Topics in a delay renewal risk model perturbed by diffusion process with dependence between claim sizes and inter-occurrence times

Dissertation

Open access

Essodina Takouda

Doctor of Philosophy (PHD), University of Johannesburg

2022

Handle:

https://hdl.handle.net/10210/501340

Abstract

Probabilities

Risk (Insurance) - Statistical methods

Insurance - Mathematics

Actuarial science

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Title: Topics in a delay renewal risk model perturbed by diffusion process with dependence between claim sizes and inter-occurrence times
Creators - without role: Essodina Takouda
Contributors - without role: Franck Adekambi
Awarding Institution: University of Johannesburg; Doctor of Philosophy (PHD)
Theses and Dissertations: Doctor of Philosophy (PHD), University of Johannesburg
Identifiers: 9914905707691
Academic Unit: College of Business & Economics (CBE); Department of Economic and Econometrics; University of Johannesburg
Language: English
Resource Type: Dissertation