Browsing Theses by Author "Mera, Ana Maria"
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Analysis of a Threshold Strategy in a Discrete-time Sparre Andersen Model
Mera, Ana Maria (University of Waterloo, 2007-09-26)In this thesis, it is shown that the application of a threshold on the surplus level of a particular discrete-time delayed Sparre Andersen insurance risk model results in a process that can be analyzed as a doubly ...