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

• المؤلف الرئيسي: Seah, Xin Hui
• مؤلفون آخرون: Nicolas Privault
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2019
• الموضوعات: DRNTU::Science::Mathematics
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/77160

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...