Stochastic modelling and optimization with applications to actuarial models

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Stochastic modelling and optimization with applications to actuarial models

This thesis is devoted to Ruin Theory which sometimes referred to the collective ruin theory. In Actuarial Science, one of the most important problems is to determine the finite time or infinite time ruin probability of the risk process in an insurance company. To treat a realistic economic situati...

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Bibliographic Details
Main Author:	Li, Mengdi
Format:	Thesis (University of Nottingham only)
Language:	English
Published:	2012
Online Access:	https://eprints.nottingham.ac.uk/12702/

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