The Ruin as Memorial – The Memorial as Ruin
نویسندگان
چکیده
منابع مشابه
The moments of the time of ruin , the surplus before ruin , and the deficit at ruin
In this paper we extend the results in Lin and Willmot (1999 Insurance: Mathematics and Economics 25, 63–84) to properties related to the joint and marginal moments of the time of ruin, the surplus before the time of ruin, and the deficit at the time of ruin. We use an approach developed in Lin and Willmot (1999), under which the solution to a defective renewal equation is expressed in terms of...
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ژورنال
عنوان ژورنال: Performance Research
سال: 2015
ISSN: 1352-8165,1469-9990
DOI: 10.1080/13528165.2015.1049040