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postgraduate thesis: Ruin analysis of correlated aggregate claims models

TitleRuin analysis of correlated aggregate claims models
Authors
Advisors
Advisor(s):Li, WKYuen, KC
Issue Date2005
PublisherThe University of Hong Kong (Pokfulam, Hong Kong)
Citation
Wan, L.. (2005). Ruin analysis of correlated aggregate claims models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3070570
DegreeMaster of Philosophy
SubjectRisk (Insurance)
Probabilities.
Insurance claims - Mathematical models.
Insurance - Mathematics.
Dept/ProgramStatistics and Actuarial Science
Persistent Identifierhttp://hdl.handle.net/10722/32213
HKU Library Item IDb3070570

 

DC FieldValueLanguage
dc.contributor.advisorLi, WK-
dc.contributor.advisorYuen, KC-
dc.contributor.authorWan, Lai-mei.-
dc.date.issued2005-
dc.identifier.citationWan, L.. (2005). Ruin analysis of correlated aggregate claims models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3070570-
dc.identifier.urihttp://hdl.handle.net/10722/32213-
dc.languageeng-
dc.publisherThe University of Hong Kong (Pokfulam, Hong Kong)-
dc.relation.ispartofHKU Theses Online (HKUTO)-
dc.rightsThe author retains all proprietary rights, (such as patent rights) and the right to use in future works.-
dc.rightsThis work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.-
dc.source.urihttp://hub.hku.hk/bib/B30705708-
dc.subject.lcshRisk (Insurance)-
dc.subject.lcshProbabilities.-
dc.subject.lcshInsurance claims - Mathematical models.-
dc.subject.lcshInsurance - Mathematics.-
dc.titleRuin analysis of correlated aggregate claims models-
dc.typePG_Thesis-
dc.identifier.hkulb3070570-
dc.description.thesisnameMaster of Philosophy-
dc.description.thesislevelMaster-
dc.description.thesisdisciplineStatistics and Actuarial Science-
dc.description.naturepublished_or_final_version-
dc.description.natureabstract-
dc.description.naturetoc-
dc.identifier.doi10.5353/th_b3070570-
dc.date.hkucongregation2005-
dc.identifier.mmsid991010211869703414-

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