Titlebook: Actuarial Science; Advances in the Stat Ian B. MacNeill,Gary J. Umphrey,Serge B. Provost Book 1987 D. Reidel Publishing Company, Dordrecht,

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https://doi.org/10.1007/b101849s formulated as a compound renewal process. Such processes, under the name of renewal-reward processes, were introduced by Jewell (1967), who extended to them the fluctuation theory of random walks. In this paper we establish further results for compound renewal processes and apply them to Von Bahr’

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Power Delivery and Functional Attributes, and discuss various actuarial applications. Generalizations and simplified proofs of some of the known mathematical results are given. A somewhat similar theme was considered by Goovaerts .. (1982), but for the most part our applications and methods are different.

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COKE

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Embedded Speicherkonzepte, spezielle Musterd a loss reserve, which estimates the amount of the expected loss. Accurate estimation of the expected loss is important both for the preparation of realistic financial statements and for the establishment of profitable premium rates. However, the initial loss reserve is only the beginning of the es

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Embedded Speicherkonzepte, spezielle Musterc some of the author’s earlier results on stochastic processes. It is assumed that the instantaneous borrowing and lending rate (the spot rate) is modelled by a stochastic process which is both Markovian and Gaussian. Among such processes, the Ornstein-Uhlenbeck stochastic process is used. It has th