Applications of a change of measures technique for compound mixed renewal processes to the ruin problem
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Publisher
VTeX
Subject
Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability
Reference31 articles.
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Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Distribution of shifted discrete random walk generated by distinct random variables and applications in ruin theory;Modern Stochastics: Theory and Applications;2024
2. A characterization of progressively equivalent probability measures preserving the structure of a compound mixed renewal process;Latin American Journal of Probability and Mathematical Statistics;2023
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