Proces rizika s náhodným příjmem

This diploma thesis deals with risk processes. It describes a classical risk process and mentions the ruin probability. A convolution formula and the Beekman convolution formula for calculating the ruin probability are deduced for the classical risk process. The following part of the thesis provides...

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Bibliographic Details
Main Author: Ringlerová, Anna
Other Authors: Mazurová, Lucie
Format: Dissertation
Language:English
Published: 2007
Online Access:http://www.nusl.cz/ntk/nusl-289216