Browsing Statistics and Actuarial Science by Author "Xu, Di"
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Analysis of Time Dependent Aggregate Claims
Xu, Di (University of Waterloo, 2016-07-22)Estimation of aggregate claim amounts is a fundamental task in Actuarial science, based on which risk theory, ruin theory and reinsurance theory can be studied. Properties, including moments, Laplace transforms, and ... -
Poissonian potential measures for Lévy risk models
Landriault, David; Li, Bin; Wong, Jeff T. Y.; Xu, Di (Elsevier, 2018-09-01)This paper studies the potential (or resolvent) measures of spectrally negative Lévy processes killed on exiting (bounded or unbounded) intervals, when the underlying process is observed at the arrival epochs of an independent ...