Browsing by Author "b16fd04d-1785-4a38-853a-978c3175b853"
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APPLICATION OF LOG-CONCAVITY PROPERTY OF NON-RUIN PROBABILITY IN ALLOCATION OF INSURANCE POOLS
Ackley, Jared (University of Texas at Arlington, 2022-05)Consider a sequence of independent and identically distributed random variables Zi, i = 1,2,... and an integer-valued random number M with a log-concave pmf that is independent of Zi, = 1,2,. It is known that Sy = Le1 Z; ...