Fractional differential equations in risk theory
This thesis considers one of the central topics in the actuarial mathematics literature, deriving the probability of ruin in the collective risk model. The classical risk model and renewal risk models are focused in this project, where the claim number processes are assumed to be Poisson counting pr...
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University of Liverpool
2018
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.755592 |