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Total duration of negative surplus for a Brownian motion risk model with interest

โœ Scribed by Wang, Wei; He, Jing Min

Book ID
121591822
Publisher
Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2013
Tongue
English
Weight
202 KB
Volume
30
Category
Article
ISSN
1439-7617

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๐Ÿ“œ SIMILAR VOLUMES

Total duration of negative surplus for t
Total duration of negative surplus for the dual model
โœ Min Song; Rong Wu; Xin Zhang ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 116 KB

## Abstract In the dual model, we allow the surplus process to continue if the surplus falls below zero. By introducing the renewal measure of the defective renewal sequence constituted by the zero points of the surplus process, we obtain the probability of hitting the zero point. Further, we deriv