Discrete Time Risk Models with Random Premium

Posted on:2019-04-25

Degree:Ph.D

Type:Dissertation

University:The University of Texas at Arlington

Candidate:Smith, Llewellyn Hillyer, Jr

Full Text:PDF

GTID:1470390017486967

Subject:Mathematics

Abstract/Summary:

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We introduce a discrete time generalized version of the classical Cramer Lundberg model. We then represent the model utilizing a zero-mean random walk.

Keywords/Search Tags:

Discrete time

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