تحليل احتمال ورشكستگي در مدل مخاطره بيمه با خسارتهاي داراي توزيع هاي دم سنگين, By Mohammad Esmail Dehghan Monfared

Research

Title	The Analysis of ruin probability in the insurance risk model with heavy tail claim distributions
Type	Thesis
Keywords	احتمال ورشكستگي، مدل مخاطره بيمه، توزيع هاي دم سنگين
Researchers	Abouzar Bazyari (Primary advisor) , Mohammad Esmail Dehghan Monfared (Advisor)

Abstract

In this thesis, the classical risk model of insurance company with constant rate and tail distributions is considered. Ruin probability in this insurance risk is computed. The results are investigated with real examples.