On the extremes of surplus process in compound binomial model

zbMATH Open1274.60213MaRDI QIDQ4914922FDOQ4914922

Authors: Altan Tuncel, Fatih Tank, Serkan Eryilmaz 

Publication date: 15 April 2013

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zbMATH Keywords

compound binomial modelsurplus processrecurrence formulaextremal theory

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cited In (2)

• On distributions of runs in the compound binomial risk model
• A surplus process involving a compound Poisson counting process and applications

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