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On The Randomized Schmitter Problem
We revisit the classical Schmitter problem in ruin theory and consider it for randomly chosen initial surplus level U. We show that the computational simplification that is obtained for exponentially distributed U allows to connect the problem to m-convex ordering, from which simple and sharp analyt...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2021
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9242971/ https://www.ncbi.nlm.nih.gov/pubmed/35783815 http://dx.doi.org/10.1007/s11009-021-09910-5 |