Extreme value theorems of uncertain process with application to insurance risk model
نویسنده
چکیده
Uncertain process is a sequence of uncertain variables indexed by time. This paper presents a series of extreme value theorem of uncertain independent increment process and provides uncertainty distribution of first hitting time. This paper also proposes an insurance risk model with uncertain claims. Finally, a concept of ruin index is defined and a ruin index formula is given.
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ورودعنوان ژورنال:
- Soft Comput.
دوره 17 شماره
صفحات -
تاریخ انتشار 2013