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Generalized parametric model of an optical system and its analysis

โœ Scribed by Zverev, V. A.; Timoshchuk, I. N.


Book ID
115402831
Publisher
Optical Society of America
Year
2011
Tongue
English
Weight
99 KB
Volume
78
Category
Article
ISSN
1070-9762

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We model an insurance system consisting of one insurance company and one reinsurance company as a stochastic process in R 2 . The claim sizes {X i } are an iid sequence with light tails. The interarrival times {ฯ„ i } between claims are also iid and exponentially distributed. There is a fixed premium