Dear Colleagues,

We continue our Colloquium in the Math Department.

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Kumer Pial Das

Graduate Teaching Assistant

Department of Mathematics and Statistics

Auburn University, Alabama

Thursday, February 10, EMCS 422, 3:00 pm.

Ruin Estimates Under Interest Force: A Martingale Approach

Abstract. Risk theory considers stochastic models that may be used to study
the risk of a risk enterprise, where the nature of the operation is such
that expenditures may exceed receipts during some accounting periods in the
normal course of operation. This paper studies in details the surplus
process of an insurance portfolio. Martingale technique has been used to
derive results concerning the probability of ruin, given that ruin occurs.

Kumer Pial Das is a candidate for a position at our Department.

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Boris P Belinskiy

Department of Mathematics, Dept. 6956

University of Tennessee at Chattanooga

Ph. (423) 425-4748