Ruin probability of insurer in a discrete time setting with heavy-tailed insurance and financial risks

This paper investigates the probability of ruin within a finite period of time in the context of an insurance company. It examines the reserve of an insurance business that is currently invested in a risky asset. There are 2 types of risks faced by the insurer: financial and insurance risks. This pa...

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Bibliographic Details
Main Author: Seah, Xin Hui
Other Authors: Nicolas Privault
Format: Final Year Project
Language:English
Published: 2019
Subjects:
Online Access:http://hdl.handle.net/10356/77160
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Institution: Nanyang Technological University
Language: English

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