On the ruin probabilities of a bidimensional perturbed risk model | |
Li, Junhai; Liu, Zaiming; Tang, Qihe* | |
刊名 | Insurance: Mathematics and Economics
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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 |
DOI | 10.1016/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. |
推荐引用方式 GB/T 7714 | 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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