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math.PR2023
Probabilistic approach to risk processes with level-dependent premium rate
Denis Denisov, Niklas Gotthardt, Dmitry Korshunov +1
We study risk processes with level dependent premium rate. Assuming that the premium rate converges, as the risk reserve increases, to the critical value in the net-profit conditio…
math.PR2023
Precise tail behavior of some Dirichlet series
Alexander Iksanov, Vitali Wachtel
Let , be independent copies of a random variable with zero mean and finite variance which is bounded from the right, that is, almost surely for some…