Date of Award
Summer 8-2014
Degree Type
Masters Thesis
Degree Name
Master of Science (MS)
Department
Mathematics
Committee Chair
Chenhua Zhang
Committee Chair Department
Mathematics
Committee Member 2
Jiu Ding
Committee Member 2 Department
Mathematics
Committee Member 3
Samuel Jeremy Lyle
Committee Member 3 Department
Mathematics
Abstract
Enlightened by the results of Li [8] and Wang [19], we study the ruin probability of a renewal risk model with constant interest rate and by-claim parts. We assume that the claim size and the inter-arrival time satisfy a certain dependent structure with some additional assumptions on their distribution functions. Furthermore, we give relevant preparation of theory and compare several existing risk models and dependent structures. In this way, we present our result and prove it.
Copyright
2014, Lei Wang
Recommended Citation
Wang, Lei, "Asymptotic Behavior of Finite-Time Ruin Probability in a By-Claim Risk Model with Constant Interest Rate" (2014). Master's Theses. 36.
https://aquila.usm.edu/masters_theses/36