A numerical solution for solving ruin probability of the classical model with two classes of correlated claims.
Cheung, Oi Lam Eunice. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2008. === Includes bibliographical references (leaves 43-45). === Abstracts in English and Chinese. === Chapter 1 --- Introduction --- p.1 === Chapter 1.1 --- Risk Theory --- p.1 === Chapter 1.2 --- Hybrid Numerical Sche...
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| Format: | Others |
| Language: | English Chinese |
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2008
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| Online Access: | http://library.cuhk.edu.hk/record=b5893768 http://repository.lib.cuhk.edu.hk/en/item/cuhk-326287 |