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dc.contributor.authorFullilove, Brian James
dc.date.accessioned2014-03-04T18:24:17Z
dc.date.available2014-03-04T18:24:17Z
dc.date.issued2009-12
dc.identifier.otherfullilove_brian_j_200912_ms
dc.identifier.urihttp://purl.galileo.usg.edu/uga_etd/fullilove_brian_j_200912_ms
dc.identifier.urihttp://hdl.handle.net/10724/26049
dc.description.abstractThe probability that an insurance company can go bankrupt is a crucial quantity to be able to calculate. There are many ways to calculate such a probability. For example, we could model the arrival of the claims with a Poisson process. Alternatively, we could use a random walk in order to model the effects that claims have on an insurance company's surplus. The distribution of the claim sizes also could have an effect on the model. An additional model can use random walks with dependent steps in the form of a time series. This paper seeks to introduce several of the available models and contains the results of a simulation of one of Veraverbeke's (1977) results.
dc.languageeng
dc.publisheruga
dc.rightspublic
dc.subjectRuin Probability
dc.subjectCollective Risk Theory
dc.subjectRandom Walk
dc.subjectCompound Poisson Model
dc.titleA review of ruin probability models
dc.typeThesis
dc.description.degreeMS
dc.description.departmentStatistics
dc.description.majorStatistics
dc.description.advisorWilliam P. McCormick
dc.description.committeeWilliam P. McCormick
dc.description.committeeT. N. Sriram
dc.description.committeeLynne Seymour


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