RT Journal Article
T1 An Application of Semi-Markovian Models to the Ruin Problem
A1 Almaraz Luengo, Elena Salome
AB We consider the classical ruin problem due to Cramér and Lundberg and we generalize it. Ruin times of the considered models are studied and sufficient conditions to usual stochastic dominance between ruin times are established. In addition an algorithm to simulate processes verifying the conditions under consideration is proposed.
PB Universidad Nacional de Colombia
SN 0120-1751
YR 2011
FD 2011-12
LK https://hdl.handle.net/20.500.14352/43712
UL https://hdl.handle.net/20.500.14352/43712
LA eng
DS Docta Complutense
RD 23 abr 2025