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Ruin problem in life insurence

Peters, S. (2007) Ruin problem in life insurence. Bachelor's Thesis, Mathematics.

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Abstract

We consider an insurer with one portfolio of insureds and we assume the insureds contracted the same life insurance. For different portfolios, we investigate the effect of different factors on the probability of ruin. Therefore, we first have a look at a portfolio consisting of one insured and a portfolio consisting of two insureds. After that, we simulate the probability of ruin for portfolios with other sizes.

Item Type: Thesis (Bachelor's Thesis)
Degree programme: Mathematics
Thesis type: Bachelor's Thesis
Language: English
Date Deposited: 15 Feb 2018 07:28
Last Modified: 15 Feb 2018 07:28
URI: http://fse.studenttheses.ub.rug.nl/id/eprint/8615

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