位置：成果数据库 > 期刊 > 期刊详情页
Upper bounds for ruin probabilities in an autoregressive risk model with a Markov chain interest rat
  • ISSN号：1547-5816
  • 期刊名称：Journal of Industrial and Management Optimization
  • 时间：0
  • 页码：165-175
  • 语言：英文
  • 相关项目：精算学中相关问题的研究
作者： Xu, Lin|Wang, Rongming|
同期刊论文项目
精算学中相关问题的研究
期刊论文 19
同项目期刊论文
总理赔量分布的另一种选择:复合Poisson-逆高斯分布(英文)
同单调相依结构下两重生命模型的概率分布
ON MAXIMIZING THE EXPECTED TERMINAL UTILITY BY INVESTMENT AND REINSURANCE
On the Distributions of Two Classes of Multiple Dependent Aggregate Claims
The asymptotic estimate of ruin probability under a class of risk model in the presence of heavy tai
Exponential bounds for ruin probability in two moving average risk models with constant interest rat
On the consistency of credibility premiums regarding Esscher principle
随机保费风险模型下的平均折现罚金函数(英文)
随机脉冲随机微分方程解的存在唯一性
有投资回报的更新风险模型的破产概率的上界(英文)
考虑死亡风险下权益指数年金的定价
有限时滞随机微分输出系统的p阶矩有界性
有投资回报的更新风险模型的破产概率的上界
关于SARV模型技术分析指标的相应统计量的性质
贴现算术亚式期权定价及其在金融风险管理中的应用
有随机投资回报的随机保费模型的渐近破产概率
On the Distribution of Duration of First Negative Surplus for a Discrete Time Risk Model with Random Interest Rate
A Decomposition of the Ruin Probability for Risk Process with Vasicek Interest Rate