From: BrendaSueCook (brenda@math.missouri.edu)
Date: Wed Apr 25 2007 - 08:18:18 CDT
Master’s Project
Department of Mathematics
Kevin Smith
University of Missouri-Columbia
Estimation of the Risk Process
Through Brownian Motion
Abstract: Weak convergence of the risk process to Brownian motion will
be presented. This will lead to explicit formulas for the cummulative
distribution of the ruin time in finite and infiinite time horizons as
well as a formula for the probability density function of the ruin time.
Thesis Advisor: Allanus Tsoi
2:00 p.m.
Wednesday, April 25
312 Math Sciences
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