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Dokumenttyp:
Masterarbeit
Autor(en):
Katrin Wiersdörfer
Titel:
Reduction of the Ruin Probability for an Insurance Company by Capital Transfer in a Bipartite Network
Abstract:
The objective of this master thesis is the computation of the asymptotic ruin probability under consideration of capital transfer in the context of an insurance network model. In this model, objects which are exposed to catastrophic risks influencing the operating result and capital are insured. The network of the insurance companies can be modeled by a bipartite graph. Due to large policy limits, the risks are shared among the insurance companies to lower the consequences. If a large loss occ...     »
Fachgebiet:
MAT Mathematik
DDC:
510 Mathematik
Betreuer:
Claudia Klüppelberg
Jahr:
2019
Quartal:
1. Quartal
Monat:
Mar
Seiten/Umfang:
79
Sprache:
en
Hochschule / Universität:
Technische Universität München
Fakultät:
Fakultät für Mathematik
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik
Format:
Text
Annahmedatum:
12.03.2019
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