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- W3124179076 abstract "The insurance risk model in the presence of two horizontal absorbing barriers is considered. The lower barrier is the usual ruin barrier while the upper one corresponds to the dividend barrier. The distribution of two first-exit times of the risk process from the strip between the two horizontal lines is under study. The claim arrival process is governed by an Order Statistic Point Process (OSPP) which enables the derivation of formulas in terms of the joint distribution of the order statistics of a sample of uniform random variables." @default.
- W3124179076 created "2021-02-01" @default.
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- W3124179076 date "2017-05-01" @default.
- W3124179076 modified "2023-09-27" @default.
- W3124179076 title "Two-sided exit problems in the ordered risk model" @default.
- W3124179076 hasPublicationYear "2017" @default.
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