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The purpose of this article and a companion article is to explore a number of topics in Statistics in Business and Industry. This article sketches the history of Quality Management, from its emergence in the late 19th and early 20th centuries through to the present day. Particular emphasis is...
In this paper, we study the ruin theory for classical risk process that is perturbed by diffusion with risky investments. We obtain the upper bound for the minimal ruin probability. We also investigate the relationships between the adjustment coefficient and the diffusion volatility parameter,...
We consider a financial market consisting of a risky asset and a riskless one, with a constant or random investment horizon. The interest rate from the riskless asset is constant, but the relative return rate from the risky asset is stochastic with an unknown parameter in its distribution....
The maximum entropy approach used together with fractional moments has proven to be a flexible and powerful tool for density approximation of a positive random variable. In this paper we consider an optimality criterion based on the Kullback–Leibler distance in order to select appropriate...
In this paper, we consider the compound Poisson process perturbed by a diffusion in the presence of the so‐called threshold dividend strategy. Within this framework, we prove the twice continuous differentiability of the expected discounted value of all dividends until ruin. We also derive...
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