The Local Time of the Classical Risk Process

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dc.creatorCortes, F.
dc.creatorLeón, J. A.
dc.creatorVilla, J.
dc.date2008-01-14
dc.date.accessioned2026-07-07T08:54:21Z
dc.date.available2026-07-07T08:54:21Z
dc.descriptionIn this paper we give an explicit expression for the local time of the classical risk process and associate it with the density of an occupational measure. To do so, we approximate the local time by a suitable sequence of absolutely continuous random fields. Also, as an application, we analyze the mean of the times $s \in [0,T]$ such that $0\leq X_{s} \leq X_{s+ε} $ for some given $ε>0$.
dc.description15 pages
dc.identifierhttps://arxiv.org/abs/0801.2106
dc.identifierhttp://arxiv.org/abs/0801.2106
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/145901
dc.subjectProbability
dc.subject60J55; 91B30
dc.titleThe Local Time of the Classical Risk Process
dc.typetext

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