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On the ruin probabilities of a bidimensional perturbed risk model
Li, Junhai; Liu, Zaiming; Tang, Qihe*
刊名Insurance: Mathematics and Economics
2007
卷号41期号:1页码:185-195
关键词Bidimensional risk model Diffusion Farlie-Gumbel-Morgenstern distribution Martingale Poisson process Ruin probability Subexponentiality
ISSN号0167-6687
DOI10.1016/j.insmatheco.2006.10.012
URL标识查看原文
WOS记录号WOS:000247055400015
内容类型期刊论文
URI标识http://www.corc.org.cn/handle/1471x/3327420
专题中南大学
作者单位Univ Iowa, Dept Stat & Actuarial Sci, Iowa City, IA 52242 USA.
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Li, Junhai,Liu, Zaiming,Tang, Qihe*. On the ruin probabilities of a bidimensional perturbed risk model[J]. Insurance: Mathematics and Economics,2007,41(1):185-195.
APA Li, Junhai,Liu, Zaiming,&Tang, Qihe*.(2007).On the ruin probabilities of a bidimensional perturbed risk model.Insurance: Mathematics and Economics,41(1),185-195.
MLA Li, Junhai,et al."On the ruin probabilities of a bidimensional perturbed risk model".Insurance: Mathematics and Economics 41.1(2007):185-195.
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