摊位 发表于 2025-3-26 21:32:42
Ruin Problems, the health of the company. So problems centering around ruin probability have a prominent place in mathematical analysis of insurance models. We shall first consider some general results in the Sparre Andersen model; later we shall specialise to the case of the Cramér-Lundberg model.MEET 发表于 2025-3-27 01:52:34
Lundberg risk process with investment, a study of stock price fluctuations. (It is interesting to note that Bachelier’s pioneering work predated the famous work of Einstein on Brownian motion by five years!) Though risk models perturbed by Brownian motion/Levy process and diffusion approximation of risk processes have been studied sincemyopia 发表于 2025-3-27 07:26:16
10楼绝缘 发表于 2025-3-27 09:36:16
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10楼芦笋 发表于 2025-3-27 17:47:55
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