Banca de DEFESA: Eliézer Soares Pereira

Uma banca de DEFESA de MESTRADO foi cadastrada pelo programa.
STUDENT : Eliézer Soares Pereira
DATE: 04/08/2023
TIME: 10:00
LOCAL: Departamento de Matemática
TITLE:

Asymptotic behavior of the ruin probability in renewal risk models with subexponential claims

KEY WORDS:

Heavy tail, subexponential class, risk processes, delayed claims, probability of ruin.

PAGES: 65
BIG AREA: Ciências Exatas e da Terra
AREA: Matemática
SUMMARY:

In this dissertation, we present a study on the tail behavior of the distribution of randomly weighted sums of subexponential random variables. Based on Yang and Li (2019), these results are used to obtain asymptotic relationships for the probability of ruin in renewal risk models with the inclusion of interest and with primary and secondary claims.

COMMITTEE MEMBERS:
Externa à Instituição - MARTA LIZETH CALVACHE HOYOS - UFS
Presidente - 1287605 - CATIA REGINA GONCALVES
Interna - 1522311 - DANIELE DA SILVA BARATELA MARTINS NETO
Externo ao Programa - 1269981 - FELIPE SOUSA QUINTINO - null