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Classical Risk Model with Multi-Layer Premium Rate
the surplus process R as Rt = u− Nt∑ j=1 Uj + ∫ t 0 c(Rs)ds, where u ≥ 0 represents the initial surplus ... VII of Asmussen (2000) for the case n = 2; also see Zhou (2004). 1 2 Write Rit := u+ cit− Nt∑ j=1 ...- Authors: Xiaowen Zhou
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Stochastic models