On the distribution of the number of survivors and deaths in a birth and death process
W. Klonecki (1967)
Colloquium Mathematicae
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W. Klonecki (1967)
Colloquium Mathematicae
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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...
Paulsen, Jostein (2008)
Probability Surveys [electronic only]
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James M. Dickey (1980)
Trabajos de Estadística e Investigación Operativa
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Parameterized families of subjective probability distributions can be used to great advantage to model beliefs of experts, especially when such models include dependence on concomitant variables. In one such model, probabilities of simple events can be expressed in loglinear form. In another, a generalization of the multivariate t distribution has concomitant variables entering linearly through the location vector. Interactive interview methods for assessing this second model and matrix...
Jean-Louis Bon, Jean Bretagnolle (1999)
ESAIM: Probability and Statistics
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Hugo Steinhaus, S. Zubrzycki (1957)
Colloquium Mathematicum
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Dong, Hua, Zhao, Xiang Hua, Liu, Zai Ming (2010)
Applied Mathematics E-Notes [electronic only]
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Gordienko, Evgueni, Ruiz de Chávez, Juan (2002)
Journal of Applied Mathematics and Stochastic Analysis
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Charles M. Stein (1985)
Banach Center Publications
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Nguyen Quy Hy (1975)
Annales Polonici Mathematici
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Brouwer, Rachel M., Pennanen, Juho (2006)
Electronic Journal of Probability [electronic only]
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