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Applications of renewal theory to risk modelling in an inflationary environment

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Applications of renewal theory to risk modelling in an inflationary environment

Njike, Serge Yanic Nana (1994) Applications of renewal theory to risk modelling in an inflationary environment. Masters thesis, Concordia University.

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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
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