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

Zhigang Li, Rong Wu and Yonghong Du

Statistics & Probability Letters, 2007, vol. 77, issue 9, 873-880

Abstract: 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.

Keywords: Renewal; measure; Strong; Markov; process; Laplace-Stieltjes; Transform; [beta]; Points (search for similar items in EconPapers)
Date: 2007
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