Ruin Analysis in a Discrete-time Sparre Andersen Model with External Financial Activities and Random Dividends
In this thesis, we consider a risk model which incorporates multiple threshold levels characterizing an insurer's minimal capital requirement, dividend paying situations, and external financial activities. Our model is based on discrete monetary and time units, and the main quantities of intere...
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| Language: | en |
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2013
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| Online Access: | http://hdl.handle.net/10012/7757 |