TY  - JOUR
AU  - Almaraz Luengo, Elena Salome
PY  - 2011
SN  - 0120-1751
UR  - https://hdl.handle.net/20.500.14352/43712
T2  - Revista Colombiana de Estadística
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...
LA  - eng
M2  - 477
PB  - Universidad Nacional de Colombia
KW  - Coupling
KW  - Markov chains
KW  - Semi-Markov process
KW  - Simulation
KW  - Stochastic ordering.
TI  - An Application of Semi-Markovian Models to the Ruin Problem
TY  - journal article
VL  - 34
ER  -