RISK_PROCESS

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Optimal Control for Insurers with a Jump-diffusion Risk Process
《Chinese Quarterly Journal of Mathematics》2015年第4期562-569,共8页吴锟 肖建武 罗荣华 
Supported by the Humanity and Social Science Foundation of Ministry of Education of China(10YJC790296);Supported by the National Natural Science Foundation of China(71073020)
In this paper, the optimal XL-reinsurance of an insurer with jump-diffusion risk process is studied. With the assumptions that the risk process is a compound Possion process perturbed by a standard Brownian motion and...
关键词：HJB equation variance principle jump-diffusion process 
Asymptotic Behavior on Cox Risk Process Perturbed by Diffusion
《Chinese Quarterly Journal of Mathematics》2009年第3期325-332,共8页王慧丽 史忠科 任志平 
Supported by the National High Technology Research and Development Program of China(863 Program)(2007AA06Z217);Supported by the CNPC Innovation Foundation(07E1013);supported by the Doctorate Foundation of Northwestern Polytechnical University(cx200912)
In this paper, the asymptotic behavior on the Cox risk model perturbed by diffusion is studied. The sufficient and necessary conditions for the process when it weakly convergence to Normal distribution and th.e rate o...
关键词：Cox process weakly compact at infinity weak convergence convergence rate 
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