Object of study of this paper is the analysis, in a particular case, of the function of Seal used in the problem of the determination of the non ruin function in finite times. In particular, we develop a calculus method of the formula of the Seal in the case in which the distribution function of the sums at risk is a negative exponential and we determine also a limitation for this formula to allows an immediate numerical evaluation.
On the function of Seal
FERRENTINO, Rosa
2008
Abstract
Object of study of this paper is the analysis, in a particular case, of the function of Seal used in the problem of the determination of the non ruin function in finite times. In particular, we develop a calculus method of the formula of the Seal in the case in which the distribution function of the sums at risk is a negative exponential and we determine also a limitation for this formula to allows an immediate numerical evaluation.File in questo prodotto:
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