Occupation times in a renewal risk model with exponential claim sizes
نویسندگان
چکیده
In this project, we consider the occupation times in a renewal (Sparre Andersen) insurance risk model with exponential claim sizes. Following the idea in Landriault et al. (2015)[4], we use the fluid flow technique to freeze/unfreeze the sample path and make connections to a corresponding Compound Poisson model.
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تاریخ انتشار 2017