Ruin probability via several numerical methods
In this thesis, ruin probabilities of insurance companies are studied. Ruin proba- bility in finite time is considered because it is more realistic compared with infinite time ruin probabilities. However, infinite time methods are also mentioned in order to compare them with the finite time methods....
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University of Leicester
2018
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.745860 |