Computation of ruin probablity: A case of an Iranian insurance company
General Material Designation
[Thesis]
First Statement of Responsibility
/مرادی زیارانی، مریم
.PUBLICATION, DISTRIBUTION, ETC
Name of Publisher, Distributor, etc.
Allame Tabatabaii university, Eco college of insurance
Date of Publication, Distribution, etc.
, 2008
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
vi, 145 p.
Other Physical Details
: ill
GENERAL NOTES
Text of Note
چکیده و فهرست مندرجات همراه با چکیده ای از پایان نامه به زبان فارسی در اطلاعات فرامتن موجود است
fa
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
Print
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references
DISSERTATION (THESIS) NOTE
Dissertation or thesis details and type of degree
submitted in partial fulfillment of the requirements for the degree of master of sience in the subject Actuarial science
SUMMARY OR ABSTRACT
Text of Note
This thesis involves two parts. the first part in which there are two independent insurance risk processes: compound poisson and generalized erlang(2) processes. the second part discusses the weakly convergence of the compound poisson process to a wiener process. at the end they found the ruin probablity for the data from parsian insurance company.
TRANSLATED TITLE SUPPLIED BY CATALOGUER
Translated Title
محاسبه احتمال ورشکستگی: مطالعه موردی از شرکت سهامی بیمه ایران