Off-campus ETSU users: To download "Campus Only" theses, please use the following link to log in to our proxy server with your ETSU username and password.

Non-ETSU users: Please talk to your librarian about requesting this thesis through interlibrary loan.

Degree Name

MS (Master of Science)

Program

Mathematical Sciences

Date of Award

8-2003

Committee Chair or Co-Chairs

Don Hong

Committee Members

Robert B. Gardner, Robert M. Price Jr.

Abstract

In this thesis, annuity-due and annuity-immediate discrete time risk models are introduced and ruin probabilities in these two models under dependent forces of interest are discussed. Recursive and integral equations for these ruin probabilities are given. Inequalities for the ruin probability estimation are derived by an inductive approach. Finally, an example is given to illustrate the application of these results.

Document Type

Thesis - Campus Only

Copyright

Copyright by the authors.

Share

COinS