Utility and ruin probability relationship through premium equivalence

Utility is a satisfaction received from consuming a commodity or service. Ruin probability is the probability that an insurer's surplus will fall below zero for a certain period of time. Many researches focused on the pricing insurance premium using the concept of utility functions. Also some f...

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Bibliographic Details
Main Author: Mamplata, Jonathan B. (Author)
Other Authors: Escaner, Jose Maria L. (adviser.)
Format: Thesis
Language:English
Published: Quezon City Institute of Mathematics, College of Science, University of the Philippines Diliman 2013.
Subjects: