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An extension of Paulsen–Gjessing’s risk model with stochastic return on investme
  • ISSN号：0167-6687
  • 期刊名称：Insurance: Mathematics and Economics
  • 时间：2013.5
  • 页码：469-476
  • 相关项目：基于Lévy过程的最优分红策略的研究
作者： Yin, Chuancun|Wen, Yuzhen|
同期刊论文项目
基于Lévy过程的最优分红策略的研究
期刊论文 59
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