测度变换技术用于复合混合更新过程在破产问题中的应用
概率论
2020-07-21 v1
摘要
本文将 Tzaninis 与 Macheras [24] 发展的复合混合更新过程的测度变换技术应用于破产问题，以计算破产概率并给出其上下界。
引用
@article{arxiv.2007.09266,
title = {Applications of a change of measures technique for compound mixed renewal processes to the ruin problem},
author = {Spyridon M. Tzaninis},
journal= {arXiv preprint arXiv:2007.09266},
year = {2020}
}
备注
arXiv admin note: substantial text overlap with arXiv:2007.05289, arXiv:2007.09051