3Jarrow,R, ,Lando,D. ,and Turnbul),S. M. Amarkov mode: for the term structure of credit riskspread. Review of Financiai Studies, 1997, 1 0:481-523.
4Cramer H. Collective Risk Theory [Z]. Stockholm SkaldiaJubilee Volume, 1955.
5Asmuslen,S. and KI u ppelberg,C.Lrge devi-ations rgsults for T Subcxponentia, i tails with p-plications to insurance risk.. StochasticProlessesand thefr Applicatiens, 1996,64-: 105-125.
二级参考文献9
1Hans U. Gerber.成世学 严颖译.数学风险论导引[M].北京:世界图书出版社,1997..
2KarlH.Borch 庹国柱 等译.保险经济学[M].北京:商务印书馆,1999..
3Yang H.Non-exponential bounds for ruin probability with interest effect included.Scand Actuarial Journal,1999;99:66-79.
4Cai J.Discrete time risk model under rates of interest.Prob Eng Inf Sci,2002; 16:309-324.
5Cai J.Ruin probabilities with dependent rates of interest Appl Prob,2002; 29:312-323.
6Tang Q H,Tsitsiashvili G Sh.Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.Stochastic Process Appl,2003;108:299-325.
7Cai J,Dickson D C M.Ruin probabilities with a Markov chain interest model.Insurance:Mathematic and Economics,2004; 35:513-525.
