$S_{0,3}$ is non-ruinous
نویسندگان
چکیده
منابع مشابه
On Extreme Ruinous Behaviour of Lévy Insurance Risk Processes
In this short note we show how new fluctuation identities and their associated asymptotics given in Vigon (2002), Klüppelberg et al. (2004) and Doney and Kyprianou (2006) provide the basis for establishing, in an elementary way, asymptotic overshoot and undershoot distribitions for a general class of Lévy insurance risk processes. The results bring the earlier conclusions of Asmussen and Klüppe...
متن کاملModules for which every non-cosingular submodule is a summand
A module $M$ is lifting if and only if $M$ is amply supplemented and every coclosed submodule of $M$ is a direct summand. In this paper, we are interested in a generalization of lifting modules by removing the condition"amply supplemented" and just focus on modules such that every non-cosingular submodule of them is a summand. We call these modules NS. We investigate some gen...
متن کاملPath Decomposition of Ruinous Behavior for a General Lévy Insurance Risk Process by Philip
We analyze the general Lévy insurance risk process for Lévy measures in the convolution equivalence class S(α), α > 0, via a new kind of path decomposition. This yields a very general functional limit theorem as the initial reserve level u → ∞, and a host of new results for functionals of interest in insurance risk. Particular emphasis is placed on the time to ruin, which is shown to have a pro...
متن کاملE¢ cient Simulation and Conditional Functional Limit Theorems for Ruinous Heavy-tailed Random Walks
The contribution of this paper is to introduce change of measure based techniques for the rare-event analysis of heavy-tailed stochastic processes. Our changes-of-measure are parameterized by a family of distributions admitting a mixture form. We exploit our methodology to achieve two types of results. First, we construct Monte Carlo estimators that are strongly e¢ cient (i.e. have bounded rela...
متن کاملIntestinal Lactobacillus Species: Is it Equal in Colicky and non-Colicky Breastfed Infants?
Introduction: Infantile colic is one of the most common problems in the family in few weeks after birth. Pathophysiology of colic has not been explained yet. The aim of this study was to compare the intestinal microflora in colicky and non-colicky infants. Materials and Methods: Seventy breastfed infant aged 15-60 days were enrolled in this study and divided into two groups of 35 colicky and no...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Rocky Mountain Journal of Mathematics
سال: 2011
ISSN: 0035-7596
DOI: 10.1216/rmj-2011-41-5-1449