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The distribution of some extremum on the risk process whose income depend on the current reserve
This paper considers the distribution of some extremum on the risk process whose income depend on the current reserve. We first construct the defective renewal sequence and obtain the density function of them. By the presented renewal measure and the strong Markov property, the distribution of the f...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer International Publishing
2016
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5110506/ https://www.ncbi.nlm.nih.gov/pubmed/27917351 http://dx.doi.org/10.1186/s40064-016-3664-5 |