Title: Modelle der klassischen Risikotheorie mit Verzinsung in diskreter und stetiger Zeit
Other Titles: Models of classical risk theory with interest in discrete and continuous time
Language: Deutsch
Authors: Fellner, Elke 
Qualification level: Diploma
Advisor: Hubalek, Friedrich
Issue Date: 2009
Number of Pages: 70
Qualification level: Diploma
Abstract: 
Ziel der Diplomarbeit ist es, einige Resultate aus der Risikotheorie, die die (konstante) Verzinsung miteinbeziehen, durchzuarbeiten, und den klassischen Resultaten (ohne Verzinsung) gegenüber zu stellen. Ausgangspunkt sind die beiden Artikel "Ruin problems for a discrete time risk model with random interest" von Hailiang Yang und Lihong Zhang, Mathematical Methods of Operations Research 63 (2006) und "Optimal dividend strategy in the compound poisson model with constant interest" von Ying Fang und Rong Wu, Stochastic Models 23 (2007).

The aim of this diploma thesis is to work through some results of risk theory with interest and compare these results with the classical risk theory without interest. The two main sources of this thesis are "Ruin problems for a discrete time risk model with random interest" by Hailiang Yang and Lihong Zhang, Mathematical Methods of Operations Research 63 (2006) and "Optimal dividend strategy in the compound poisson model with constant interest" by Ying Fang and Rong Wu, Stochastic Models 23 (2007).
Keywords: Risikotheorie; Verzinsung
URI: https://resolver.obvsg.at/urn:nbn:at:at-ubtuw:1-22221
http://hdl.handle.net/20.500.12708/8969
Library ID: AC05040821
Organisation: E105 - Institut für Wirtschaftsmathematik 
Publication Type: Thesis
Hochschulschrift
Appears in Collections:Thesis

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