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MS (Master of Science)
Date of Award
Committee Chair or Co-Chairs
Robert B. Gardner, Robert M. Price Jr.
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.
Thesis - Campus Only
Mu, Xiaoyu, "Ruin Probabilities with Dependent Forces of Interest." (2003). Electronic Theses and Dissertations. Paper 796. https://dc.etsu.edu/etd/796
Copyright by the authors.