On the extremes of surplus process in compound binomial model

MaRDI QIDQ4914922zbMATH OpenFDO

Authors Altan Tuncel, Fatih Tank, Serkan Eryilmaz

Publication date 15 April 2013

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)

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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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