Tail bounds for the joint distribution of the surplus prior to and at ruin

Tail bounds for the joint distribution of the surplus prior to and at ruin

On the Distribution of the Surplus Prior and at Ruin

Consider a classical compound Poisson model. The safety loading can be positive, negative or zero. Explicit expressions for the distributions of the surplus prior and at ruin are given in terms of the ruin probability. Moreover, the asymptotic behaviour of these distributions as the initial capital tends to infinity are obtained. In particular, for positive safety loading the Cramer case, the c...

The surplus prior to ruin and the deficit at ruin for a correlated risk process

This paper presents an explicit characterization for the joint probability density function of the surplus immediately prior to ruin and the deficit at ruin for a general risk process, which includes the Sparre-Andersen risk model with phase-type inter-claim times and claim sizes. The model can also accommodate a Markovian arrival process which enables claim sizes to be correlated with the inte...

مازاد سرمایه در زمان ورشکستگی در مدل ریسک کلاسیک با عامل اغتشاش on the surplus prior to ruin in the perturbed classical risk process

هدف این تحقیق در نظر گرفتن مدل ریسک کلاسیک که با عامل فرآیند وینر ، به مدل ریسک کلاسیک با عامل اغتشاش تبدیل می شود. در این تحقیق فرمول هایی صریح برای تابع چگالی احتمال توام و حاشیه ای مقدار مازاد سرمایه بلافاصله قبل و در زمان ورشکستگی و همچنین تابع چگالی احتمالی برای مقادیر و اندازه خسارت هایی که باعث ورشکستگی شده اند، بررسی می شود. نیاز برای چنین تحقیقی بدین سبب احساس می شود که در مدل ریسک کل...

the evaluation and comparison of two esp textbooks available on the iranian market for teaching english to the students of medicine

abstract this study evaluated and compared medical terminology and english for the students of medicine (ii) as two representatives of the textbooks available on the iranian market for teaching english to the students of medicine. this research was performed on the basis of a teacher’s and a number of students’ attitudes and the students’ needs analysis for two reasons: first, to investigate...