Article ID Journal Published Year Pages File Type
1154510 Statistics & Probability Letters 2007 8 Pages PDF
Abstract

In this paper we investigate the distribution function and the Laplace–Stieltjes Transform(L-S-T) of the first ββ point s1β of the surplus process {U(t),t⩾0}{U(t),t⩾0} using its strong Markov property and the theory of renewal measure. We find the distribution function of s1β in some cases.

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Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
The distribution of the first ββ point in the classical risk model with interest
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