Risk Theory and Geometric Sums
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چکیده
Department of Mathematics Royal Institute of Technology S-10044 Stockholm Sweden email: [email protected] Received October 14, 2002 Vladimir “Volodya” Kalashnikov was a most kind and considerate person. Although we certainly most remember his great personality, we all also knew him as a splendid researcher. I will consider, as mentioned in the title, risk theory and geometric sums which were interests we had in common. A main reference for geometric sums is Kalashnikov (1997). Consider the classical model of an insurance risk business, i.e. where the claim occur according to a Poisson processN = {N(t); t ≥ 0}with intensity α and the costs of the claims are described by a sequence {Zk}1 of independent and identically distributed random variables, having a common distribution function F with mean μ. The total amount of claims paid by the company in the interval (0, t] is then described by the claim process
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تاریخ انتشار 2002