Pereira, André Gustavo CamposSilva, Carlos Alexandre Gomes da2015-03-032010-09-132015-03-032010-03-19https://repositorio.ufrn.br/jspui/handle/123456789/18633In this work, we present a risk theory application in the following scenario: In each period of time we have a change in the capital of the ensurance company and the outcome of a two-state Markov chain stabilishs if the company pays a benece it heat to one of its policyholders or it receives a Hightimes c > 0 paid by someone buying a new policy. At the end we will determine once again by the recursive equation for expectation the time ruin for this companyapplication/pdfAcesso Abertoprobabilidade de ruínaTeoria do riscoCadeias de MarkovEsperança do tempo de ruínaRuin probabilityRisk theoryMarkov chainExpectation time of ruinmasterThesisCNPQ::CIENCIAS EXATAS E DA TERRA::MATEMATICA::MATEMATICA APLICADA