Ruin Probability in Compound Poisson Process with Investment.

Yong Wu Xiang Hu

Published in: J. Appl. Math. (2012)

Keyphrases

poisson process
markov modulated
poisson processes
arrival rate
batch size
lead time
probability distribution
doubly stochastic
decision making
machine learning
steady state
gaussian process
replacement policy
arrival process
learning algorithm
cost function