Asymptotic tail probabilities of risk processes in insurance and finance
In this thesis we are interested in the impact of economic and financial factors, such as interest rate, tax payment, reinsurance, and investment return, on insurance business. The underlying risk models of insurance business that we consider range from the classical compound Poisson risk model to t...
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| Format: | Others |
| Language: | English |
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University of Iowa
2009
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| Online Access: | https://ir.uiowa.edu/etd/296 https://ir.uiowa.edu/cgi/viewcontent.cgi?article=1481&context=etd |