The asymptotic ruin problem when the healthy and sick periods form an alternating renewal process

CM Ramsay - Insurance: Mathematics and Economics, 1984 - Elsevier
Abstract Let {T 1, Y 1}∞ i= 1 be a sequence of positive independent random variables. Let,
also, Z 1= βY′ 1− πT i, i= 1, 2,…, where Y′ 1= Max (0, Y i− w), w⩾ 0, and where β< 0 and …
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[引用][C] The asymptotic ruin problem when the healthy and sick periods form an alternating renewal process

CM Ramsay - Insurance: Mathematics and Economics, 1984 - ideas.repec.org
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[引用][C] The asymptotic ruin problem when the healthy and sick periods form an alternating renewal process

CM Ramsay - Insurance: Mathematics and Economics, 1984 - econpapers.repec.org
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