Déposez votre fichier ici pour le déplacer vers cet enregistrement.
Research talks;Probability and Statistics
We study a renewal risk model in which the surplus process of the insurance company is modeled by a compound fractional Poisson process. We establish the long-range dependence property of this non-stationary process. Some results for the ruin probabilities are presented in various assumptions on the distribution of the claim sizes.
60G22 ; 60G55 ; 91B30 ; 60K05 ; 33E12
... Lire [+]