This paper deals with the severity of ruin in a discrete semi-Markov risk model. It is shown that the work of Reinhard and Snoussi (Stochastic Models, 18) can be extended to cover the case where the premium is an inte...
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We consider the estimation of the number of signals in exponential signals models. We use different Information Theoretic Criteria to detect the number of signals and compare its small sample properties by Monte Carlo...
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A practical algorithm for solving the linear complementarity problem [w — Mz = q, w>0. z >0. wz=0] is presented. This algorithm is based on the n-cycle algorithm, which is known to converge if M is a nondegener...
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