DC FieldValueLanguage
dc.contributor.advisorHubalek, Friedrich-
dc.contributor.authorFellner, Elke-
dc.date.accessioned2020-06-29T22:52:13Z-
dc.date.issued2009-
dc.date.submitted2009-04-
dc.identifier.urihttps://resolver.obvsg.at/urn:nbn:at:at-ubtuw:1-22221-
dc.identifier.urihttp://hdl.handle.net/20.500.12708/8969-
dc.descriptionAbweichender Titel laut Übersetzung der Verfasserin/des Verfassers-
dc.description.abstractZiel 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).<br />de
dc.description.abstractThe 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).en
dc.format70 Bl.-
dc.languageDeutsch-
dc.language.isode-
dc.subjectRisikotheoriede
dc.subjectVerzinsungde
dc.titleModelle der klassischen Risikotheorie mit Verzinsung in diskreter und stetiger Zeitde
dc.title.alternativeModels of classical risk theory with interest in discrete and continuous timeen
dc.typeThesisen
dc.typeHochschulschriftde
tuw.publication.orgunitE105 - Institut für Wirtschaftsmathematik-
dc.type.qualificationlevelDiploma-
dc.identifier.libraryidAC05040821-
dc.description.numberOfPages70-
dc.identifier.urnurn:nbn:at:at-ubtuw:1-22221-
dc.thesistypeDiplomarbeitde
dc.thesistypeDiploma Thesisen
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.openairetypeThesis-
item.openairetypeHochschulschrift-
item.grantfulltextopen-
item.openaccessfulltextOpen Access-
item.languageiso639-1de-
item.cerifentitytypePublications-
item.cerifentitytypePublications-
item.fulltextwith Fulltext-
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