Date of Award

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.

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