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oaioai:dc.etsu.edu:etd-1953

Ruin Probabilities with Dependent Forces of Interest.

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Publication date
11 August 2003
Publisher
Digital Commons @ East Tennessee State University

Abstract

In this thesis, annuity-due and annuity-immediate discrete time risk models are introduced and ruin probabilities in these two models under dependent forces of interest are discussed. Recursive and integral equations for these ruin probabilities are given. Inequalities for the ruin probability estimation are derived by an inductive approach. Finally, an example is given to illustrate the application of these results

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East Tennessee State University

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Last time updated on 09/07/2019

This paper was published in East Tennessee State University.

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