Njike, Serge Yanic Nana (1994) Applications of renewal theory to risk modelling in an inflationary environment. Masters thesis, Concordia University.
![[img]](http://spectrum.library.concordia.ca/style/images/fileicons/application_pdf.png)
| PDF 1201Kb |
Abstract
A study of the expected value and the variance of the aggregate discounted claims of an insurance portfolio. Using renewal theory, an approximation is given in both cases.
| Divisions: | Concordia University > Faculty of Arts and Science > Mathematics and Statistics |
|---|---|
| Item Type: | Thesis (Masters) |
| Authors: | Njike, Serge Yanic Nana |
| Pagination: | viii, 38 leaves ; 29 cm. |
| Institution: | Concordia University |
| Degree Name: | Theses (M.Sc.Admin.) |
| Program: | Mathematics and Statistics |
| Date: | 1994 |
| Thesis Supervisor(s): | Jose, Garrido |
| ID Code: | 2541 |
| Deposited By: | Concordia University Libraries |
| Deposited On: | 27 Aug 2009 15:18 |
| Last Modified: | 08 Dec 2010 10:27 |
| Related URLs: |
All items in Spectrum are protected by copyright, with all rights reserved. The use of items is governed by Spectrum's terms of access.
Repository Staff Only: item control page
