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We consider the classical ruin problem due to Cramér and Lundberg and we generalize it. Ruin times of the considered models are studied and sufficient conditions to usual stochastic dominance between ruin times are established. In addition an al[...]texto impreso
Almaraz Luengo, Elena ; Ancochea Bermúdez , José María ; García Vergnolle, Lucía | Taylor & Francis | 2013-05It is proved that for any quasi-filiform of non-zero rank the solvable Lie algebra obtained by adjoining a maximal torus of outer derivations is complete. Further, for any positive integer m, it is shown that there exist solvable complete Lie a[...]texto impreso
Almaraz Luengo, Elena ; Cano Sevilla, Francisco Jose | Universidad de Murcia. Departamento de Estadística e Investigación Operativa | 2009Las aproximaciones mas usuales para comparar inversiones en riesgo estan basadas en la media y en la varianza de las variables aleatorias. Esto tiene sus inconvenientes ya que la presencia de la varianza provoca inconsistencia con la regla FSD. [...]texto impreso
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In this paper we examine the time T to reach a critical number K0 of infections during an outbreak in an epidemic model with infective and susceptible immigrants. The underlying process X, which was first introduced by Ridler-Rowe (1967), is rel[...]texto impreso
The aim of this work is to show that on certain ocasions classic decision rules used in the context of options (Stochastic Dominance criteria and Mean-Variance rules) do not provide a selection of one specific option over the other, therefore, t[...]
