Analysis of some risk processes in ruin theory
In the literature of ruin theory, there have been extensive studies trying to generalize the classical insurance risk model. In this thesis, we look into two particular risk processes considering multi-dimensional risk and dependent structures respectively. The first one is a bivariate risk proce...
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| Language: | English |
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The University of Hong Kong (Pokfulam, Hong Kong)
2014
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| Online Access: | http://hdl.handle.net/10722/195992 |