Displaying similar documents to “On the distribution of the number of survivors and deaths in a birth and death process”

On distribution of waiting time for the first failure followed by a limited length success run

Czesław Stępniak (2013)

Applicationes Mathematicae

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Many doctors believe that a patient will survive a heart attack unless a succeeding attack occurs in a week. Treating heart attacks as failures in Bernoulli trials we reduce the lifetime after a heart attack to the waiting time for the first failure followed by a success run shorter than a given k. In order to test the "true" critical period of the lifetime we need its distribution. The probability mass function and cumulative distribution function of the waiting time are expressed in...

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...