| dc.description.abstract | The purpose of this thesis is to show that, for the classical risk model, analytical solution for ruin probability can be obtained through solving the differential integral equation. The amount of claims is assumed to have Gamma (2,β) distribution. The numerical result using Mathematica software show that the decrease in ruin probability value is caused by the increase in initial capital or premium loading (δ), and, on the order hand, the corresponding increase is used by the decrease in initial capital or premium loading (δ). | en |
