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Document type:
Masterarbeit 
Author(s):
Katrin Wiersdörfer 
Title:
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 o...    »
 
Subject:
MAT Mathematik 
DDC:
510 Mathematik 
Advisor:
Claudia Klüppelberg 
Date of acceptation:
12.03.2019 
Year:
2019 
Quarter:
1. Quartal 
Month:
Mar 
Pages:
79 
Language:
en 
University:
Technische Universität München 
Faculty:
Fakultät für Mathematik 
TUM Institution:
Lehrstuhl für Mathematische Statistik 
Format:
Text