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Laplace Transform and Barrier Hitting Time Distributions
. . -~(o) t f ( t ; ,z,,}, n =0,1 , - . . . (17) For expr~,ssions c U,~}{~ ~)(},a .x,) -~,a n = ... . -2 , . . . (18) v,'27t:~ "I'og,,ther with (17) aim (18), we obtain the density of T,,: g, , ( ...- Authors: Xiaodong Sheldon Lin
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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A Solution of Defective Renewal Equations with Applications to Ruin Theory
A Solution of Defective Renewal Equations with Applications to Ruin Theory This paper presents an ... p+l~l+O it can be shown by inducti(m that j~ a=0 (17) 3?0 The coefficients Cj,k satisL the following ...- Authors: Gordon E Willmot, Xiaodong Sheldon Lin
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods