Ragulina E. Functional properties of the survival probability of an insurance company and their applications

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0413U001823

Thesis Registration Form

0413U001823.pdf

Applicant for

Specialization

  • 01.01.05 - Теорія ймовірностей і математична статистика

25-03-2013

Specialized Academic Board

Д 26.001.37

Taras Shevchenko National University of Kyiv

Essay

We investigate functional properties of infinite-horizon and finite-horizon survival probabilities of an insurance company in the classical risk model and the risk model with stochastic premiums when the surplus is invested in a risk-free asset only, and also in a risk-free and risky assets both. We use the obtained results for exact and approximate calculation of the survival probability and for control by this characteristic.

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Files

aref.doc

dis.doc

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