Asymptotics for the Moments of the Time to Ruin for the Compound Poisson Model Perturbed by Diffusion
โ Scribed by Vaios Dermitzakis; Konstadinos Politis
- Publisher
- Springer US
- Year
- 2010
- Tongue
- English
- Weight
- 315 KB
- Volume
- 13
- Category
- Article
- ISSN
- 1387-5841
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
## Abstract We use the compound Poisson probability distribution to model the annual area burned by forest fires in the Canadian province of Ontario. Models for sumsโofโrandom variables, relevant for modeling aggregate insurance claims and assessing insurance risk are also relevant in modeling aggr
## Abstract The PontriaginโVitt equation governing the mean of the time of first passage of a randomly accelerated particles has been studied extensively by Franklin and Rodemich.^1^ In their paper is presented the analytic solution for the twoโsided barrier problem and solutions by several finite