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Etude des marchés d'assurance non-vie à l'aide d'équilibres de ...

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tel-00703797, version 2 - 7 Jun 2012<br />

Chapitre 4<br />

Asymptotiques <strong>de</strong> la probabilité <strong>de</strong><br />

ruine dans un modèle <strong>de</strong> risque avec<br />

dépendance<br />

—<br />

The A + B/u rule for discrete and<br />

continuous time ruin mo<strong>de</strong>ls with<br />

<strong>de</strong>pen<strong>de</strong>nce<br />

A teacher can never truly teach unless he is still learning himself.<br />

A lamp can never light another lamp unless it continues to burn its own<br />

flame. The teacher who has come to the end of his subject, who has no<br />

living traffic with his knowledge but merely repeats his lessons to his<br />

stu<strong>de</strong>nts, can only load their minds ; he cannot quicken them.<br />

Rabindranath Tagore (1861-1941)<br />

Ce chapitre se base sur l’article Dutang et al. (2012) soumis <strong>à</strong> l’Insurance: Mathematics<br />

and Economics.<br />

173

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