On the Subexponential Distributions and The Ruin Probability under interest force

On the Subexponential Distributions and The Ruin Probability under interest force

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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Bibliographic Details
Main Author: Μπαρδούτσος, Αναστάσιος - Γεώργιος
Other Authors: Κωνσταντινίδης, Δημήτριος
Language:English
Published: 2015
Subjects:
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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