SWITCH TIME FAMILY OF DISTRIBUTIONS AND
PROCESSES AND THEIR APPLICATIONS TO
REFLECTED SURPLUS MODELS
SWITCH TIME FAMILY OF DISTRIBUTIONS AND
PROCESSES AND THEIR APPLICATIONS TO
REFLECTED SURPLUS MODELS
Author(s): Pavel StoynovSubject(s): Economy
Published by: Софийски университет »Св. Климент Охридски«
Keywords: additive processes; parameterization; switch time family distributions
Summary/Abstract: A family of probability distributions called switch time family distributions and the corresponding switch time processes are introduced and simulated. Application to some reflected surplus models are presented.
Journal: Годишник на Стопанския факултет на СУ „Св. Климент Охридски“
- Issue Year: 14/2016
- Issue No: 1
- Page Range: 255-285
- Page Count: 32
- Language: English