Pregled bibliografske jedinice broj: 540448
Intersections of ruin probabilities with respect to the initial surplus
Intersections of ruin probabilities with respect to the initial surplus // EURO XXIV LISBON, July 11-14, 2010 / Silvano Martello et al (ur.).
Lisabon: The Association of European Operational Research Societies, 2010. str. WD-43 (predavanje, nije recenziran, sažetak, znanstveni)
CROSBI ID: 540448 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Intersections of ruin probabilities with respect to the initial surplus
Autori
Slijepčević-Manger Tatjana
Vrsta, podvrsta i kategorija rada
Sažeci sa skupova, sažetak, znanstveni
Izvornik
EURO XXIV LISBON, July 11-14, 2010
/ Silvano Martello et al - Lisabon : The Association of European Operational Research Societies, 2010, WD-43
Skup
EURO XXIV
Mjesto i datum
Lisabon, Portugal, 11.07.2010. - 14.07.2010
Vrsta sudjelovanja
Predavanje
Vrsta recenzije
Nije recenziran
Ključne riječi
risk process; spectrally negative Levy process; ruin probability; scale function; Mittag-Leffler function
Sažetak
In this paper we study intersections of ruin probability functions with respect to the initial surplus for two risk models. The insurance company could use one model with smaller probability of ruin up to the intersection and then change to the other model in order to minimize the probability of ruin.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
