The Presence Process Pdf 117372 | Boutsikas And Politis(2015)mcap

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exit times overshoot and undershoot for a surplus process in the presence of an upper barrier michael v boutsikas and konstadinos politis dept of statistics and insurance science university of ...

Filetype PDF | Posted on 06 Oct 2022 | 2 years ago

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...Exit times overshoot and undershoot for a surplus process in the presence of an upper barrier michael v boutsikas konstadinos politis dept statistics insurance science university piraeus greece abstract we study movement with initial capital u two barriers lower at zero b more specically consider behaviour continuous time only claim arrival each these cases nd expected until exits interval also obtain results related to which particular case above are derived under assumption that distribution sizes or interarrival belongs mixed erlang class nal section discuss implementation methods number examples using computer algebra software illustrate eciency even fairly complicated keywords ruin probability sparre andersen model problems msc primary k g secondary introduction denitions much research actuarial risk theory is concerned where focus on event company certain portfolio becomes negative some instant it has been argued see instance gerber several occasions may not be concern e when ver...

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Posted on: 06 Oct 2022 | 2 years ago
Tag: download pdf, boutsikas, politis, 2015, mcap,
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File size: 0.63 MB
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