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1828460139120689152
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Μπαρδούτσος, Αναστάσιος - Γεώργιος
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Κωνσταντινίδης, Δημήτριος
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Κωνσταντινίδης, Δημήτριος
Μπαρδούτσος, Αναστάσιος - Γεώργιος
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Μπαρδούτσος, Αναστάσιος - Γεώργιος
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DSpace
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Η διπλωματική εργασία μου παρουσίαζει τις εξελίξεις γύρω από τις ιδιώτιτες των υποεκθετικών αλλά και άλλων κλάσεων κατανομώ καθώς επίσης και την συστηματική ανάγκη για μελέτη της πιθανότητας χρεοκοπίας υπό την παρουσια επενδύσεων.
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oai:hellanicus.lib.aegean.gr:11610-15518
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Hellanicus
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English
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2015
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dspace
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oai:hellanicus.lib.aegean.gr:11610-155182021-01-22T12:29:18Z On the Subexponential Distributions and The Ruin Probability under interest force Μπαρδούτσος, Αναστάσιος - Γεώργιος Κωνσταντινίδης, Δημήτριος Πιθανότητα χρεοκοπίας Υποεκθετικές κατανομές Αθροίσματα τυχαίων μεταβλητών Ruin probability Subexponential Distributions Random Sums Heavy tails Structure Classification Risk . Distribution (Probability theory) Insurance--Mathematics Η διπλωματική εργασία μου παρουσίαζει τις εξελίξεις γύρω από τις ιδιώτιτες των υποεκθετικών αλλά και άλλων κλάσεων κατανομώ καθώς επίσης και την συστηματική ανάγκη για μελέτη της πιθανότητας χρεοκοπίας υπό την παρουσια επενδύσεων. In my view a preface is the hardest part of any text, since the author has a few words to describe all the text. The author decided to express his thoughts for this text, beginning with the fact that the author is particularly satisfied that my master thesis is finished. Up to a point, this text is a master thesis, but the reader could considered it as an introduction to the subexponential distributions and ruin probability. Both subjects are extended very much that makes it very difficult to summarize them in one thesis even a book. Nevertheless, the author is satisfied that the staff that is concentrated in this thesis is enough to present a clear picture of the subexponential distributions and ruin probabilities.The first chapter presents preliminary results that author refers to in the rest chapters. A reader that has attend a course in probability theory and stochastic processes could jump the first chapter. The background that is needed is based in probability theory and stochastic processes.As far as the second chapter is concerned examines some features of the subexponential distribution. This class keeps the interest of the probabilistic community for half a century. The author attempts not only to present the subexponential class but to compare it with some other classes through three illustrative figures. Moreover properties of those classes are presented, such as closure under convolution etc. In addition, a characterization of the classes through quantities such as hazard rate function is given.From third chapter we enter risk theory in the presence of interest force. In the third one a discussion around the stochastic model that describes the surplus of an insurance company is given. Moreover a question is presented. What is ruin probability? Such an answer is not easy to be given but under assumptions realistic definitions could be provided.The fourth chapter, which is the last chapter, provides asymptotic results under different statements for the surplus process and the ruin probabilities. This results may be consider useful in practical implementation. When there is a steady economical environment the constant interest force could be consider as a realistic scenario. On the other hand unstable economical environments borrowing money to companies becomes interest. The correct modeling of such critical situations is an actual problem. 