Computation of ruin probablity: A case of an Iranian insurance company
[Thesis]
/مرادی زیارانی، مریم
Allame Tabatabaii university, Eco college of insurance
, 2008
vi, 145 p.
: ill
چکیده و فهرست مندرجات همراه با چکیده ای از پایان نامه به زبان فارسی در اطلاعات فرامتن موجود است
fa
Print
Includes bibliographical references
submitted in partial fulfillment of the requirements for the degree of master of sience in the subject Actuarial science
This thesis involves two parts. the first part in which there are two independent insurance risk processes: compound poisson and generalized erlang(2) processes. the second part discusses the weakly convergence of the compound poisson process to a wiener process. at the end they found the ruin probablity for the data from parsian insurance company.
محاسبه احتمال ورشکستگی: مطالعه موردی از شرکت سهامی بیمه ایران