Ruin Probabilities with Dependent Forces of Interest.
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 estim...
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| Format: | Others |
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Digital Commons @ East Tennessee State University
2003
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| Online Access: | https://dc.etsu.edu/etd/796 https://dc.etsu.edu/cgi/viewcontent.cgi?article=1953&context=etd |