From: BrendaSueCook (brenda@math.missouri.edu)
Date: Wed Apr 25 2007 - 08:17:27 CDT
Master’s Project
Department of Mathematics
Temitope Ogunmola
University of Missouri-Columbia
Classical Risk Processes
Abstract: We will be investigating the classical risk processes very
related to the compound Poisson processes. Using, as a guide, the book,
MODERN PROBABILITY AND STATISTICS: Generalized Poisson Models and their
Applications in Insurance and Finance, by Vladimir E. Bening and Victor
Yu. Korolev, we will be examining the proof of the known fact of the
classical risk processes being asymptotically normal. We will also be
deducing the explicit formula for the ruin probability in the classical
risk processes.
Thesis Advisor: Allanus Tsoi
3:00 p.m.
Wednesday, April 25
312 Math Sciences
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