Exact and approximate distributions for the product of inverted Dirichlet components
โ Scribed by Saraless Nadarajah
- Publisher
- Springer-Verlag
- Year
- 2006
- Tongue
- English
- Weight
- 566 KB
- Volume
- 47
- Category
- Article
- ISSN
- 0932-5026
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
We obtain explicit expressions for the distribution of surplus immediately before and after ruin which allow for simple derivation of bounds as well as simple evaluation for certain choices of the claim size distribution. We then use these expressions to construct Tijms-type approximations which are
Exact expressions are derived for the probability density function (pdf), cumulative distribution function (cdf), shape of the pdf, asymptotics of the pdf and the cdf, Laplace transform, moment properties and the order statistics properties of the product of m independent gamma and n independent Par
## Abstract For an arbitrary differential operator __P__ of order __p__ on an open set __X__ โ R^n^, the Laplacian is defined by ฮ = __P__\*__P__. It is an elliptic differential operator of order __2p__ provided the symbol mapping of __P__ is injective. Let __O__ be a relatively compact domain in _