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Large Deviation Estimate in Ruin Theory
independent of all X~'s. For t >_ 0, let St denote the aggregate claims up to time t and let U(t) denote the ... processes: S t = X 1 + X2 + . . . + XN(t), the insurance risk process and u( t ) = u + ct - S , , ...- Authors: Jinhua Tao
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods