The distribution of the first [beta] point in the classical risk model with interest

In this paper we investigate the distribution function and the Laplace-Stieltjes Transform(L-S-T) of the first [beta] point of the surplus process {U(t),t[greater-or-equal, slanted]0} using its strong Markov property and the theory of renewal measure. We find the distribution function of in some cases.

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Year of publication:	2007
Authors:	Li, Zhigang ; Wu, Rong ; Du, Yonghong
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 77.2007, 9, p. 873-880
Publisher:	Elsevier
Keywords:	Renewal measure Strong Markov process Laplace-Stieltjes Transform [beta] Points

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223276