Refined distributions for a multi-risk stochastic process
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Publication:4151053
DOI10.1080/03461238.1977.10405638zbMath0373.62061OpenAlexW2041938881MaRDI QIDQ4151053
Clinton P. Fuelling, John A. Beekman
Publication date: 1977
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1977.10405638
Applications of statistics to actuarial sciences and financial mathematics (62P05) Special processes (60K99) Statistical distribution theory (62E99)
Related Items (4)
Weak convergence of random growth processes with applications to insurance ⋮ Interest and mortality randomness in some annuities ⋮ Compound poisson processes, as modified by Ornstein-Uhlenbeck processes, Part II ⋮ A stochastic model of computer use
Cites Work
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- First passage time and extremum properties of Markov and independent processes
- Asymptotic distributions for the Ornstein-Uhlenbeck process
- Evaluations of barrier-crossing probabilities of Wiener paths
- The numerical calculation ofU(w, t), the probability of non-ruin in an interval (0,t)
- Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test
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