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Joint density of the number of claims until ruin and the time to ruin in the delayed renewal risk mo
ISSN号:0377-0427
期刊名称:Journal of Computational and Applied Mathematics
时间:2013.5.15
页码:102-114
相关项目:保险风险理论中的随机最优控制问题
作者:
Chunming Zhao|Chunsheng Zhang|
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保险风险理论中的随机最优控制问题
期刊论文 44
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A STOCHASTIC MAXIMUM PRINCIPLE FOR A MARKOV REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATIO
Upper Bounds for Ruin Probabilities under Stochastic Interest Rate and Optimal Investment Strategies
Optimal investment with multiple risky assets under short-selling prohibition in a periodic environm
Optimal dividend and equity issuance problem with proportional and fixed transaction costs
Virial Theorem for a Class of Quantum Nonlinear Harmonic Oscillators
Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs
Optimal dividend problem with a nonlinear regular-singular stochastic control
A Duality Result for the Generalized Erlang Risk Model
Optimal Control with Restrictions for a Diffusion Risk Model Under Constant Interest Force
Survival probabilities in a discrete semi-Markov risk model
Archimedean copulas in finite and infinite dimensions—with application to ruin problems
Optimal Mean-Variance Problem with Constrained Controls in a Jump-Diffusion Financial Market for an
Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setti
On the compound Poisson risk model with dependence and a threshold dividend strategy
Optimaldividend policy: regular-impulse stochastic control.
Optimal investment with a value -at-risk constraint
Optimal Mean-Variance Problem with Constrained Controls in a Jump- Diffusion Financial Market for an
A duality for the generalized Erlang risk model
指数保费准则下的最优投资和比例再保险
Expected discounted dividends in a discrete semi-Markov risk model
均值回归模型下最优人寿保险的购买和投资消费问题
Stochastic differential equations driven by fractional Brownian motion and Poisson point process
The hitting time for a Cox risk process
Optimal Investment, Consumption and Life Insurance in an Incomplete Market.
Construction of Positive-Operator Valued Measures via Wavefunctions of Physical Systems
Optimal Time-Consistent Portfolio and Contribution Selection for Defined Benefit Pension Schemes und
Optimization of risk policy and dividends with fixed transaction costs under interest rate
关于离散时间鞅理论的2个具体应用
相依对偶模型的G-S函数
带有借款利息和税收的常利率风险模型(英文)
Erlang(n)风险模型下破产时和破产前索赔次数的联合密度(英文)
广义Erlang(2)风险模型下破产时和破产前索赔次数的联合密度(英文)
常分红壁下相依对偶模型的G-S函数
Ornstein-Uhlenback type Omega model
Gerber-Shiu function of a discrete risk model with and without a constant dividend barrier