The ruin probability and the expected utility for insurance companies in the presence of stochastic volatility on investments
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| Other Authors: | |
| Format: | Tesis de doctorado |
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MX
2012
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| Online Access: | https://hdl.handle.net/20.500.14330/TES01000685176 http://132.248.9.195/ptd2012/octubre/0685176/Index.html |
| _version_ | 1832756649815703552 |
|---|---|
| author | Badaoui , Mohamed |
| author2 | Fernández Fernández, María Asuncion Begoña |
| author2_role | Asesor |
| author_facet | Fernández Fernández, María Asuncion Begoña Badaoui , Mohamed |
| author_sort | Badaoui , Mohamed |
| collection | DSpace |
| degree_department | Facultad de Ciencias |
| degree_department_facet | Facultad de Ciencias |
| degree_grantor | Universidad Nacional Autónoma de México |
| degree_level | Doctorado |
| degree_name | Doctorado en Ciencias Matemáticas |
| degree_name_facet | Doctorado en Ciencias Matemáticas |
| format | Tesis de doctorado |
| id | 20.500.14330-TES01000685176 |
| institution | Universidad Nacional Autónoma de México |
| publishDate | 2012 |
| publisher | MX |
| record_format | dspace |
| rights | http://creativecommons.org/licenses/by-nc-nd/4.0 Acceso en línea sin restricciones |
| spelling | 20.500.14330-TES010006851762024-06-17T21:11:27Z The ruin probability and the expected utility for insurance companies in the presence of stochastic volatility on investments Badaoui , Mohamed Fernández Fernández, María Asuncion Begoña Ciencias Físico - Matemáticas y de las Ingenierías 2012 Tesis de doctorado https://hdl.handle.net/20.500.14330/TES01000685176 http://132.248.9.195/ptd2012/octubre/0685176/Index.html http://creativecommons.org/licenses/by-nc-nd/4.0 Acceso en línea sin restricciones MX https://tesiunam.dgb.unam.mx/F?current_base=TES01&func=direct&doc_number=000685176 Doctorado en Ciencias Matemáticas Universidad Nacional Autónoma de México Facultad de Ciencias Doctorado |
| spellingShingle | Ciencias Físico - Matemáticas y de las Ingenierías Badaoui , Mohamed The ruin probability and the expected utility for insurance companies in the presence of stochastic volatility on investments |
| title | The ruin probability and the expected utility for insurance companies in the presence of stochastic volatility on investments |
| title_full | The ruin probability and the expected utility for insurance companies in the presence of stochastic volatility on investments |
| title_fullStr | The ruin probability and the expected utility for insurance companies in the presence of stochastic volatility on investments |
| title_full_unstemmed | The ruin probability and the expected utility for insurance companies in the presence of stochastic volatility on investments |
| title_short | The ruin probability and the expected utility for insurance companies in the presence of stochastic volatility on investments |
| title_sort | ruin probability and the expected utility for insurance companies in the presence of stochastic volatility on investments |
| topic | Ciencias Físico - Matemáticas y de las Ingenierías |
| url | https://hdl.handle.net/20.500.14330/TES01000685176 http://132.248.9.195/ptd2012/octubre/0685176/Index.html |
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