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: | M.Sc. |
| Program: | Mathematics |
| Date: | 1994 |
| Thesis Supervisor(s): | Jose, Garrido |
| Identification Number: | HG 8781 N595 1994 |
| ID Code: | 2541 |
| Deposited By: | Concordia University Library |
| Deposited On: | 27 Aug 2009 19:18 |
| Last Modified: | 13 Jul 2020 19:52 |
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