相关期刊:《Journal of Applied Mathematics and Physics》《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>>
A Markovian risk process is considered in this paper, which is the generalization of the classical risk model. It is proper that a risk process with large claims is modelled as the Markovian risk model. In such a mode...