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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Bibliographic Details
Main Author: Silva, Carlos Alexandre Gomes da (author)
Format: masterThesis
Language:por
Published: 2015
Subjects:
probabilidade de ruína
Teoria do risco
Cadeias de Markov
Esperança do tempo de ruína
Ruin probability
Risk theory
Markov chain
Expectation time of ruin
CNPQ::CIENCIAS EXATAS E DA TERRA::MATEMATICA::MATEMATICA APLICADA
Online Access:https://repositorio.ufrn.br/jspui/handle/123456789/18633
Country:Brazil
Oai:oai:https://repositorio.ufrn.br:123456789/18633

Internet

https://repositorio.ufrn.br/jspui/handle/123456789/18633

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