Drawdown analysis for the renewal insurance risk process

Keyphrases

• Running Maximum 100%
• Insurance Risk Process 100%
• Two-sided Exit Problem 66%
• Fluid Flow 33%
• Phase Coding 33%
• Jump Height 33%
• Markov Additive Process 33%
• Risk Process 33%
• Maximum Time 33%
• Inter-arrival Time 33%
• Time Prior 33%
• Jumping numbers 33%
• Flow Analogy 33%
• Expected Discounted Dividend Payments 33%
• Two-sided Exit 33%

Mathematics

• Risk Process 100%
• Interarrival Time 25%
• Number of Jump 25%