2015-11-22T15:58:57Z 2015-11-22T15:58:57Z 2012 https://vsmart.lib.aegean.gr/webopac/List.csp?SearchT1=%CE%9C%CF%80%CE%B1%CF%81%CE%B4%CE%BF%CF%8D%CF%84%CF%83%CE%BF%CF%82%2C+%CE%91%CE%BD%CE%B1%CF%83%CF%84%CE%AC%CF%83%CE%B9%CE%BF%CF%82+&Index1=Keywordsbib&Database=1&SearchMethod=Find_1&SearchTerm1=%CE%9C%CF%80%CE%B1%CF%81%CE%B4%CE%BF%CF%8D%CF%84%CF%83%CE%BF%CF%82%2C+%CE%91%CE%BD%CE%B1%CF%83%CF%84%CE%AC%CF%83%CE%B9%CE%BF%CF%82+&OpacLanguage=gre&Profile=Default&EncodedRequest=*A8*19*C5*F2*FB*9BW*AF*8E*3F*F6*8D*BE*8D*BD*00&EncodedQuery=*A8*19*C5*F2*FB*9BW*AF*8E*3F*F6*8D*BE*8D*BD*00&Source=SysQR&PageType=Start&PreviousList=RecordListFind&WebPageNr=1&NumberToRetrieve=50&WebAction=NewSearch&StartValue=0&RowRepeat=0&ExtraInfo=&SortIndex=Year&SortDirection=-1&Resource=&SavingIndicator=&RestrType=&RestrTerms=&RestrShowAll=&LinkToIndex= http://hdl.handle.net/11610/15518 en Σάμος
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Πιθανότητα χρεοκοπίας
Υποεκθετικές κατανομές
Αθροίσματα τυχαίων μεταβλητών
Ruin probability
Subexponential Distributions
Random Sums
Heavy tails
Structure Classification
Risk .
Distribution (Probability theory)
Insurance--Mathematics
Μπαρδούτσος, Αναστάσιος - Γεώργιος
On the Subexponential Distributions and The Ruin Probability under interest force
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| title |
On the Subexponential Distributions and The Ruin Probability under interest force
|
| title_full |
On the Subexponential Distributions and The Ruin Probability under interest force
|
| title_fullStr |
On the Subexponential Distributions and The Ruin Probability under interest force
|
| title_full_unstemmed |
On the Subexponential Distributions and The Ruin Probability under interest force
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| title_short |
On the Subexponential Distributions and The Ruin Probability under interest force
|
| title_sort |
on the subexponential distributions and the ruin probability under interest force
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| topic |
Πιθανότητα χρεοκοπίας
Υποεκθετικές κατανομές
Αθροίσματα τυχαίων μεταβλητών
Ruin probability
Subexponential Distributions
Random Sums
Heavy tails
Structure Classification
Risk .
Distribution (Probability theory)
Insurance--Mathematics
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| url |
https://vsmart.lib.aegean.gr/webopac/List.csp?SearchT1=%CE%9C%CF%80%CE%B1%CF%81%CE%B4%CE%BF%CF%8D%CF%84%CF%83%CE%BF%CF%82%2C+%CE%91%CE%BD%CE%B1%CF%83%CF%84%CE%AC%CF%83%CE%B9%CE%BF%CF%82+&Index1=Keywordsbib&Database=1&SearchMethod=Find_1&SearchTerm1=%CE%9C%CF%80%CE%B1%CF%81%CE%B4%CE%BF%CF%8D%CF%84%CF%83%CE%BF%CF%82%2C+%CE%91%CE%BD%CE%B1%CF%83%CF%84%CE%AC%CF%83%CE%B9%CE%BF%CF%82+&OpacLanguage=gre&Profile=Default&EncodedRequest=*A8*19*C5*F2*FB*9BW*AF*8E*3F*F6*8D*BE*8D*BD*00&EncodedQuery=*A8*19*C5*F2*FB*9BW*AF*8E*3F*F6*8D*BE*8D*BD*00&Source=SysQR&PageType=Start&PreviousList=RecordListFind&WebPageNr=1&NumberToRetrieve=50&WebAction=NewSearch&StartValue=0&RowRepeat=0&ExtraInfo=&SortIndex=Year&SortDirection=-1&Resource=&SavingIndicator=&RestrType=&RestrTerms=&RestrShowAll=&LinkToIndex=
http://hdl.handle.net/11610/15518
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AT mpardoutsosanastasiosgeōrgios onthesubexponentialdistributionsandtheruinprobabilityunderinterestforce
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