搜索结果: 1-2 共查到“risk processes”相关记录2条 . 查询时间(0.328 秒)
Adjustment coefficient for risk processes in some dependent contexts
Adjustement coefficient risk process ruin theory non parametricestimation weak dependence
2010/3/17
Following [18], we study the adjustment coefficient of ruin
theory in a context of temporal dependency. We provide a consistent
estimator of this coefficient, and perform some simulations.
Adjustme...
In this paper we first consider a risk process in whichclaim inter-arrival times and the time until the first claim havean Erlang (2) distribution. An explicit solution is derived forthe probability o...