Modelo de risco controlado por resseguro e desigualdades para a probabilidade de ruína

In the work reported here we present theoretical and numerical results about a Risk Model with Interest Rate and Proportional Reinsurance based on the article Inequalities for the ruin probability in a controlled discrete-time risk process by Ros ario Romera and Maikol Diasparra (see [5]). Recursive and integral equations as well as upper bounds for the Ruin Probability are given considering three di erent approaches, namely, classical Lundberg inequality, Inductive approach and Martingale approach. Density estimation techniques (non-parametrics) are used to derive upper bounds for the Ruin Probability and the algorithms used in the simulation are presented

Probabilidade no ensino médio

This thesis aims to show teachers and students in teaching and learning in a study of Probability High School, a subject that sharpens the perception and understanding of the phenomea of the random nature that surrounds us. The same aims do with people who are involved in this process understand basic ideas of probability and, when necessary, apply them in the real world. We seek to draw a matched between intuition and rigor and hope therebyto contribute to the work of the teacher in the classroom and the learning process of students, consolidating, deepening and expaning what they have learned in previous contents