A property of the renewal counting process with application to the finite-time ruin probability

By Jelena Kočetova, Remigijus Leipus, Jonas Siaulys. 2009

46 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/fad68f41fff9b6e20b8b6c6d64aba14e21023e07

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Yiqing Chen
2. Anyue Chen
3. Kai Wang Ng
4. Aiting Shen
5. Yuebao Wang

In Finance

1. Yiqing Chen
2. Anyue Chen
3. Kai Wang Ng
4. Aiting Shen
5. Qihe Tang

In Management Science and Operations Research

1. Yiqing Chen
2. Anyue Chen
3. Kai Wang Ng
4. Aiting Shen
5. Qihe Tang
6. Kam Chuen Yuen
7. Jinzhu Li
8. Yuebao Wang

Citations in the corpus

• The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables (2010, methodology): “Finally, by the sufficiency part of Theorem 1.1 which we are to prove below, the finiteness of E |X1| implies that Sn/n a.s.→ E X1 as n → ∞.”