Title: | Modelle der klassischen Risikotheorie mit Verzinsung in diskreter und stetiger Zeit | Language: | Deutsch | Authors: | Fellner, Elke | Qualification level: | Diploma | Keywords: | Risikotheorie; Verzinsung | 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). |
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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