Periodicity and ruin probabilities for compound non-homogeneous poisson processes
Compound non-homogenous Poisson processes with periodic claim intensity rates are studied in this work. A risk process related to a short term periodic environment and the periodicity for its compound claim counting process are discussed. The ruin probabilities of compound non-homogenous Poisson pro...
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2001
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| Online Access: | http://spectrum.library.concordia.ca/1312/1/MQ59274.pdf Lu, Yi <http://spectrum.library.concordia.ca/view/creators/Lu=3AYi=3A=3A.html> (2001) Periodicity and ruin probabilities for compound non-homogeneous poisson processes. Masters thesis, Concordia University. |