خط مشی دسترسیدرباره ما
ثبت نامثبت نام
راهنماراهنما
فارسی
ورودورود
صفحه اصلیصفحه اصلی
جستجوی مدارک
تمام متن
منابع دیجیتالی
رکورد قبلیرکورد بعدی
Record identifier : 564799
Personal Name - Primary Intelectual Responsibility : kabusi, Javad
Title and statement of responsibility : On the surplus prior to ruin in the perturbed classical risk process [Thesis]/کابوسی، جواد;supervisor: Reza Pourtaheri;advisor: Hossein Behzadi
Publication, Distribution,Etc. : , 2010
Language of the Item : eng
Internal Bibliographies/Indexes Note : BIbliography
Dissertation of thesis details and type of degree : Master of Science
Discipline of degree : , Actuarial science
Body granting the degree : , E.C.O. College of Insurance
Summary or Abstract : Ruin theory is concerned with the level of insurer's portfolio of insurance policies. We consider the evolution of an insurance fund over time, taking account of the times at which claims occur, as well as their amounts. In this research we deal with two class of general risk model: classical risk model and perturbed risk model. This research stems from a general function which is called the expected discounted penalty function (Gerber-Shiu function. We use these integral differential equations to find the Laplace transform of the function from which we derive a general expression for ruin probability, probability density of surplus before ruin and deficit at ruin and size of claims that causing ruin and joint probability density function of surplus immediately before ruin and deficit at ruin in bothclassical risk and perturbed risk model. But the most important purpose in this research is finding matrix algebra forms for probability of ruin, probability density function of surplus immediately prior ruin and at ruin and size of claims that causing ruin, then we apply these matrix algebra forms for writing separate computer programs in S -plus statistics software and Matlab software. These programs give us amount of ruin probability and draw probability density functions diagrams of surplus prior ruin and at ruin, and size of claims that causing ruin..
Topical Name Used as Subject : perturbed risk model
: wiener process
: renewal integral equation
: Probability of ruin
Information of biblio record : TL
 
 
 
(در صورت عدم وضوح تصویر اینجا را کلیک نمایید)