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Limit behavior of the distribution of the ruin moment of a modified risk process

✍ Scribed by D. V. Gusak

Book ID: 110573072
Publisher: Springer
Year: 1999
Tongue: English
Weight: 262 KB
Volume: 51
Category: Article
ISSN: 0041-5995
DOI: 10.1007/bf02591982

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Firstly exact simple expressions are given for the moments Mr = Eo(Trl{T<~}) when the initial reserves are equal to zero. Then for positive initial reserves the same moments are expressed very compactly through the Mr's, and the polynomials e,~(O = eXtP(St = n), n = 0, 1 .... In both cases the resul