatistics and Actuarial Scienceen
uws.peerReviewStatusUnrevieweden
uws.scholarLevelGraduateen
uws.typeOfResourceTexten

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Statistics and Actuarial Science