Displaying similar documents to “A stochastic dam process with non-homogeneous Poisson inputs”

Shock models with NBUFR and NBAFR survivals.

A. M. Abouammoh, M. I. Hindi, A. N. Ahmed (1988)

Trabajos de Estadística

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The life distribution H(t) of a device subject to shocks governed by a Poisson process and pure birth process is considered as a function of probabilities P of not surviving the first k shocks. It is shown that some properties of a discrete distribution {P'} are reflected on properties of the continuous life distribution H(t). In particular, if P has the discrete NBUFR properties, then H(t) has the continuous NBUFR and NBAFR properties. The NBUFR and NBAFR life distributions are obtained...

On the probability of reaching a barrier in an Erlang(2) risk process.

M. Mercè Claramunt, M. Teresa Mármol, Ramón Lacayo (2005)

SORT

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In this paper the process of aggregated claims in a non-life insurance portfolio as defined in the classical model of risk theory is modified. The Compound Poisson process is replaced with a more general renewal risk process with interocurrence times of Erlangian type. We focus our analysis on the probability that the process of surplus reaches a certain level before ruin occurs, χ(u,b). Our main contribution is the generalization obtained in the computation of χ(u,b) for the case of...