RISK_PROCESS

作品数：33被引量：54H指数：5
导出分析报告
相关作者：孟辉更多>>
相关机构：南开大学更多>>
相关期刊：《外文科技期刊数据库（文摘版）医药卫生》《Wuhan University Journal of Natural Sciences》《Journal of Donghua University(English Edition)》《Applied Mathematics and Mechanics(English Edition)》更多>>
相关基金：国家自然科学基金国家重点基础研究发展计划国家社会科学基金Scientific Research Foundation for the Returned Overseas Chinese Scholars, State Education Ministry更多>>
-
在结果中检索

检索结果分析

结果分析中...
选择条件：
  • 期刊=Acta Mathematica Scientiax
共 条 记 录，以下是1-2
全选清除导出
参考文献引证文献引用追踪
视图：
排序：
THE JOINT DISTRIBUTIONS OF SOME ACTUARIAL DIAGNOSTICS FOR THE JUMP-DIFFUSION RISK PROCESS
《Acta Mathematica Scientia》2010年第3期664-676,共13页吕玉华 吴荣 徐润 
Supported by the National Natural Sci-ence Foundations of China (10271062 and 10471119);the Natural Science Foundation of Shandong Province(Y2004A06, Y2008A12, and ZR2009AL015);the Science Foundations of Shandong Provincial Education Department (J07yh05);the Science Foundations of Qufu Normal University (XJ0713, Bsqd200517)
In this article, the joint distributions of several actuarial diagnostics which are important to insurers＇ running for the jump-diffusion risk process are examined. They include the ruin time, the time of the surplus...
关键词：Jump-diffusion risk process Brownian motion time of ruin ultimately leaving-time homogeneous strong Markov property 
ON THE RUIN FUNCTIONS FOR A CORRELATED AGGREGATE CLAIMS MODEL WITH POISSON AND ERLANG RISK PROCESSES被引量：11
《Acta Mathematica Scientia》2006年第2期321-330,共10页刘艳 杨文权 胡亦钧 
This work was supported in part by the National Natural Science Foundation of China (10071058, 70273029) the Ministry of Education of China.
This article considers a risk model as in Yuen et al. （2002）. Under this model the two claim number processes are correlated. Claim occurrence of both classes relate to Poisson and Erlang processes. The formulae is ...
关键词：Correlated aggregate claims Poisson process Erlang process ruin functions 
全选清除导出
共1页<1>
检索报告 对象比较 聚类工具 使用帮助 返回顶部