期刊文献+

A GENERALIZATION OF RISK MODEL PERTURBED BY DIFFUSION 被引量:2

A GENERALIZATION OF RISK MODEL PERTURBED BY DIFFUSION
下载PDF
导出
摘要 In this paper, the classical risk process perturbed by diffusion is generalized by allowing for “size fluctuation” and the ruin probability for this new model is discussed. In this paper, the classical risk process perturbed by diffusion is generalized by allowing for “size fluctuation” and the ruin probability for this new model is discussed.
出处 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 1999年第4期417-422,共6页 高校应用数学学报(英文版)(B辑)
关键词 Risk m odel ruin probability Lundberg inequality Risk m odel, ruin probability, Lundberg inequality
  • 相关文献

同被引文献4

引证文献2

二级引证文献1

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部