论文标题
对复合混合更新过程的措施技术变化的应用到废墟问题
Applications of a change of measures technique for compound mixed renewal processes to the ruin problem
论文作者
论文摘要
在本文中,将在Tzaninis&Macheras [24]中开发的复合混合更新过程的措施技术的变化应用于废墟问题,以计算废墟概率并找到上层和下限。
In the present paper the change of measures technique for compound mixed renewal processes, developed in Tzaninis & Macheras [24], is applied to the ruin problem in order to compute the ruin probability and to find upper and lower bounds for it.