Teoria da Ruína em um Modelo de Markov com dois Estados
In this work, we present a risk theory application in the following scenario: In each period of time we have a change in the capital of the ensurance company and the outcome of a two-state Markov chain stabilishs if the company pays a benece it heat to one of its policyholders or it receives a Hight...
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| Format: | masterThesis |
| Language: | por |
| Published: |
2015
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| Subjects: | |
| Online Access: | https://repositorio.ufrn.br/jspui/handle/123456789/18633 |
| Country: | Brazil |
| Oai: | oai:https://repositorio.ufrn.br:123456789/18633 |
| Summary: | In this work, we present a risk theory application in the following scenario: In each period of time we have a change in the capital of the ensurance company and the outcome of a two-state Markov chain stabilishs if the company pays a benece it heat to one of its policyholders or it receives a Hightimes c > 0 paid by someone buying a new policy. At the end we will determine once again by the recursive equation for expectation the time ruin for this company |
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